• The Journal of the Acoustical Society of Korea
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• v.33 no.2
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• pp.139-145
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• 2014

In this paper, a feature parameter is obtained by applying the Teager energy to the WPD(Wavelet Packet Decomposition) coefficients. The threshold value is obtained based on means and standard deviations of nonspeech frames. Experimental results by using TIMIT speech and NOISEX-92 noise databases show that the proposed algorithm is superior to the typical VAD algorithm. The ROC(Receiver Operating Characteristics) curves are used to compare performance of VAD's for SNR values of ranging from 10 to -10 dB.

• Journal of Industrial Technology
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• v.28 no.B
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• pp.143-148
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• 2008

A real-time face detection is to find human faces robustly under the cluttered background free from the effect of occlusion by other objects or various lightening conditions. We propose a face detection system for real-time applications using wavelet decomposition method based on Gabor features. Firstly, skin candidate regions are extracted from the given image by skin color filtering and projection method. Then Gabor-feature based template matching is performed to choose face cadidate from the skin candidate regions. The chosen face candidate region is transformed into 2-level wavelet decomposition images, from which feature vectors are extracted for classification. Based on the extracted feature vectors, the face candidate region is finally classified into either face or nonface class by the Levenberg-Marguardt back-propagation neural network.

• Journal of Information Processing Systems
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• v.18 no.5
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• pp.711-718
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• 2022

In this paper, an accurate segmentation algorithm of video dynamic background image (VDBI) based on improved wavelet transform is proposed. Based on the smooth processing of VDBI, the traditional wavelet transform process is improved, and the two-layer decomposition of dynamic image is realized by using two-dimensional wavelet transform. On the basis of decomposition results and information enhancement processing, image features are detected, feature points are extracted, and quantum ant colony algorithm is adopted to complete accurate segmentation of the image. The maximum SNR of the output results of the proposed algorithm can reach 73.67 dB, the maximum time of the segmentation process is only 7 seconds, the segmentation accuracy shows a trend of decreasing first and then increasing, and the global maximum value can reach 97%, indicating that the proposed algorithm effectively achieves the design expectation.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.6
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• pp.112-122
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• 2009

In this paper, we present a novel space-frequency adaptive image restoration approach using vaguelette-wavelet decomposition (VWD). The proposed algorithm classifies a degraded image into flat and edge regions by using spatial information of the wavelet coefficient. For reducing the noise we perform an adaptive wavelet shrinkage process. At edge region candidates, we adopt entropy approach for estimating the noise and remove it by using relative between sub-bands. After shrinking wavelet coefficients process, we restore the degraded image using the VWD. The proposed algorithm can reduce the noise without affecting the sharpness details. Based on the experimental results, the proposed algorithm efficiently proved to be able to restore the degraded image while preserving details.

• The Transactions of the Korean Institute of Electrical Engineers C
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• v.50 no.3
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• pp.121-129
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• 2001

In this paper, a new efficient feature extraction method based on Daubechies discrete wavelet transform is presented. This paper especially deals with the assessment of process statistical parameter using the features extracted from the wavelet coefficients of measured acoustic emission signals. Since the parameter assessment using all wavelet coefficients will often turn out leads to inefficient or inaccurate results, we selected that level-3 stage of multi decomposition in discrete wavelet transform. We make use of the feature extraction parameter namely, maximum value of acoustic emission signal, average value, dispersion, skewness, kurtosis, etc. The effectiveness of this new method has been verified on ability a diagnosis transformer go through feature extraction in stage of aging(the early period, the middle period, the last period)

• Journal of Institute of Control, Robotics and Systems
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• v.14 no.12
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• pp.1270-1277
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• 2008

A Haar wavelet based numerical method for solving singularly perturbed linear time invariant system is presented in this paper. The reduced pure slow and pure fast subsystems are obtained by decoupling the singularly perturbed system and differential matrix equations are converted into algebraic Sylvester matrix equations via Haar wavelet technique. The operational matrix of integration and its inverse matrix are utilized to reduce the computational time to the solution of algebraic matrix equations. Finally a numerical example is given to demonstrate the validity and applicability of the proposed method.

• Korean Journal of Remote Sensing
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• v.24 no.1
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• pp.57-64
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• 2008

In the previous study, the Haar wavelet was used as the sole basis function for the 3D discrete wavelet transform because the number of bands is too small to decompose a remotely sensed image in band direction with other basis functions. However, it is possible to use other basis functions for wavelet decomposition in horizontal and vertical directions because wavelet decomposition is independently performed in each direction. This study aims to classify a high spatial resolution image with the six types of basis function including the Haar function and to compare those results. The other wavelets are more helpful to classify high resolution imagery than the Haar wavelet. In overall accuracy, the Coif4 wavelet has the best result. The improvement of classification accuracy is different depending on the type of class and the type of wavelet. Using the basis functions with long length could be effective for improving accuracy in classification, especially for the classes of small area. This study is expected to be used as fundamental information for selecting optimal basis function according to the data properties in the 3D DWT based image classification.

• Proceedings of the Korea Database Society Conference
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• 1999.06a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• International Journal of Control, Automation, and Systems
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• v.6 no.5
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• pp.639-650
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• 2008

Electricity price forecasting has become an integral part of power system operation and control. In this paper, a wavelet transform (WT) based neural network (NN) model to forecast price profile in a deregulated electricity market has been presented. The historical price data has been decomposed into wavelet domain constitutive sub series using WT and then combined with the other time domain variables to form the set of input variables for the proposed forecasting model. The behavior of the wavelet domain constitutive series has been studied based on statistical analysis. It has been observed that forecasting accuracy can be improved by the use of WT in a forecasting model. Multi-scale analysis from one to seven levels of decomposition has been performed and the empirical evidence suggests that accuracy improvement is highest at third level of decomposition. Forecasting performance of the proposed model has been compared with (i) a heuristic technique, (ii) a simulation model used by Ontario's Independent Electricity System Operator (IESO), (iii) a Multiple Linear Regression (MLR) model, (iv) NN model, (v) Auto Regressive Integrated Moving Average (ARIMA) model, (vi) Dynamic Regression (DR) model, and (vii) Transfer Function (TF) model. Forecasting results show that the performance of the proposed WT based NN model is satisfactory and it can be used by the participants to respond properly as it predicts price before closing of window for submission of initial bids.