• 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.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.37 no.8
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• pp.767-773
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• 2009

This research have introduced wavelet signal processing technic for improving navigation signals. INS signals can be distorted with conventional pre-filtering method such as low-pass filtering by unwanted smoothing on real signals. But in this paper, wavelet thresholding method is implemented to INS signal to denoise for INS-GPS integrated system. This method reduces signal noise but not distorts the rapid varing signal. And this paper applied thresholding to INS-GPS integrated navigation system and improved navigation performance.

• The Journal of the Acoustical Society of Korea
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• v.17 no.1E
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• pp.30-35
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• 1998

Given a noisy sampled at equispaced points with white noise, we consider problems where the signal to be recovered is known to be positive; for example, images, chemical spectra or other measurements of intensities. Shrinking noisy wavelet coefficients via thresholding offers very attractive alternatives to existing methods of recovering signals from noisy data. In this paper, we propose a method of recovering the original signal from a corrupted noisy signal, guaranteeing the recovered signal positive. We first obtain wavelet coefficients by thresholding, and use a nonlinear optimization to find the denoised signal which must be positive. Numerical examples are used to illustrate the performance of the proposed algorithm.

• Journal of the Institute of Convergence Signal Processing
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• v.4 no.1
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• pp.27-35
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• 2003

Because of the lack of translation invariance of wavelet basis, traditional wavelet thresholding denoising leads to pseudo-Gibbs phenomena in the vicinity of discontinuities of signal. In this paper, in order to reduce the pseudo-Gibbs phenomena, wavelet coefficients are thresholded and reconstruction algorithm is implemented through minimizing the total variation of denoising signal using subgradient descent algorithm. Most of experiments were performed under the non-real-time and real-time environments. In the case of non-real-time experiments, the algorithm that this paper proposes was found more effective than that of wavelet hard thresholding denoising by 2.794㏈(SNR) based on the signal to noise ratio. And lots of pseudo-Gibbs phenomena was removed visually in the vicinity of discontinuities. In the case of real-time experiments, the number of iteration was restricted to 60 times considering the performance time. It took 0.49 seconds and most of the pseudo-Gibbs phenomena were also removed.

• Journal of information and communication convergence engineering
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• v.7 no.2
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• pp.231-234
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• 2009

Speckle noise reduction for power Doppler ventricle coherent image for restoration and enhancement using Fast Wavelet Transform with multi-thresholding and multi-filtering on the each subbands is presented. Fast Wavelet Transform divides into low frequency component image to high frequency component image to be multi-resolved. Speckle noise is located on high frequency component in multi-resolution image mainly. A Doppler ventricle image is transformed and inversed with separated threshold function and filtering from low to high resolved images for restoration to utilize visualization for ventricle diagnosis. The experimental result shows that the proposed method has better performance in comparison with the conventional method.

• Journal of the Institute of Convergence Signal Processing
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• v.11 no.1
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• pp.1-8
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• 2010

Noise removal methods for noisy images have been studied a lot in the domain of spatial and transform filtering. Low pass filtering was initially applied in the spatial domain. Recently, discrete wavelet transform has widely used for image denoising as well as image compression due to an excellent energy compaction and a property of multiresolution. In this paper, Gabor cosine and sine transform which is considered as human visual filter is applied to image denoising areas using soft thresholding technique. GCST is compared with excellent wavelet transform which uses existing soft thresholding methods from PSNR point of view. Resultant images removed noises are also visually compared. Experimental results with adding four different standard deviation levels of Gaussian distributed noises to real images show that the proposed transform has better PSNR performance of a maximum of 1.18 dB and visible perception than wavelet transform.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.8
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• pp.914-916
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• 2016

The noise in a power signal degrades the detection rate of the power quality (PQ) event signals. We present a new wavelet de-noising technique for PQ event detection that employs the correlation-based thresholding instead of the wavelet-scale-based thresholding of existing schemes. The simulation results show that the proposed scheme is more robust to Gaussian and impulsive noisy conditions and has further improved detection ratio than existing schemes.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.5
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• pp.1064-1070
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• 2012

Nowadays, image processing has been applied in a variety of fields. In order to preserve the high quality of visual the degradation phenomenon for images should be removed. Noise is one of the representative elements cause of the degradation phenomenon and AWGN(additive white Gaussian noise) always damages images. In this paper, an mixed filter algorithm, which is based on parallel denoising method, is proposed to suppress AWGN. This algorithm parallels the spatial domain wiener filter and the wavelet domain thresholding method which thresholding function is selected based on scale level. The proposed modified thresholding function which considers the dependency between parent and child coefficient performs well on suppressing noise.

• ETRI Journal
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• v.28 no.1
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• pp.51-58
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• 2006

In this paper, we propose a method of applying a lifting-based wavelet domain e-median filter (LBWDEMF) for image restoration. LBWDEMF helps in reducing the number of computations. An e-median filter is a type of modified median filter that processes each pixel of the output of a standard median filter in a binary manner, keeping the output of the median filter unchanged or replacing it with the original pixel value. Binary decision-making is controlled by comparing the absolute difference of the median filter output and the original image to a preset threshold. In addition, the advantage of LBWDEMF is that probabilities of encountering root images are spread over sub-band images, and therefore the e-median filter is unlikely to encounter root images at an early stage of iterations and generates a better result as iteration increases. The proposed method transforms an image into the wavelet domain using lifting-based wavelet filters, then applies an e-median filter in the wavelet domain, transforms the result into the spatial domain, and finally goes through one spatial domain e-median filter to produce the final restored image. Moreover, in order to validate the effectiveness of the proposed method we compare the result obtained using the proposed method to those using a spatial domain median filter (SDMF), spatial domain e-median filter (SDEMF), and wavelet thresholding method. Experimental results show that the proposed method is superior to SDMF, SDEMF, and wavelet thresholding in terms of image restoration.