• 한국정보시스템학회지:정보시스템연구
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• 제18권3호
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• pp.351-373
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• 2009

An index fund is a collective investment scheme that aims to replicate the movements of an index of a specific financial market regardless of market conditions. An index fund is a popular investment alternative because it is much cheaper to run than an active fund and it performs better than actively managed funds. This paper illustrates the usefulness of wavelet analysis in constructing an index fund. The wavelet analysis can decompose the time series data in frequency domain as well as in time domain. The major findings of this paper are as follows. First, the beta coefficient that represents the systematic risk has the scale dependent property. This result can provide important information to the investors with various investment time frequency. Investors can use the betas corresponding to their investment frequencies among the various scale betas estimated by wavelet analysis. Second, we can find the usefulness of wavelet analysis in constructing index fund because the wavelet technique gives less tracking error(difference between the index performance and the index fund performance) than the traditional constructing techniques. The result of this study implies that the wavelet techniques can be an important analytic method to the other financial markets such as option market, futures market, bond markets and currency market.

• 대한기계학회논문집B
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• 제28권9호
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• pp.1032-1041
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• 2004

In this study we decompose the 3-dimensional velocity field of isotropic turbulent flow into the coherent and the incoherent structure using the discrete wavelet. It is shown that the coherent structure, 3% wavelet modes, has 98% energy and 88% enstrophy and its statistical characteristics are almost same as the original turbulence structure. And it is confirmed that the role of the coherent structure is that it produces the turbulent kinetic energy at the inertia range then transfers energy to the dissipation range. The incoherent structure, with residual wavelet modes, is uncorrelated and has the Gaussian probability density function but it dissipates the kinetic energy in dissipation range. On the procedure, we propose a new but easy way to get the threshold by applying the energy partition percentage concept about coherent structure. The vorticity field extracted from the wavelet-decomposed velocity field has the same structure as the result of the precedent studies which decomposed vorticity field directly using wavelet. Therefore it has been shown that velocity and vorticity field are on the interactive condition.

• Earthquakes and Structures
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• 제3권6호
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• pp.839-852
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• 2012

Earthquake records are often analyzed in various earthquake engineering problems, making time-frequency analysis for such records of primary concern. The best tool for such analysis appears to be based on wavelet functions; selection of which is not an easy task and is commonly carried through trial and error process. Furthermore, often a particular wavelet is adopted for analysis of various earthquakes irrespective of record's prime characteristics, e.g. wave's magnitude. A wavelet constructed based on records' characteristics may yield a more accurate solution and more efficient solution procedure in time-frequency analysis. In this study, a low-pass reconstruction filter is obtained for each earthquake record based on multi-resolution decomposition technique; the filter is then assigned to be the normalized version of the last approximation component with respect to its magnitude. The scaling and wavelet functions are computed using two-scale relations. The calculated wavelets are highly efficient in decomposing the original records as compared to other commonly used wavelets such as Daubechies2 wavelet. The method is further advantageous since it enables one to decompose the original record in such a way that a clear time-frequency resolution is obtained.

• 디지털산업정보학회논문지
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• 제10권3호
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• pp.237-247
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• 2014

This paper describes a 2D discrete-time wavelet transform for which the Q-factor is easily specified. Hence, the transform can be tuned according to the oscillatory behavior of the image signal to which it is applied. The tunable Q-factor wavelet transform (TQWT) is a fully-discrete wavelet transform for which the Q-factor, Q, of the underlying wavelet and the asymptotic redundancy (over-sampling rate), r, of the transform are easily and independently specified. In particular, the specified parameters Q and r can be real-valued. Therefore, by tuning Q, the oscillatory behavior of the wavelet can be chosen to match the oscillatory behavior of the signal of interest, so as to enhance the sparsity of a sparse signal representation. The TQWT is well suited to fast algorithms for sparsity-based inverse problems because it is a Parseval frame, easily invertible, and can be efficiently implemented. The TQWT can also be used as an easily-invertible discrete approximation of the continuous wavelet transform. The transform is based on a real valued scaling factor (dilation-factor) and is implemented using a perfect reconstruction over-sampled filter bank with real-valued sampling factors. The transform is parameterized by its Q-factor and its oversampling rate (redundancy), with modest oversampling rates (e. g. 3-4 times overcomplete) being sufficient for the analysis/synthesis functions to be well localized. Therefore, This method services good performance in image processing fields.

• 디지털산업정보학회논문지
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• 제9권1호
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• pp.165-176
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• 2013

This paper introduces the high density discrete wavelet transform using quincunx sampling, which is a discrete wavelet transformation that combines the high density discrete transformation and non-separable processing method, each of which has its own characteristics and advantages. The high density discrete wavelet transformation is one that expands an N point signal to M transform coefficients with M > N. The high density discrete wavelet transformation is a new set of dyadic wavelet transformation with two generators. The construction provides a higher sampling in both time and frequency. This new transform is approximately shift-invariant and has intermediate scales. In two dimensions, this transform outperforms the standard discrete wavelet transformation in terms of shift-invariant. Although the transformation utilizes more wavelets, sampling rates are high costs and some lack a dominant spatial orientation, which prevents them from being able to isolate those directions. A solution to this problem is a non separable method. The quincunx lattice is a non-separable sampling method in image processing. It treats the different directions more homogeneously than the separable two dimensional schemes. Proposed wavelet transformation can generate sub-images of multiple degrees rotated versions. Therefore, This method services good performance in image processing fields.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2004년도 ICEIC The International Conference on Electronics Informations and Communications
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• pp.244-248
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• 2004

This paper proposes a new noise cancellation method for speech recognition in noise environments. We determine the time adaptive threshold value using standard deviations of wavelet coefficients after wavelet transform by frames. The time adaptive threshold value is set up by using sum of standard deviations of wavelet coefficients in cA3 and weighted cD1. cA3 coefficients represent the voiced sound with lower frequency components and cD1 coefficients represent the unvoiced sound with higher frequency components. In experiments, we removed noise after adding white Gaussian noise and colored noise to original speech. The proposed method improved SNR and MSE more than wavelet transform and wavelet packet transform does. As a result of speech recognition experiment using noise speech DB, recognition performance is improved by $2\sim4\;\%.$

• 대한전기학회논문지:시스템및제어부문D
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• 제55권3호
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• pp.124-130
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• 2006

A wavelet-based image compression system allowing both lossless and lossy image compression is proposed in this paper. The proposed algorithm consists of the two stages. The first stage uses the wavelet packet transform and the quad-tree coding scheme for the lossy compression. In the second stage, the residue image taken between the original image and the lossy reconstruction image is coded for the lossless image compression by using the integer wavelet transform and the context based predictive technique with feedback error. The proposed wavelet-based algorithm, allowing an optional lossless reconstruction of a given image, transmits progressively image materials and chooses an appropriate wavelet filter in each stage. The lossy compression result of the proposed algorithm improves up to the maximum 1 dB PSNR performance of the high frequency image, compared to that of JPEG-2000 algorithm and that of S+P algorithm. In addition, the lossless compression result of the proposed algorithm improves up to the maximum 0.39 compression rates of the high frequency image, compared to that of the existing algorithm.

• 대한전자공학회논문지SD
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• 제40권1호
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• pp.45-51
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• 2003

본 논문은 차세대 정지영상 압축 표준으로서 Wavelet 변환과 Bit-plane 단위의 산술부호화(Arithmetic coding)에 기반한 JPEG2000 코덱의 Wavelet 변환과 양자화기의 하드웨어적 구조를 제안하고, 설계하였다. DWT(Discrete Wavelet Transform)는 Lossy coding과 Lossless coding에 각각 적용할 수 있는 Daubechies 9/7 필터와 Daubechies 5/3 필터를 선택 가능하도록 설계하였으며 양자화기는 Scalar Quantization 방식를 사용하였다. 설계된 DWT와 양자화기는 Xilinx FPGA technology를 이용하여 Synopsys에서 합성한 후 동작을 검증하였으며, 설계된 블록을 30㎒로 동작 시켰을 때 640×480 크기의 걸려 이미지의 경우 초당 10프레임의 성능을 보인다.

• 한국음향학회지
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• 제15권4호
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• pp.50-57
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• 1996

본 논문에서는 최적의 웨이브렛 선택방법과 이 선택된 웨이브렛으로 F-검정을 이용하여 AR파라메터를 전개시키는 방법을 제안하였으며 웨이브렛 선택 방법으로서 평가함수를 도입하였다. 이 평가함수를 이용하여 웨이브렛들(D4-D20)을 합성신호에 대해서 시험하였다. 이때 선택된 웨이브렛을 이용하여 합성신호와 실제 음성신호에 대해서 AR파라메터들을 웨이브렛 전개 했을때의 웨이브렛 계수를 구하였다. 제안된 방법을 평가하기 위해서 칼만필터 알고리즘과 비교하였다. 그 결과 제안된 알고리즘이 칼만필터보다 약5-10dB정도 더 우수한 성능을 나타내었다.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2000년도 하계학술대회 논문집
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• pp.585-591
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• 2000

The wavelet transform is the most recent technique for processing signals with time-varying spectra. In this paper, the wavelet transform is utilized to improved the assessment and multi-resolution analysis of acoustic emission signals generating in partial discharge. This paper especially deals with the assessment of process statistical parameter using the features extracted from the wavelet coefficients of measured acoustic emission signals in case of applied voltage 20[kv]. 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 applied FIR(Finite Impulse Response)digital filter algorithm in discrete to suppression for random noise. The white noise be included high frequency component denoised as decomposition of discrete wavelet transform level-3. 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 acting(the early period, the last period) .