• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2000.10a
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• pp.118-122
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• 2000

In this study, Ringing is investigated by continuous wavelet transform. Ringing is considered to be one of the typical transient phenomena in the field of ocean engineering. The wavelet analysis is adopted to analyze ringing from the point that wavelet analysis is capable of frequency analysis as well as time domain analysis. The use mother wavelet is the Morlet wavelet. The relation between the frequency of the time series and that of wavelet can be clearly defined with Mor1et wavelet. Experimental data obtained by other researchers was used. The wave height time series and acceleration times series of the surface piercing cylinder were analyzed. The results show that the proposed scheme can detect typical frequency region by the time domain analysis which could hardly be detected if one relied on the frequency analysis.

• East Asian mathematical journal
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• v.26 no.1
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• pp.105-113
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• 2010

In the spectral analysis, Fourier coeffcients are very important to give informations for the original signal f on a finite domain, because they recover f. Also Fourier analysis has extension to wavelet analysis for the whole space R. Various kinds of reconstruction theorems are main subject to analyze signal function f in the field of wavelet analysis. In this paper, we will present a new reconstruction theorem of functions in $L^1(R)$ using a nonharmonic Fourier series. When we construct this series, we have used dyadic subdivision schemes.

• Proceedings of the KIEE Conference
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• 1999.07b
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• pp.969-971
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• 1999

Wavelet analysis is applying to many fields such as the time-frequency localization of a time series and a time varying data. In this paper, a statistical testing based Wavelet power spectrum analysis for the stationary Nino3 Sea Surface Temperature(SST) data was executed. Specially, the 95% confidence level for SST was effective in searching the periods of El-Nino using various wavelet basis functions.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.3
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• pp.494-500
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• 2008

This paper presents the analyzed result of the series arc fault current by using the discrete wavelet transform. The series arcing is caused by a loose connection in series with the load circuit. The series arc current is limited to a moderate value by the resistance of the device connected to the circuit, such as an appliance or a lighting system. The amount of energy in the sparks from the series arcing is less than in the case of parallel arcing but only a few amps are enough to be a fire hazard. Therefore, it is hard to detect the distinctive difference between a normal current and a intermittent arc current. This paper, presents the variation of the ratio of peak values and RMS values of the series arc fault current, and proposes the novel series arc fault detecting method by using the discrete wavelet transform. Loads such as a CFL lamp, a vacuum cleaner, a personal computer, and a television, which has the very similar normal current with the arc current, were selected to confirm the novel method.

• Transactions on Electrical and Electronic Materials
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• v.18 no.4
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• pp.221-224
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• 2017

This paper dealt with the extraction of series arc signals based on wavelet transform in order to improve the accuracy of arc detection in indoor wiring systems. Three types of arc sources including a cord-cord, a terminal-cord, and an outlet-plug were fabricated to simulate typical arc defects. An arc generator fabricated according to UL 1699 was used to generate arcs. The optimal mother wavelet was selected as bior1.5 by calculating the correlation coefficients between the detected single current pulse and the wavelet. The detected arc current signals were then decomposed into eight levels using the discrete wavelet transform that implements the multi-resolution analysis method. By analyzing the decomposed components, the detail components D6, D7, and D8 were associated with arc signals, which were used for signal reconstruction. From the result, it was verified that the proposed method can be used for the extraction of the series arc signal from the AC mains, which is expected to be applied to further analysis of arc signals in indoor wiring systems.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.1
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• pp.1-8
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• 2010

The Fourier series uses a vibrating wave that possesses an amplitude that is like the one of the sine curve. Therefore, the functions used in the Fourier series do not change due to the value of the frequency and that set a limit to express irregular signals with rapid oscillations or with discontinuities in localized regions. However, the wavelet series analysis(WSA) method supplements these limits of the Fourier series by a linear combination of a suitable number of wavelets. By using the wavelet that is focused on time, it is able to give changes to the range in the cycle. Also, this enables to express a signal more efficiently that has singular configuration and that is flowing. The main objective of this study is to propose a scheme called wavelet series analysis for the application of wavelet theory to one-dimensional problems represented by the second-order elliptic equation and to evaluate theperformance of proposed scheme comparing with the finite element analysis. After a through evaluation of different types of wavelets, the HAT wavelet system is chosen as a wavelet function as well as a scaling function. It can be stated that the WSA method is as efficient as the FEA method in the case of axial bars with distributed loads, but the WSA method is more accurate than the FEA method at the singular points and its computation time is less.

• 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 Korea Institute of Information and Communication Engineering
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• v.13 no.8
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• pp.1580-1586
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• 2009

Wavelet transform is utilized to the field of the signal processing and the digital communication. In this paper, the performance for wavelets is analyzed for Haar and Daubechies series in the wavelet shift keying. It is mainly utilized to Haar, Daubechies 4tap, 8tap and 12tap in this paper. The analysis scheme is utilized by the eye pattern and the error probability. As a results of simulation, we confirmed that the proposed scheme was superior to performance when the number of the filler coefficient is small.

• Proceedings of the KIEE Conference
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• 2003.11c
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• pp.449-451
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• 2003

The estimation of time-series data is fundamental process in many data analysis cases. However, the unwanted measurement error is usually added to true data, so that the exact estimation depends on efficient method to eliminate the error components. The wavelet transform method nowadays is expected to improve the accuracy of estimation, because it is able to decompose and analyze the data in various resolutions. Therefore, the wavelet based Kalman filter method for the estimation of time-series data is proposed in this paper. The wavelet transform separates the data in accordance with frequency bandwidth, and the detail wavelet coefficient reflects the stochastic process of error components. This property makes it possible to obtain the covariance of measurement error. We attempt the estimation of true data through recursive Kalman filtering algorithm with the obtained covariance value. The procedure is verified with the fundamental example of Brownian walk process.