• Title/Summary/Keyword: Wavelet series

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A Study on the Wavelet Transform of Acoustic Emission Signals Generated from Fusion-Welded Butt Joints in Steel during Tensile Test and its Applications (맞대기 용접 이음재 인장시험에서 발생한 음향방출 신호의 웨이블릿 변환과 응용)

  • Rhee Zhang-Kyu;Yoon Joung-Hwi;Woo Chang-Ki;Park Sung-Oan;Kim Bong-Gag;Jo Dae-Hee
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2005.05a
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    • pp.342-348
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    • 2005
  • This study was carried out fusion-welded butt joints in SWS 490A high strength steel subjected to tensile test that load-deflection curve. The windowed or short-time Fourier transform (WFT or SIFT) makes possible for the analysis of non-stationary or transient signals into a joint time-frequency domain and the wavelet transform (WT) is used to decompose the acoustic emission (AE) signal into various discrete series of sequences over different frequency bands. In this paper, for acoustic emission signal analysis to use a continuous wavelet transform, in which the Gabor wavelet base on a Gaussian window function is applied to the time-frequency domain. A wavelet transform is demonstrated and the plots are very powerful in the recognition of the acoustic emission features. As a result, the technique of acoustic emission is ideally suited to study variables which control time and stress dependent fracture or damage process in metallic materials.

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Comparison Study of Time Series Clustering Methods (시계열자료 눈집방법의 비교연구)

  • Hong, Han-Woom;Park, Min-Jeong;Cho, Sin-Sup
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1203-1214
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    • 2009
  • In this paper we introduce the time series clustering methods in the time and frequency domains and discuss the merits or demerits of each method. We analyze 15 daily stock prices of KOSPI 200, and the nonparametric method using the wavelet shows the best clustering results. For the clustering of nonstationary time series using the spectral density, the EMD method remove the trend more effectively than the differencing.

Wavelet-like convolutional neural network structure for time-series data classification

  • Park, Seungtae;Jeong, Haedong;Min, Hyungcheol;Lee, Hojin;Lee, Seungchul
    • Smart Structures and Systems
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    • v.22 no.2
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    • pp.175-183
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    • 2018
  • Time-series data often contain one of the most valuable pieces of information in many fields including manufacturing. Because time-series data are relatively cheap to acquire, they (e.g., vibration signals) have become a crucial part of big data even in manufacturing shop floors. Recently, deep-learning models have shown state-of-art performance for analyzing big data because of their sophisticated structures and considerable computational power. Traditional models for a machinery-monitoring system have highly relied on features selected by human experts. In addition, the representational power of such models fails as the data distribution becomes complicated. On the other hand, deep-learning models automatically select highly abstracted features during the optimization process, and their representational power is better than that of traditional neural network models. However, the applicability of deep-learning models to the field of prognostics and health management (PHM) has not been well investigated yet. This study integrates the "residual fitting" mechanism inherently embedded in the wavelet transform into the convolutional neural network deep-learning structure. As a result, the architecture combines a signal smoother and classification procedures into a single model. Validation results from rotor vibration data demonstrate that our model outperforms all other off-the-shelf feature-based models.

Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis

  • Shah, Aasif;Deo, Malabika;King, Wayne
    • East Asian Economic Review
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    • v.19 no.2
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    • pp.189-220
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    • 2015
  • Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co-movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.

A Study on the Digital Filter and Wavelet Transform of Monitoring for Laser Welding (레이저 용접 모니터링에 적합한 디지털 필터와 웨이블렛 변환 방법에 관한 연구)

  • Kim, Do Hyoung;Shin, Ho Jun;Yoo, Young Tae
    • Journal of the Korean Society for Precision Engineering
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    • v.30 no.1
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    • pp.67-76
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    • 2013
  • We present an innovative real-time laser welding monitoring technique employing the correlation analysis of the plasma plume optical emission generated during the process. The plasma optical radiation emitted during Nd:YAG laser welding of S45C steel samples has detected with a Photodiode and analyzed under different process conditions. The discrete DC voltage difference, filter methods and wavelet transform has been used to decompose the optical signal into various discrete series of sequences over different frequency bands. Considering that wavelet analysis can decompose the optical signals, extract the characteristic information of the signals and define the defects location accurately, it can be used to implement process-control of laser welding.

PREDICTION OF U.S. GOLD FUTURES PRICES USING WAVELET ANALYSIS; A STUDY ON DEEP LEARNING MODELS

  • LEE, Donghui;KIM, Donghyun;YOON, Ji-Hun
    • Journal of applied mathematics & informatics
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    • v.39 no.1_2
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    • pp.239-249
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    • 2021
  • This study attempts to predict the price of gold futures, a real financial product, using ARIMA and LSTM. The wavelet analysis was applied to the data to predict the price of gold futures through LSTM and ARIMA. As results, it is confirmed that the prediction performance of the existing model of predict was improved. the case of predict of price of gold futures, we confirmed that the use of a deep learning model that is not affected by the non-stationary series data is suitable and the possibility of improving the accuracy of prediction through wavelet analysis.

Optimum time history analysis of SDOF structures using free scale of Haar wavelet

  • Mahdavi, S.H.;Shojaee, S.
    • Structural Engineering and Mechanics
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    • v.45 no.1
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    • pp.95-110
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    • 2013
  • In the recent decade, practical of wavelet technique is being utilized in various domain of science. Particularly, engineers are interested to the wavelet solution method in the time series analysis. Fundamentally, seismic responses of structures against time history loading such as an earthquake, illustrates optimum capability of systems. In this paper, a procedure using particularly discrete Haar wavelet basis functions is introduced, to solve dynamic equation of motion. In the proposed approach, a straightforward formulation in a fluent manner is derived from the approximation of the displacements. For this purpose, Haar operational matrix is derived and applied in the dynamic analysis. It's free-scaled matrix converts differential equation of motion to the algebraic equations. It is shown that accuracy of dynamic responses relies on, access of load in the first step, before piecewise analysis added to the technique of equation solver in the last step for large scale of wavelet. To demonstrate the effectiveness of this scheme, improved formulations are extended to the linear and nonlinear structural dynamic analysis. The validity and effectiveness of the developed method is verified with three examples. The results were compared with those from the numerical methods such as Duhamel integration, Runge-Kutta and Wilson-${\theta}$ method.

Wavelet Analysis of Swells in the East Sea (동해 너울에 대한 웨이블릿 분석)

  • Kim, Tae-Rim;Lee, Dong-Young
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.6
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    • pp.583-588
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    • 2008
  • Swell data observed in the East Sea in February, 2008 were analyzed using wavelet method. The wavelet analyzed results show detailed time series variation of wave group, peak frequency and spectrum. The comparison of time averaged wavelet spectrum with fourier spectrum turn out to be very similar in terms of spectrum shape and peak frequency evolution but the peak frequency wave energy and the significant wave height show discrepancies. Wavelet analysis can detect the change of spectrum in time as well as in frequency and very efficient to study transient and irregular phenomena such as freak waves and abnormal swells in the ocean. More analysis with more wave data are needed for future application.

A scheme of leak detection model in a reservoir pipeline valve system using wavelet coherence analysis of injected pressure wave (주입 압력파의 웨이블릿 일관성 분석을 사용한 저수조-관로-밸브 시스템에서의 누수탐지모형 연구)

  • Ko, Dongwon;Lee, Jeongseop;Kim, Jinwon;Kim, Sanghyun
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.1
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    • pp.15-25
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    • 2021
  • In this study, a method of leakage detection was proposed to locate leak position for a reservoir pipeline valve system using wavelet coherence analysis for an injected pressure wave. An unsteady flow analyzer handled nonlinear valve maneuver and corresponding experimental result were compared. Time series of pressure head were analyzed through wavelet coherence analysis both for no leak and leak conditions. The leak information can be obtained through either time domain reflectometry or the difference in wavelet coherence level, which provide predictions in terms of leak location. The reconstructed pressure signal facilitates the identification of leak presence comparing with existing wavelet coherence analysis.

Application of Discrete Wavelet Transform for Detection of Long- and Short-Term Components in Real-Time TOC Data (실시간 TOC 자료의 장.단기 성분의 검출을 위한 이산형 웨이블렛 변환의 적용)

  • Jin, Young-Hoon;Park, Sung-Chun
    • Journal of Environmental Science International
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    • v.15 no.9
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    • pp.865-870
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    • 2006
  • Recently, Total Organic Carbon (TOC) which can be measured instantly can be used as an organic pollutant index instead of BOD or COD due to the diversity of pollutants and non-degradable problem. The primary purpose of the present study is to reveal the properties of time series data for TOC which have been measured by real-time monitoring in Juam Lake and, in particularly, to understand the long- and short-term characteristics with the extraction of the respective components based on the different return periods. For the purpose, we proposed Discrete Wavelet Transform (DWT) as the methodology. The results from the DWT showed that the different components according to the respective periodicities could be extracted from the time series data for TOC and the variation of each component with respect to time could emerge from the return periods and the respective energy ratios of the decomposed components against the raw data.