• Title/Summary/Keyword: Wavelet series

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The Choice of a Primary Resolution and Basis Functions in Wavelet Series for Random or Irregular Design Points Using Bayesian Methods

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.379-386
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    • 2008
  • In this paper, the choice of a primary resolution and wavelet basis functions are introduced under random or irregular design points of which the sample size is free of a power of two. Most wavelet methods have used the number of the points as the primary resolution. However, it turns out that a proper primary resolution is much affected by the shape of an unknown function. The proposed methods are illustrated by some simulations.

The wavelet based Kalman filter method for the estimation of time-series data (시계열 데이터의 추정을 위한 웨이블릿 칼만 필터 기법)

  • Hong, Chan-Young;Yoon, Tae-Sung;Park, Jin-Bae
    • 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.

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Extraction of Series Arc Signals Based on Wavelet Transform in an Indoor Wiring System

  • Ji, Hong-Keun;Cho, Young-Jin;Wang, Guoming;Hwang, Seong-Cheol;Kil, Gyung-Suk
    • 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.

A Study on the Prediction of the Nonlinear Chaotic Time Series Using a Self-Recurrent Wavelet Neural Network (자기 회귀 웨이블릿 신경 회로망을 이용한 비선형 혼돈 시계열의 예측에 관한 연구)

  • Lee, Hye-Jin;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 2004.07d
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    • pp.2209-2211
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    • 2004
  • Unlike the wavelet neural network, since a mother wavelet layer of the self-recurrent wavelet neural network (SRWNN) is composed of self-feedback neurons, it has the ability to store past information of the wavelet. Therefore we propose the prediction method for the nonlinear chaotic time series model using a SRWNN. The SRWNN model is learned for the modeling of a function such that the inputs arc known values of the time series and the output is the value in the future. The parameters of the network are tuned to minimize the difference between the nonlinear mapping of the chaotic time series and the output of SRWNN using the gradient-descent method for the adaptive backpropagation algorithm. Through the computer simulations, we demonstrate the feasibility and the effectiveness of our method for the prediction of the logistic map and the Mackey-Glass delay-differential equation as a nonlinear chaotic time series.

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Chaotic Forecast of Time-Series Data Using Inverse Wavelet Transform

  • Matsumoto, Yoshiyuki;Yabuuchi, Yoshiyuki;Watada, Junzo
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.338-341
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    • 2003
  • Recently, the chaotic method is employed to forecast a near future of uncertain phenomena. This method makes it possible by restructuring an attractor of given time-series data in multi-dimensional space through Takens' embedding theory. However, many economical time-series data are not sufficiently chaotic. In other words, it is hard to forecast the future trend of such economical data on the basis of chaotic theory. In this paper, time-series data are divided into wave components using wavelet transform. It is shown that some divided components of time-series data show much more chaotic in the sense of correlation dimension than the original time-series data. The highly chaotic nature of the divided component enables us to precisely forecast the value or the movement of the time-series data in near future. The up and down movement of TOPICS value is shown so highly predicted by this method as 70%.

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Wavelet Series Analysis of Axial Members with Stress Singularities (응력특이를 갖는 축방향 부재의 웨이블렛 급수해석)

  • Woo, Kwang-Sung;Jang, Young-Min;Lee, Dong-Woo;Lee, Sang-Yun
    • 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.

ON GIBBS CONSTANT FOR THE SHANNON WAVELET EXPANSION

  • Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.529-534
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    • 1997
  • Even though the Shannon wavelet is a prototype of wavelets are assumed to have. By providing a sufficient condition to compute the size of Gibbs phe-nomenon for the Shannon wavelet series we can see the overshoot is propotional to the jump at discontinuity. By comparing it with that of the Fourier series we also that these two have exactly the same Gibbs constant.

Estimating global solar radiation using wavelet and data driven techniques

  • Kim, Sungwon;Seo, Youngmin
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.475-478
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    • 2015
  • The objective of this study is to apply a hybrid model for estimating solar radiation and investigate their accuracy. A hybrid model is wavelet-based support vector machines (WSVMs). Wavelet decomposition is employed to decompose the solar radiation time series into approximation and detail components. These decomposed time series are then used as inputs of support vector machines (SVMs) modules in the WSVMs model. Results obtained indicate that WSVMs can successfully be used for the estimation of daily global solar radiation at Champaign and Springfield stations in Illinois.

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HYBRID SAMPLING SERIES ASSOCIATED WITH ORTHOGONAL WAVELETS AND GIBBS PHENOMENON

  • Shim, Hong-Tae;Gilbert G. Walter
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.199-209
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    • 2003
  • When a sampling theorem holds in wavelet subspaces, sampling expansions can be a good approximation to projection expansions. Even when the sampling theorem does not hold, the scaling function series with the usual coefficients replaced by sampled function values may also be a good approximation to the projection. We refer to such series as hybrid sampling series. For this series, we shall investigate the local convergence and analyze Gibbs phenomenon.

Arc Detection Performance and Processing Speed Improvement of Discrete Wavelet Transform Algorithm for Photovoltaic Series Arc Fault Detector (태양광 직렬 아크 검출기의 검출 성능 및 DWT 알고리즘 연산 속도 개선)

  • Cho, Chan-Gi;Ahn, Jae-Beom;Lee, Jin-Han;Lee, Ki-Duk;Lee, Jin;Ryoo, Hong-Jae
    • The Transactions of the Korean Institute of Power Electronics
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    • v.26 no.1
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    • pp.32-37
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    • 2021
  • This study proposes a DC series arc fault detector using a frequency analysis method called the discrete wavelet transform (DWT), in which the processing speed of the DWT algorithm is improved effectively. The processing time can be shortened because of the time characteristic of the DWT result. The performance of the developed DC series arc fault detector for a large photovoltaic system is verified with various DC series arc generation conditions. Successful DC series arc detection and improved calculation time were both demonstrated through the measured actual arc experimental result.