• Wind and Structures
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• 제20권5호
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• pp.661-682
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• 2015

This study investigates the use of time-frequency coherence analysis for detecting and evaluating coherent "structures" of surface pressures and wind turbulence components, simultaneously on the time-frequency plane. The continuous wavelet transform-based coherence is employed in this time-frequency examination since it enables multi-resolution analysis of non-stationary signals. The wavelet coherence quantity is used to identify highly coherent "events" and the "coherent structure" of both wind turbulence components and surface pressures on rectangular prisms, which are measured experimentally. The study also examines, by proposing a "modified" complex Morlet wavelet function, the influence of the time-frequency resolution and wavelet parameters (i.e., central frequency and bandwidth) on the wavelet coherence of the surface pressures. It is found that the time-frequency resolution may significantly affect the accuracy of the time-frequency coherence; the selection of the central frequency in the modified complex Morlet wavelet is the key parameter for the time-frequency resolution analysis. Furthermore, the concepts of time-averaged wavelet coherence and wavelet coherence ridge are used to better investigate the time-frequency coherence, the coherently dominant events and the time-varying coherence distribution. Experimental data derived from physical measurements of turbulent flow and surface pressures on rectangular prisms with slenderness ratios B/D=1:1 and B/D=5:1, are analyzed.

• 상하수도학회지
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• 제35권1호
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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.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2771-2779
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• 2018

The recent financial crises cause the co-movement and transmit the risk across different markets and assets. It is well known that market fear affects the quality of credit in the financial markets. In this context, this study examines the co-movement between the volatility index (VIX) of the Chicago Board Options Exchange (CBOE), or VIX, and six emerging countries' credit default swaps (CDSs), by implementing wavelet coherence. Our research aims at revealing whether the VIX can be used to hedge against the bubble behavior of the CDS market in different investment holding periods (short-run, medium-run, and long-run), as well as whether either market can be used to manage and hedge overall market downside risks. The wavelet coherence results show a high degree of co-movement between the VIX and CDS during the 2007-2009 global financial crisis, across the 16-64 weeks' frequency band. In addition, we observe that the positive correlation between the VIX and the CDS markets, implying that the market turmoil intensifies the co-movement between the VIX and CDS markets.

• 한국정밀공학회지
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• 제22권10호
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• pp.80-89
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• 2005

In this paper, time-frequency analysis using wavelet packet transform and advanced-MDSA (Multiple Dimensional Spectral Analysis) which based on wavelet packet transform is applied fur fault source identification and diagnosis of early detection of fault non-stationary sound/vibration signals. This method is analyzing the signal in the plane of instantaneous time and instantaneous frequency. The results of ordinary coherence function, which obtained by wavelet packet analysis, showed the possibility of early fault detection by analysis at the instantaneous time. So, by checking the coherence function trend, it is possible to detect which signal contains the major fault signal and to know how much the system is damaged. Finally, It is impossible to monitor the system is damaged or undamaged by using conventional method, because crest factor is almost constant under the range of magnitude of fault signal as its approach to normal signal. However instantaneous coherence function showed that a little change of fault signal is possible to monitor the system condition. And it is possible to predict the maintenance time by condition based maintenance for any stationary or non-stationary signals.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2001년도 춘계학술대회 논문집
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• pp.260-265
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• 2001

본 연구에서는 연속 웨이블렛 변환을 이용하여 Ringing 현상을 연구하였다. 사용되어진 웨이블렛은 Morlet 웨이블렛이었고, 실험은 파수조에서 수행되었다. 또한 Ringing 현상을 다루고자 쇄파를 발생시켰다. 실험에 쓰인 모델은 수면을 통과하여 수직으로 고정된 원주 실린더였고, 이 실린더에 작용된 힘과 파고가 측정되어졌다. 이들은 연속 웨이블렛 변환으로 분석되어졌고, 이러한 분석으로 얻어진 scalogram 들은 고주파 성분이 쇄파 충격시 만들어진다는 사실을 시간영역상에서 보여주었다. 이는 기존의 스펙트럼 분석에서는 찾기 힘든 것이다. Coherence 분석도 위의 결론을 뒷받침해 주었다.

• East Asian Economic Review
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• 제19권2호
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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.

• 한국통신학회논문지
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• 제27권4A호
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• pp.310-315
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• 2002

본 논문은 객관적 음질 평가법으로 웨이블렛 변환을 이용한 향상된 바크 코히어런스 함수 (Wavelet based Bark Coherence Function : WBCF)를 제안한다. 바크 코히어런스 함수 (Bark Coherence Function : BCF)는 심리 음향 영역에서 코히어런스 함수를 정의함으로서 음성 통신 시스템의 아날로그 부분에 의하여 발생할 수 있는 선형 왜곡에 강한 객관적 음질 평가법이다. VoIP (Voice over Internet Protocol)와 같은 패킷 기반의 음성 전달 시스템은 가변 지연등이 발생 될 수 있는데, 이것은 원음과 왜곡음의 정확한 시간축 정렬을 불가능하게 하여 기존의 객관적 음질 평가법의 성능을 저하시킨다. 제안된 WBCF는 고주파 영역에서 시간 분해능이 높으며, 저주파 영역에서 주파수 분해능이 높은 웨이블렛 변환을 사용한 후 BCF를 계산하여 VoIP 시스템에서의 객관적 음질을 평가한다. 주/객관적 음질 평가 실험을 통하여 WBCF가 ITU-T 권고안인 Perceptual Speech Quality Measure (PSQM)에 비하여 높은 성능을 가짐을 확인하였다.

• Wind and Structures
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• 제12권5호
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• pp.441-455
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• 2009

Studying the spatial distribution in coherent fields such as turbulence and turbulence-induced force is important to model and evaluate turbulence-induced forces and response of structures in the turbulent flows. Turbulence field-based coherence function is commonly used for the spatial distribution characteristic of the turbulence-induced forces in the frequency domain so far. This paper will focus to study spectral coherent structure of the turbulence and induced forces in not only the frequency domain using conventional Fourier transform-based coherence, but also temporo-spectral coherence one in the time-frequency plane thanks to wavelet transform-based coherence for better understanding of the turbulence and force coherences and their spatial distributions. Effects of spanwise separations, bluff body flow, flow conditions and Karman vortex on coherent structures of the turbulence and induced pressure, comparison between turbulence and pressure coherences as well as intermittency of the coherent structure in the time-frequency plane will be investigated here. Some new findings are that not only the force coherence is higher than the turbulence coherence, the coherences of turbulence and forces depend on the spanwise separation as previous studies, but also the coherent structures of turbulence and forces relate to the ongoing turbulence flow and bluff body flow, moreover, intermittency in the time domain and low spectral band is considered as the nature of the coherent structure. Simultaneous measurements of the surface pressure and turbulence have been carried out on some typical rectangular cylinders with slenderness ratios B/D=1 (without and with splitter plate) and B/D=5 under the artificial turbulent flows in the wind tunnel.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2000년도 추계학술대회 논문집
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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.

• 대한원격탐사학회지
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• 제38권5_1호
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• pp.587-596
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• 2022

기후 변화로 인하여 해수면은 상승 추세에 있으며, 이로 인해 해안가 주변 저지대는 물에 잠길 위험에 처해있다. 따라서 본 연구에서는 위성 고도계 자료(Topex/Poseidon, Jason-1/2/3) 및 Southern Oscillation Index(SOI) /Pacific Decadal Oscillation (PDO) 자료를 이용하여 해수면 높이 변화와 기후 지수간의 관계를 알아보고자 하였다. 시간 기반의 함수를 주파수 기반 함수 형태로 변환시킨다면 각 자료가 가지고 있는 고유 주기를 분석할 수 있다. 푸리에 변환과 웨이블릿 변환은 대표적인 주기 분석 방법이다. 푸리에 변환은 주기에 대한 정보만 획득 가능하지만, 웨이블릿 변환은 주기 및 시간 정보 둘 다 획득할 수 있다. 웨이블릿 변환은 각 자료에 대한 주기를 찾을 수 있으며, 교차 웨이블릿 변환과 웨이블릿 긴밀도는 두 자료에 대한 공통 주기나 상관 관계 및 위상을 찾을 수 있다. 교차 웨이블릿 변환 결과 해수면 높이 및 두 기후 지수(SOI, PDO)의 1년 주기에서 강한 출력이 확인되었으며, 해수면 높이와 PDO는 역위상 관계를 보였다. 웨이블릿 긴밀도 분석에서는 교차 웨이블릿 변환에서 나타나지 않았던 1년 미만의 단주기 및 장주기에서의 상관관계가 높은 구간을 찾을 수 있었다. 웨이블릿 분석은 각 자료의 주기를 찾을 수 있을 뿐만 아니라 두 시계열 자료가 가지고 있는 주기 및 위상관계를 찾을 수 있었다. 따라서 본 연구 결과는 웨이블릿 분석을 통해 기후 자료가 가지는 고유의 주기를 분석하는 데 사용될 수 있을 것이며 시계열 자료 분석에서 찾기 어려운 해양의 다양한 현상을 모니터링하는데 활용할 수 있을 것으로 판단된다.