• Title/Summary/Keyword: wavelet filtering

Search Result 199, Processing Time 0.028 seconds

Assessment of Wavelet Technique Applied to Incident Detection - Case of Seoul Urban Freeway (Naebusunhwallo) - (돌발상황 검지를 위한 Wavelet 기법의 적용성 평가 - 서울특별시 도시고속도로를 중심으로 -)

  • Kim, Dong Sun;Baek, Joo Hyun;Song, Ki Han;Rhee, Sung Mo
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.26 no.4D
    • /
    • pp.581-586
    • /
    • 2006
  • Incidents, which is unexpected unusual events such as traffic accidents, have increased on the most roads in Korea. The obstruction of a fluent traffic flow occurred by incidents causes the traffic congestion and decreases the capacity. The Wavelet technique was applied to detect the road section and the happening time of incidents on urban freeways in this study, and this technique has been widely used in many engineering fields such as an electrical engineering, etc. The availability and validity of the Wavelet technique to the detection of incidents was examined by the occupancy rate, the important element of traffic flows, which is extracted from the data of detectors installed on Seoul Urban freeways. Then, this result is compared to the California Algorithm and the Low-Pass Filtering Algorithm among basic present detection algorithms, which are based on the occupancy rate. As a result, the false alarm rate of this method was similar as that of the California algorithm and the Low-Pass Filtering algorithm, but the detection rate is higher.

Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • Proceedings of the Korea Database Society Conference
    • /
    • 1999.06a
    • /
    • pp.175-186
    • /
    • 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.

  • PDF

Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
    • /
    • 1999.03a
    • /
    • pp.175-186
    • /
    • 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.

  • PDF

SURE-based-Trous Wavelet Filter for Interactive Monte Carlo Rendering (몬테카를로 렌더링을 위한 슈어기반 실시간 에이트러스 웨이블릿 필터)

  • Kim, Soomin;Moon, Bochang;Yoon, Sung-Eui
    • Journal of KIISE
    • /
    • v.43 no.8
    • /
    • pp.835-840
    • /
    • 2016
  • Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.

Improvement of a Low Cost MEMS Inertial-GPS Integrated System Using Wavelet Denoising Techniques

  • Kang, Chang-Ho;Kim, Sun-Young;Park, Chan-Gook
    • International Journal of Aeronautical and Space Sciences
    • /
    • v.12 no.4
    • /
    • pp.371-378
    • /
    • 2011
  • In this paper, the wavelet denoising techniques using thresholding method are applied to the low cost micro electromechanical system (MEMS)-global positioning system(GPS) integrated system. This was done to improve the navigation performance. The low cost MEMS signals can be distorted with conventional pre-filtering method such as low-pass filtering method. However, wavelet denoising techniques using thresholding method do not distort the rapidly-changing signals. They can reduce the signal noise. This paper verified the improvement of the navigation performance compared to the conventional pre-filtering by simulation and experiment.

Ventricle Image Restoration and Enhancement with Multi-thresholding and Multi-Filtering

  • Ryu, Kwang-Ryol;Jung, Eun-Suk
    • Journal of information and communication convergence engineering
    • /
    • v.7 no.2
    • /
    • pp.231-234
    • /
    • 2009
  • Speckle noise reduction for power Doppler ventricle coherent image for restoration and enhancement using Fast Wavelet Transform with multi-thresholding and multi-filtering on the each subbands is presented. Fast Wavelet Transform divides into low frequency component image to high frequency component image to be multi-resolved. Speckle noise is located on high frequency component in multi-resolution image mainly. A Doppler ventricle image is transformed and inversed with separated threshold function and filtering from low to high resolved images for restoration to utilize visualization for ventricle diagnosis. The experimental result shows that the proposed method has better performance in comparison with the conventional method.

Image Retrieval Using the Color Feature and the Wavelet-Based Feature (색상특징과 웨이블렛 기반의 특징을 이용한 영상 검색)

  • 박종현;박순영;조완현
    • Proceedings of the IEEK Conference
    • /
    • 1999.11a
    • /
    • pp.487-490
    • /
    • 1999
  • In this paper we propose an efficient content-based image retrieval method using the color and wavelet based features. The color features are extracted from color histograms of the global image and the wavelet based features are extracted from the invariant moments of the high-pass band image through the spatial-frequency analysis of the wavelet transform. The proposed algorithm, called color and wavelet features based query(CWBQ), is composed of two-step query operations for efficient image retrieval: the coarse level filtering operation and the fine level matching operation. In the first filtering operation, the color histogram feature is used to filter out the dissimilar images quickly from a large image database. The second matching operation applies the wavelet based feature to the retained set of images to retrieve all relevant images successfully. The experimental results show that the proposed algorithm yields more improved retrieval accuracy with computationally efficiency than the previous methods.

  • PDF

Crater Wear Volume Calculation and Analysis (크레이터 마모의 체적계산 및 분석법)

  • Jeong, Jin-Seok;Cho, Hee-Geun;Yoon, Moon-Chul
    • Journal of the Korean Society of Manufacturing Technology Engineers
    • /
    • v.18 no.3
    • /
    • pp.248-254
    • /
    • 2009
  • The worn crater wear geometry of coated tools after machining has been configured by using Confocal Laser Scanning Microscopy(CLSM) and the Wavelet-based filtering technique. The CLSM can be well suited to construct the three-dimensional crater wear on the rake surfaces of coated tips. However, The raw heightness data of HEI(height encoded image) acquired by CLSM must be filtered due to the electronic and imaging noise occurring in constructing the crater image. So the Wavelet-based filtering algorithm is necessary to denoise the shape features in a micro scales so as to realize accurate crater wear topography analysis. The crater wear patterns filtered enable us to predict the crater wear shape in order to study the tool wear evolution. The study shows that the technique by combining the CLSM and Wavelet-based filtering is an excellent one to obtain the geometries of worn tool rake surfaces over a wide range of surface resolution in a micro scale.

  • PDF

An Effective Denoising Method for Images Contaminated with Mixed Noise Based on Adaptive Median Filtering and Wavelet Threshold Denoising

  • Lin, Lin
    • Journal of Information Processing Systems
    • /
    • v.14 no.2
    • /
    • pp.539-551
    • /
    • 2018
  • Images are unavoidably contaminated with different types of noise during the processes of image acquisition and transmission. The main forms of noise are impulse noise (is also called salt and pepper noise) and Gaussian noise. In this paper, an effective method of removing mixed noise from images is proposed. In general, different types of denoising methods are designed for different types of noise; for example, the median filter displays good performance in removing impulse noise, and the wavelet denoising algorithm displays good performance in removing Gaussian noise. However, images are affected by more than one type of noise in many cases. To reduce both impulse noise and Gaussian noise, this paper proposes a denoising method that combines adaptive median filtering (AMF) based on impulse noise detection with the wavelet threshold denoising method based on a Gaussian mixture model (GMM). The simulation results show that the proposed method achieves much better denoising performance than the median filter or the wavelet denoising method for images contaminated with mixed noise.

The Study of Sound Effect Improved Simulation though Wavelet analysis and Fourier transform (Wavelet 분석을 통한 시뮬레이션 음향 효과 개선에 관한 연구)

  • Kim, Young-Sik;Kim, Yong-Il;Bae, Myeong-Soo
    • Proceedings of the Korea Information Processing Society Conference
    • /
    • 2017.04a
    • /
    • pp.960-962
    • /
    • 2017
  • This thesis suggests method that How sound sources used to simulation that can be used to military training and education divide each frequency and each bandwidth filtering method. method for frequency dividing and denoising are suggested into Wavelet analysis. And We materialize authoring tool about filtering that design for wavelet job.