Search results for: wavelet collocation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 288

Search results for: wavelet collocation

258 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration

Procedia PDF Downloads 142
257 Hybrid Robust Estimation via Median Filter and Wavelet Thresholding with Automatic Boundary Correction

Authors: Alsaidi M. Altaher, Mohd Tahir Ismail

Abstract:

Wavelet thresholding has been a power tool in curve estimation and data analysis. In the presence of outliers this non parametric estimator can not suppress the outliers involved. This study proposes a new two-stage combined method based on the use of the median filter as primary step before applying wavelet thresholding. After suppressing the outliers in a signal through the median filter, the classical wavelet thresholding is then applied for removing the remaining noise. We use automatic boundary corrections; using a low order polynomial model or local polynomial model as a more realistic rule to correct the bias at the boundary region; instead of using the classical assumptions such periodic or symmetric. A simulation experiment has been conducted to evaluate the numerical performance of the proposed method. Results show strong evidences that the proposed method is extremely effective in terms of correcting the boundary bias and eliminating outlier’s sensitivity.

Keywords: boundary correction, median filter, simulation, wavelet thresholding

Procedia PDF Downloads 403
256 Wavelet Based Advanced Encryption Standard Algorithm for Image Encryption

Authors: Ajish Sreedharan

Abstract:

With the fast evolution of digital data exchange, security information becomes much important in data storage and transmission. Due to the increasing use of images in industrial process, it is essential to protect the confidential image data from unauthorized access. As encryption process is applied to the whole image in AES ,it is difficult to improve the efficiency. In this paper, wavelet decomposition is used to concentrate the main information of image to the low frequency part. Then, AES encryption is applied to the low frequency part. The high frequency parts are XORed with the encrypted low frequency part and a wavelet reconstruction is applied. Theoretical analysis and experimental results show that the proposed algorithm has high efficiency, and satisfied security suits for image data transmission.

Keywords: discrete wavelet transforms, AES, dynamic SBox

Procedia PDF Downloads 409
255 Fractal-Wavelet Based Techniques for Improving the Artificial Neural Network Models

Authors: Reza Bazargan lari, Mohammad H. Fattahi

Abstract:

Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for pre-processing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based pre-processing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN

Procedia PDF Downloads 345
254 Enhancement of Pulsed Eddy Current Response Based on Power Spectral Density after Continuous Wavelet Transform Decomposition

Authors: A. Benyahia, M. Zergoug, M. Amir, M. Fodil

Abstract:

The main objective of this work is to enhance the Pulsed Eddy Current (PEC) response from the aluminum structure using signal processing. Cracks and metal loss in different structures cause changes in PEC response measurements. In this paper, time-frequency analysis is used to represent PEC response, which generates a large quantity of data and reduce the noise due to measurement. Power Spectral Density (PSD) after Wavelet Decomposition (PSD-WD) is proposed for defect detection. The experimental results demonstrate that the cracks in the surface can be extracted satisfactorily by the proposed methods. The validity of the proposed method is discussed.

Keywords: DT, pulsed eddy current, continuous wavelet transform, Mexican hat wavelet mother, defect detection, power spectral density.

Procedia PDF Downloads 208
253 Clutter Suppression Based on Singular Value Decomposition and Fast Wavelet Algorithm

Authors: Ruomeng Xiao, Zhulin Zong, Longfa Yang

Abstract:

Aiming at the problem that the target signal is difficult to detect under the strong ground clutter environment, this paper proposes a clutter suppression algorithm based on the combination of singular value decomposition and the Mallat fast wavelet algorithm. The method first carries out singular value decomposition on the radar echo data matrix, realizes the initial separation of target and clutter through the threshold processing of singular value, and then carries out wavelet decomposition on the echo data to find out the target location, and adopts the discard method to select the appropriate decomposition layer to reconstruct the target signal, which ensures the minimum loss of target information while suppressing the clutter. After the verification of the measured data, the method has a significant effect on the target extraction under low SCR, and the target reconstruction can be realized without the prior position information of the target and the method also has a certain enhancement on the output SCR compared with the traditional single wavelet processing method.

Keywords: clutter suppression, singular value decomposition, wavelet transform, Mallat algorithm, low SCR

Procedia PDF Downloads 89
252 Wavelet Method for Numerical Solution of Fourth Order Wave Equation

Authors: A. H. Choudhury

Abstract:

In this paper, a highly accurate numerical method for the solution of one-dimensional fourth-order wave equation is derived. This hyperbolic problem is solved by using semidiscrete approximations. The space direction is discretized by wavelet-Galerkin method, and the time variable is discretized by using Newmark schemes.

Keywords: hyperbolic problem, semidiscrete approximations, stability, Wavelet-Galerkin Method

Procedia PDF Downloads 295
251 A Dynamical Study of Fractional Order Obesity Model by a Combined Legendre Wavelet Method

Authors: Hakiki Kheira, Belhamiti Omar

Abstract:

In this paper, we propose a new compartmental fractional order model for the simulation of epidemic obesity dynamics. Using the Legendre wavelet method combined with the decoupling and quasi-linearization technique, we demonstrate the validity and applicability of our model. We also present some fractional differential illustrative examples to demonstrate the applicability and efficiency of the method. The fractional derivative is described in the Caputo sense.

Keywords: Caputo derivative, epidemiology, Legendre wavelet method, obesity

Procedia PDF Downloads 383
250 Turkish University Level EFL Learners’ Collocational Knowledge at Receptive and Productive Levels

Authors: Nazife Duygu Bagci

Abstract:

Collocations are an important part of vocabulary knowledge, and it is a subject that has recently attracted attention, while still in need of more research. The aim of this study is to answer three research questions related to the collocational knowledge of Turkish university level EFL learners at different proficiency levels of English. The first research question aims to compare the pre-intermediate (PIN) and the advanced (ADV) level learners’ collocational knowledge at receptive and productive levels. The second one is to analyze the performance of the PIN and the ADV students in two main collocation categories; lexical and grammatical. Lastly, the performance of both groups are focused on to find the collocation type (among verb-noun, adjective- noun, adjective-preposition, noun-preposition collocation types) they show the best performance in. Two offline tests were used to answer these questions. The results show that there is a significant difference between the PIN and the ADV groups at both receptive and productive levels. It can be concluded that proficiency is an important criterion in collocational knowledge, and learners do not necessarily know the collocates of the vocabulary items that they know. Although there is no significant difference between the PIN group’s performance in lexical and grammatical collocations, the ADV group showed a better performance in lexical collocations. Lastly, the PIN group at receptive and the ADV group at both receptive and productive levels showed the best performance in verb-noun collocations, which is in line with the previous research focusing on different collocation types.

Keywords: collocational knowledge, EFL, language proficiency, testing

Procedia PDF Downloads 365
249 Fuzzy Wavelet Model to Forecast the Exchange Rate of IDR/USD

Authors: Tri Wijayanti Septiarini, Agus Maman Abadi, Muhammad Rifki Taufik

Abstract:

The exchange rate of IDR/USD can be the indicator to analysis Indonesian economy. The exchange rate as a important factor because it has big effect in Indonesian economy overall. So, it needs the analysis data of exchange rate. There is decomposition data of exchange rate of IDR/USD to be frequency and time. It can help the government to monitor the Indonesian economy. This method is very effective to identify the case, have high accurate result and have simple structure. In this paper, data of exchange rate that used is weekly data from December 17, 2010 until November 11, 2014.

Keywords: the exchange rate, fuzzy mamdani, discrete wavelet transforms, fuzzy wavelet

Procedia PDF Downloads 540
248 Damage Detection in Beams Using Wavelet Analysis

Authors: Goutham Kumar Dogiparti, D. R. Seshu

Abstract:

In the present study, wavelet analysis was used for locating damage in simply supported and cantilever beams. Study was carried out varying different levels and locations of damage. In numerical method, ANSYS software was used for modal analysis of damaged and undamaged beams. The mode shapes obtained from numerical analysis is processed using MATLAB wavelet toolbox to locate damage. Effect of several parameters such as (damage level, location) on the natural frequencies and mode shapes were also studied. The results indicated the potential of wavelets in identifying the damage location.

Keywords: damage, detection, beams, wavelets

Procedia PDF Downloads 340
247 Analysis of Ionospheric Variations over Japan during 23rd Solar Cycle Using Wavelet Techniques

Authors: C. S. Seema, P. R. Prince

Abstract:

The characterization of spatio-temporal inhomogeneities occurring in the ionospheric F₂ layer is remarkable since these variations are direct consequences of electrodynamical coupling between magnetosphere and solar events. The temporal and spatial variations of the F₂ layer, which occur with a period of several days or even years, mainly owe to geomagnetic and meteorological activities. The hourly F₂ layer critical frequency (foF2) over 23rd solar cycle (1996-2008) of three ionosonde stations (Wakkanai, Kokunbunji, and Okinawa) in northern hemisphere, which falls within same longitudinal span, is analyzed using continuous wavelet techniques. Morlet wavelet is used to transform continuous time series data of foF2 to a two dimensional time-frequency space, quantifying the time evolution of the oscillatory modes. The presence of significant time patterns (periodicities) at a particular time period and the time location of each periodicity are detected from the two-dimensional representation of the wavelet power, in the plane of scale and period of the time series. The mean strength of each periodicity over the entire period of analysis is studied using global wavelet spectrum. The quasi biennial, annual, semiannual, 27 day, diurnal and 12 hour variations of foF2 are clearly evident in the wavelet power spectra in all the three stations. Critical frequency oscillations with multi-day periods (2-3 days and 9 days in the low latitude station, 6-7 days in all stations and 15 days in mid-high latitude station) are also superimposed over large time scaled variations.

Keywords: continuous wavelet analysis, critical frequency, ionosphere, solar cycle

Procedia PDF Downloads 191
246 Fault Diagnosis in Induction Motors Using the Discrete Wavelet Transform

Authors: Khaled Yahia

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: induction motors (IMs), inter-turn short-circuits diagnosis, discrete wavelet transform (DWT), current park’s vector modulus (CPVM)

Procedia PDF Downloads 543
245 Theory and Practice of Wavelets in Signal Processing

Authors: Jalal Karam

Abstract:

The methods of Fourier, Laplace, and Wavelet Transforms provide transfer functions and relationships between the input and the output signals in linear time invariant systems. This paper shows the equivalence among these three methods and in each case presenting an application of the appropriate (Fourier, Laplace or Wavelet) to the convolution theorem. In addition, it is shown that the same holds for a direct integration method. The Biorthogonal wavelets Bior3.5 and Bior3.9 are examined and the zeros distribution of their polynomials associated filters are located. This paper also presents the significance of utilizing wavelets as effective tools in processing speech signals for common multimedia applications in general, and for recognition and compression in particular. Theoretically and practically, wavelets have proved to be effective and competitive. The practical use of the Continuous Wavelet Transform (CWT) in processing and analysis of speech is then presented along with explanations of how the human ear can be thought of as a natural wavelet transformer of speech. This generates a variety of approaches for applying the (CWT) to many paradigms analysing speech, sound and music. For perception, the flexibility of implementation of this transform allows the construction of numerous scales and we include two of them. Results for speech recognition and speech compression are then included.

Keywords: continuous wavelet transform, biorthogonal wavelets, speech perception, recognition and compression

Procedia PDF Downloads 381
244 Fault Diagnosis in Induction Motors Using Discrete Wavelet Transform

Authors: K. Yahia, A. Titaouine, A. Ghoggal, S. E. Zouzou, F. Benchabane

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), inter-turn short-circuits diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 527
243 Wavelet-Based Classification of Myocardial Ischemia, Arrhythmia, Congestive Heart Failure and Sleep Apnea

Authors: Santanu Chattopadhyay, Gautam Sarkar, Arabinda Das

Abstract:

This paper presents wavelet based classification of various heart diseases. Electrocardiogram signals of different heart patients have been studied. Statistical natures of electrocardiogram signals for different heart diseases have been compared with the statistical nature of electrocardiograms for normal persons. Under this study four different heart diseases have been considered as follows: Myocardial Ischemia (MI), Congestive Heart Failure (CHF), Arrhythmia and Sleep Apnea. Statistical nature of electrocardiograms for each case has been considered in terms of kurtosis values of two types of wavelet coefficients: approximate and detail. Nine wavelet decomposition levels have been considered in each case. Kurtosis corresponding to both approximate and detail coefficients has been considered for decomposition level one to decomposition level nine. Based on significant difference, few decomposition levels have been chosen and then used for classification.

Keywords: arrhythmia, congestive heart failure, discrete wavelet transform, electrocardiogram, myocardial ischemia, sleep apnea

Procedia PDF Downloads 113
242 Time-Frequency Modelling and Analysis of Faulty Rotor

Authors: B. X. Tchomeni, A. A. Alugongo, T. B. Tengen

Abstract:

In this paper, de Laval rotor system has been characterized by a hinge model and its transient response numerically treated for a dynamic solution. The effect of the ensuing non-linear disturbances namely rub and breathing crack is numerically simulated. Subsequently, three analysis methods: Orbit Analysis, Fast Fourier Transform (FFT) and Wavelet Transform (WT) are employed to extract features of the vibration signal of the faulty system. An analysis of the system response orbits clearly indicates the perturbations due to the rotor-to-stator contact. The sensitivities of WT to the variation in system speed have been investigated by Continuous Wavelet Transform (CWT). The analysis reveals that features of crack, rubs and unbalance in vibration response can be useful for condition monitoring. WT reveals its ability to detect non-linear signal, and obtained results provide a useful tool method for detecting machinery faults.

Keywords: Continuous wavelet, crack, discrete wavelet, high acceleration, low acceleration, nonlinear, rotor-stator, rub

Procedia PDF Downloads 329
241 Does Pakistan Stock Exchange Offer Diversification Benefits to Regional and International Investors: A Time-Frequency (Wavelets) Analysis

Authors: Syed Jawad Hussain Shahzad, Muhammad Zakaria, Mobeen Ur Rehman, Saniya Khaild

Abstract:

This study examines the co-movement between the Pakistan, Indian, S&P 500 and Nikkei 225 stock markets using weekly data from 1998 to 2013. The time-frequency relationship between the selected stock markets is conducted by using measures of continuous wavelet power spectrum, cross-wavelet transform and cross (squared) wavelet coherency. The empirical evidence suggests strong dependence between Pakistan and Indian stock markets. The co-movement of Pakistani index with U.S and Japanese, the developed markets, varies over time and frequency where the long-run relationship is dominant. The results of cross wavelet and wavelet coherence analysis indicate moderate covariance and correlation between stock indexes and the markets are in phase (i.e. cyclical in nature) over varying durations. Pakistan stock market was lagging during the entire period in relation to Indian stock market, corresponding to the 8~32 and then 64~256 weeks scale. Similar findings are evident for S&P 500 and Nikkei 225 indexes, however, the relationship occurs during the later period of study. All three wavelet indicators suggest strong evidence of higher co-movement during 2008-09 global financial crises. The empirical analysis reveals a strong evidence that the portfolio diversification benefits vary across frequencies and time. This analysis is unique and have several practical implications for regional and international investors while assigning the optimal weightage of different assets in portfolio formulation.

Keywords: co-movement, Pakistan stock exchange, S&P 500, Nikkei 225, wavelet analysis

Procedia PDF Downloads 339
240 Speech Enhancement Using Wavelet Coefficients Masking with Local Binary Patterns

Authors: Christian Arcos, Marley Vellasco, Abraham Alcaim

Abstract:

In this paper, we present a wavelet coefficients masking based on Local Binary Patterns (WLBP) approach to enhance the temporal spectra of the wavelet coefficients for speech enhancement. This technique exploits the wavelet denoising scheme, which splits the degraded speech into pyramidal subband components and extracts frequency information without losing temporal information. Speech enhancement in each high-frequency subband is performed by binary labels through the local binary pattern masking that encodes the ratio between the original value of each coefficient and the values of the neighbour coefficients. This approach enhances the high-frequency spectra of the wavelet transform instead of eliminating them through a threshold. A comparative analysis is carried out with conventional speech enhancement algorithms, demonstrating that the proposed technique achieves significant improvements in terms of PESQ, an international recommendation of objective measure for estimating subjective speech quality. Informal listening tests also show that the proposed method in an acoustic context improves the quality of speech, avoiding the annoying musical noise present in other speech enhancement techniques. Experimental results obtained with a DNN based speech recognizer in noisy environments corroborate the superiority of the proposed scheme in the robust speech recognition scenario.

Keywords: binary labels, local binary patterns, mask, wavelet coefficients, speech enhancement, speech recognition

Procedia PDF Downloads 201
239 Object Tracking in Motion Blurred Images with Adaptive Mean Shift and Wavelet Feature

Authors: Iman Iraei, Mina Sharifi

Abstract:

A method for object tracking in motion blurred images is proposed in this article. This paper shows that object tracking could be improved with this approach. We use mean shift algorithm to track different objects as a main tracker. But, the problem is that mean shift could not track the selected object accurately in blurred scenes. So, for better tracking result, and increasing the accuracy of tracking, wavelet transform is used. We use a feature named as blur extent, which could help us to get better results in tracking. For calculating of this feature, we should use Harr wavelet. We can look at this matter from two different angles which lead to determine whether an image is blurred or not and to what extent an image is blur. In fact, this feature left an impact on the covariance matrix of mean shift algorithm and cause to better performance of tracking. This method has been concentrated mostly on motion blur parameter. transform. The results reveal the ability of our method in order to reach more accurately tracking.

Keywords: mean shift, object tracking, blur extent, wavelet transform, motion blur

Procedia PDF Downloads 184
238 A Robust Hybrid Blind Digital Image Watermarking System Using Discrete Wavelet Transform and Contourlet Transform

Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

Abstract:

In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.

Keywords: discrete wavelet transform (DWT), contourlet transform (CT), digital image watermarking, copyright protection, geometric attack

Procedia PDF Downloads 369
237 Wavelet Based Residual Method of Detecting GSM Signal Strength Fading

Authors: Danladi Ali, Onah Festus Iloabuchi

Abstract:

In this paper, GSM signal strength was measured in order to detect the type of the signal fading phenomenon using one-dimensional multilevel wavelet residual method and neural network clustering to determine the average GSM signal strength received in the study area. The wavelet residual method predicted that the GSM signal experienced slow fading and attenuated with MSE of 3.875dB. The neural network clustering revealed that mostly -75dB, -85dB and -95dB were received. This means that the signal strength received in the study is a weak signal.

Keywords: one-dimensional multilevel wavelets, path loss, GSM signal strength, propagation, urban environment

Procedia PDF Downloads 317
236 Excitation Modeling for Hidden Markov Model-Based Speech Synthesis Based on Wavelet Analysis

Authors: M. Kiran Reddy, K. Sreenivasa Rao

Abstract:

The conventional Hidden Markov Model (HMM)-based speech synthesis system (HTS) uses only a pulse excitation model, which significantly differs from natural excitation signal. Hence, buzziness can be perceived in the speech generated using HTS. This paper proposes an efficient excitation modeling method that can significantly reduce the buzziness, and improve the quality of HMM-based speech synthesis. The proposed approach models the pitch-synchronous residual frames extracted from the residual excitation signal. Each pitch synchronous residual frame is parameterized using 30 wavelet coefficients. These 30 wavelet coefficients are found to accurately capture the perceptually important information present in the residual waveform. In synthesis phase, the residual frames are reconstructed from the generated wavelet coefficients and are pitch-synchronously overlap-added to generate the excitation signal. The proposed excitation modeling method is integrated into HMM-based speech synthesis system. Evaluation results indicate that the speech synthesized by the proposed excitation model is significantly better than the speech generated using state-of-the-art excitation modeling methods.

Keywords: excitation modeling, hidden Markov models, pitch-synchronous frames, speech synthesis, wavelet coefficients

Procedia PDF Downloads 226
235 Lifting Wavelet Transform and Singular Values Decomposition for Secure Image Watermarking

Authors: Siraa Ben Ftima, Mourad Talbi, Tahar Ezzedine

Abstract:

In this paper, we present a technique of secure watermarking of grayscale and color images. This technique consists in applying the Singular Value Decomposition (SVD) in LWT (Lifting Wavelet Transform) domain in order to insert the watermark image (grayscale) in the host image (grayscale or color image). It also uses signature in the embedding and extraction steps. The technique is applied on a number of grayscale and color images. The performance of this technique is proved by the PSNR (Pick Signal to Noise Ratio), the MSE (Mean Square Error) and the SSIM (structural similarity) computations.

Keywords: lifting wavelet transform (LWT), sub-space vectorial decomposition, secure, image watermarking, watermark

Procedia PDF Downloads 250
234 Stator Short-Circuits Fault Diagnosis in Induction Motors Using Extended Park’s Vector Approach through the Discrete Wavelet Transform

Authors: K. Yahia, A. Ghoggal, A. Titaouine, S. E. Zouzou, F. Benchabane

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), Inter-turn Short-Circuits Diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 536
233 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

Procedia PDF Downloads 207
232 Enhancing Patch Time Series Transformer with Wavelet Transform for Improved Stock Prediction

Authors: Cheng-yu Hsieh, Bo Zhang, Ahmed Hambaba

Abstract:

Stock market prediction has long been an area of interest for both expert analysts and investors, driven by its complexity and the noisy, volatile conditions it operates under. This research examines the efficacy of combining the Patch Time Series Transformer (PatchTST) with wavelet transforms, specifically focusing on Haar and Daubechies wavelets, in forecasting the adjusted closing price of the S&P 500 index for the following day. By comparing the performance of the augmented PatchTST models with traditional predictive models such as Recurrent Neural Networks (RNNs), Convolutional Neural Networks (CNNs), Long Short-Term Memory (LSTM) networks, and Transformers, this study highlights significant enhancements in prediction accuracy. The integration of the Daubechies wavelet with PatchTST notably excels, surpassing other configurations and conventional models in terms of Mean Absolute Error (MAE) and Mean Squared Error (MSE). The success of the PatchTST model paired with Daubechies wavelet is attributed to its superior capability in extracting detailed signal information and eliminating irrelevant noise, thus proving to be an effective approach for financial time series forecasting.

Keywords: deep learning, financial forecasting, stock market prediction, patch time series transformer, wavelet transform

Procedia PDF Downloads 14
231 Objective Evaluation on Medical Image Compression Using Wavelet Transformation

Authors: Amhimmid Mohammed Saffour, Mustafa Mohamed Abdullah

Abstract:

The use of computers for handling image data in the healthcare is growing. However, the amount of data produced by modern image generating techniques is vast. This data might be a problem from a storage point of view or when the data is sent over a network. This paper using wavelet transform technique for medical images compression. MATLAB program, are designed to evaluate medical images storage and transmission time problem at Sebha Medical Center Libya. In this paper, three different Computed Tomography images which are abdomen, brain and chest have been selected and compressed using wavelet transform. Objective evaluation has been performed to measure the quality of the compressed images. For this evaluation, the results show that the Peak Signal to Noise Ratio (PSNR) which indicates the quality of the compressed image is ranging from (25.89db to 34.35db for abdomen images, 23.26db to 33.3db for brain images and 25.5db to 36.11db for chest images. These values shows that the compression ratio is nearly to 30:1 is acceptable.

Keywords: medical image, Matlab, image compression, wavelet's, objective evaluation

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230 Implicit Off-Grid Block Method for Solving Fourth and Fifth Order Ordinary Differential Equations Directly

Authors: Olusola Ezekiel Abolarin, Gift E. Noah

Abstract:

This research work considered an innovative procedure to numerically approximate higher-order Initial value problems (IVP) of ordinary differential equations (ODE) using the Legendre polynomial as the basis function. The proposed method is a half-step, self-starting Block integrator employed to approximate fourth and fifth order IVPs without reduction to lower order. The method was developed through a collocation and interpolation approach. The basic properties of the method, such as convergence, consistency and stability, were well investigated. Several test problems were considered, and the results compared favorably with both exact solutions and other existing methods.

Keywords: initial value problem, ordinary differential equation, implicit off-grid block method, collocation, interpolation

Procedia PDF Downloads 53
229 Starting Order Eight Method Accurately for the Solution of First Order Initial Value Problems of Ordinary Differential Equations

Authors: James Adewale, Joshua Sunday

Abstract:

In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

Procedia PDF Downloads 476