Search results for: Legendre Wavelets

Authors: Vernie C. Convicto, Henry P. Aringa, Wilson I. Barredo

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This study presents a conformational model of the helical structures of globular protein particularly ferritin in the framework of white noise path integral formulation by using Associated Legendre functions, Bessel and convolution of Bessel and trigonometric functions as modulating functions. The model incorporates chirality features of proteins and their helix-turn-helix sequence structural motif.

Keywords: globular protein, modulating function, white noise, winding probability

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Authors: Jurij Tasinkiewicz

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The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wave beam both in elevation and azimuth. In this paper, a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: beamforming, transducer array, BIS-expansion, piezoelectric layer

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Authors: Amandeep Kaur

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Digital Image processing is a fundamental tool to perform various operations on the digital images for pattern recognition, noise removal and feature extraction. In this paper noise removal technique has been described for various types of noises. This paper comprises discussion about various noises available in the image due to different environmental, accidental factors. In this paper, various de-noising approaches have been discussed that utilize different wavelets and filters for de-noising. By analyzing various papers on image de-noising we extract that wavelet based de-noise approaches are much effective as compared to others.

Keywords: de-noising techniques, edges, image, image processing

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Authors: Olusola Ezekiel Abolarin, Gift E. Noah

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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

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Authors: Habiba Ben Abdessalem

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The emergence of giant set of textual data was the push that has encouraged researchers to invest in this field. The purpose of textual data analysis methods is to facilitate access to such type of data by providing various graphic visualizations. Applying these methods requires a corpus pretreatment step, whose standards are set according to the objective of the problem studied. This step determines the forms list contained in contingency table by keeping only those information carriers. This step may, however, lead to noisy contingency tables, so the use of wavelet denoising function. The validity of the proposed approach is tested on a text database that offers economic and political events in Tunisia for a well definite period.

Keywords: textual data, wavelet, denoising, contingency table

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Authors: Danladi Ali, Onah Festus Iloabuchi

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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

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Authors: Enqing Chen, Jianbo Wang

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It is well known that the wavelet transform provides a very effective framework for multiscale edges analysis. However, wavelets are not very effective in representing images containing distributed discontinuities such as edges. In this paper, we propose a novel multiscale edge detection method in nonsubsampled contourlet transform (NSCT) domain, which is based on the dominant multiscale, multidirection edge expression and outstanding edge location of NSCT. Through real images experiments, simulation results demonstrate that the proposed method is better than other edge detection methods based on Canny operator, wavelet and contourlet. Additionally, the proposed method also works well for noisy images.

Keywords: edge detection, NSCT, shift invariant, modulus maxima

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Authors: M. Fakharian, M. I. Khodakarami

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In this paper, a new trend for improvement in semi-analytical method based on scale boundaries in order to solve the 2D elastodynamic problems is provided. In this regard, only the boundaries of the problem domain discretization are by specific sub-parametric elements. Mapping functions are uses as a class of higher-order Lagrange polynomials, special shape functions, Gauss-Lobatto -Legendre numerical integration, and the integral form of the weighted residual method, the matrix is diagonal coefficients in the equations of elastodynamic issues. Differences between study conducted and prior research in this paper is in geometry production procedure of the interpolation function and integration of the different is selected. Validity and accuracy of the present method are fully demonstrated through two benchmark problems which are successfully modeled using a few numbers of DOFs. The numerical results agree very well with the analytical solutions and the results from other numerical methods.

Keywords: 2D elastodynamic problems, lagrange polynomials, G-L-Lquadrature, decoupled SBFEM

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Authors: Danladi Ali

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In this paper, we measured GSM signal strength in the Dnepropetrovsk city in order to predict path loss in study area using nonlinear autoregressive neural network prediction and we also, used neural network clustering to determine average GSM signal strength receive at the study area. The nonlinear auto-regressive neural network predicted that the GSM signal is attenuated with the mean square error (MSE) of 2.6748dB, this attenuation value is used to modify the COST 231 Hata and the Okumura-Hata models. The neural network clustering revealed that -75dB to -95dB is received more frequently. This means that the signal strength received at the study is mostly weak signal

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

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Authors: Yusuf, S. I., Saba, A., Olaoye, D. O., Ibrahim J. A., Yahaya H. M., Jatto A. O

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Nuclear Magnetic Resonance (NMR) technology has been applied in several ways to provide vital information about petro-physical properties of reservoirs. However, due to the need to study the molecular behaviours of particles of the fluids in different restricted media, diffusion magnetic resonance equation is hereby applied in spherical coordinates and solved analytically using the method of separation of variables and solution of Legendre equation by Frobenius method. The viscous fluid considered in this research work is unused oil while the non-viscous fluid is water. The results obtained show that water begins to manifest appreciable change at radial adjustment value of 10 and Magnetization of 2.31191995400015x1014 and relaxes finally at 2.30x1014 at radial adjustment value of 1. On the other hand, unused engine oil begins to manifest its changes at radial adjustment value of 40 and Magnetization of 1.466557018x1014and relaxes finally at 1.48x1014 at radial adjustment value of 5.

Keywords: viscous and non-viscous fluid, restricted medium, relaxation times, coefficient of diffusion

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Authors: Hana Rabbouch

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In recent years, there has been considerable growth of denoising techniques mainly devoted to medical imaging. This important evolution is not only due to the progress of computing techniques, but also to the emergence of multi-resolution analysis (MRA) on both mathematical and algorithmic bases. In this paper, a comparative study is conducted between the two best-known MRA-based decomposition techniques: the Empirical Mode Decomposition (EMD) and the Discrete Wavelet Transform (DWT). The comparison is carried out in a framework of multi-scale denoising, where a Non-Local Means (NLM) filter is performed scale-by-scale to a sample of benchmark medical images. The results prove the effectiveness of the multiscaled denoising, especially when the NLM filtering is coupled with the EMD.

Keywords: medical imaging, non local means, denoising, multiscaled analysis, empirical mode decomposition, wavelets

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Authors: Mahacine Amrani

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This paper aims at reviewing some Moroccan industrial applications of wavelet especially in the dynamic identification of a process model using Haar wavelet mother response. Two recent Moroccan study cases are described using dynamic data originated by a distillation column and an industrial polyethylene process plant. The purpose of the wavelet scheme is to build on-line dynamic models. In both case studies, a comparison is carried out between the Haar wavelet mother response model and a linear difference equation model. Finally it concludes, on the base of the comparison of the process performances and the best responses, which may be useful to create an estimated on-line internal model control and its application towards model-predictive controllers (MPC). All calculations were implemented using AutoSignal Software.

Keywords: process performance, model, wavelets, Haar, Moroccan

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Authors: Emmanuel O. Ezim, Idowu A. Olayinka, Michael Oladunjoye, Izuchukwu I. Obiadi

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Monitoring of reservoir properties prior to well placements and production is a requirement for optimisation and efficient oil and gas production. This is usually done using well log analyses and 3-D seismic, which are often prone to errors. However, 4-D (Time-lapse) seismic, incorporating numerous 3-D seismic surveys of the same field with the same acquisition parameters, which portrays the transient changes in the reservoir due to production effects over time, could be utilised because it generates better resolution. There is, however dearth of information on the applicability of this approach in the Niger Delta. This study was therefore designed to apply 4-D seismic, well-log and geologic data in monitoring of reservoirs in the EK field of the Niger Delta. It aimed at locating bypassed accumulations and ensuring effective reservoir management. The Field (EK) covers an area of about 1200km2 belonging to the early (18ma) Miocene. Data covering two 4-D vintages acquired over a fifteen-year interval were obtained from oil companies operating in the field. The data were analysed to determine the seismic structures, horizons, Well-to-Seismic Tie (WST), and wavelets. Well, logs and production history data from fifteen selected wells were also collected from the Oil companies. Formation evaluation, petrophysical analysis and inversion alongside geological data were undertaken using Petrel, Shell-nDi, Techlog and Jason Software. Well-to-seismic tie, formation evaluation and saturation monitoring using petrophysical and geological data and software were used to find bypassed hydrocarbon prospects. The seismic vintages were interpreted, and the amounts of change in the reservoir were defined by the differences in Acoustic Impedance (AI) inversions of the base and the monitor seismic. AI rock properties were estimated from all the seismic amplitudes using controlled sparse-spike inversion. The estimated rock properties were used to produce AI maps. The structural analysis showed the dominance of NW-SE trending rollover collapsed-crest anticlines in EK with hydrocarbons trapped northwards. There were good ties in wells EK 27, 39. Analysed wavelets revealed consistent amplitude and phase for the WST; hence, a good match between the inverted impedance and the good data. Evidence of large pay thickness, ranging from 2875ms (11420 TVDSS-ft) to about 2965ms, were found around EK 39 well with good yield properties. The comparison between the base of the AI and the current monitor and the generated AI maps revealed zones of untapped hydrocarbons as well as assisted in determining fluids movement. The inverted sections through EK 27, 39 (within 3101 m - 3695 m), indicated depletion in the reservoirs. The extent of the present non-uniform gas-oil contact and oil-water contact movements were from 3554 to 3575 m. The 4-D seismic approach led to better reservoir characterization, well development and the location of deeper and bypassed hydrocarbon reservoirs.

Keywords: reservoir monitoring, 4-D seismic, well placements, petrophysical analysis, Niger delta basin

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Authors: Andrey Cherdantsev, Mikhail Cherdantsev, Sergey Isaenkov, Dmitriy Markovich

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In annular gas-liquid flow, liquid flows as a film along pipe walls sheared by high-velocity gas stream. Film surface is covered by large-scale disturbance waves which affect pressure drop and heat transfer in the system and are necessary for entrainment of liquid droplets from film surface into the core of gas stream. Disturbance waves are a highly complex and their properties are affected by numerous parameters. One of such aspects is flow development, i.e., change of flow properties with the distance from the inlet. In the present work, this question is studied using brightness-based laser-induced fluorescence (BBLIF) technique. This method enables one to perform simultaneous measurements of local film thickness in large number of points with high sampling frequency. In the present experiments first 50 cm of upward and downward annular flow in a vertical pipe of 11.7 mm i.d. is studied with temporal resolution of 10 kHz and spatial resolution of 0.5 mm. Thus, spatiotemporal evolution of film surface can be investigated, including scenarios of formation, acceleration and coalescence of disturbance waves. The behaviour of disturbance waves' velocity depending on phases flow rates and downstream distance was investigated. Besides measuring the waves properties, the goal of the work was to investigate the interrelation between disturbance waves properties and integral characteristics of the flow such as interfacial shear stress and flow rate of dispersed phase. In particular, it was shown that the initial acceleration of disturbance waves, defined by the value of shear stress, linearly decays with downstream distance. This lack of acceleration which may even lead to deceleration is related to liquid entrainment. Flow rate of disperse phase linearly grows with downstream distance. During entrainment events, liquid is extracted directly from disturbance waves, reducing their mass, area of interaction to the gas shear and, hence, velocity. Passing frequency of disturbance waves at each downstream position was measured automatically with a new algorithm of identification of characteristic lines of individual disturbance waves. Scenarios of coalescence of individual disturbance waves were identified. Transition from initial high-frequency Kelvin-Helmholtz waves appearing at the inlet to highly nonlinear disturbance waves with lower frequency was studied near the inlet using 3D realisation of BBLIF method in the same cylindrical channel and in a rectangular duct with cross-section of 5 mm by 50 mm. It was shown that the initial waves are generally two-dimensional but are promptly broken into localised three-dimensional wavelets. Coalescence of these wavelets leads to formation of quasi two-dimensional disturbance waves. Using cross-correlation analysis, loss and restoration of two-dimensionality of film surface with downstream distance were studied quantitatively. It was shown that all the processes occur closer to the inlet at higher gas velocities.

Keywords: annular flow, disturbance waves, entrainment, flow development

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Authors: S. Guruprasad, M. Z. Kurian, H. N. Suma

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Medical imaging modalities are becoming life saving components. These modalities are very much essential to doctors for proper diagnosis, treatment planning and follow up. Some modalities provide anatomical information such as Computed Tomography (CT), Magnetic Resonance Imaging (MRI), X-rays and some provides only functional information such as Positron Emission Tomography (PET). Therefore, single modality image does not give complete information. This paper presents the fusion of structural information in CT and functional information present in PET image. This fused image is very much essential in detecting the stages and location of abnormalities and in particular very much needed in oncology for improved diagnosis and treatment. We have implemented and compared image fusion techniques like pyramid, wavelet, and principal components fusion methods along with hybrid method of DWT and PCA. The performances of the algorithms are evaluated quantitatively and qualitatively. The system is implemented and tested by using MATLAB software. Based on the MSE, PSNR and ENTROPY analysis, PCA and DWT-PCA methods showed best results over all experiments.

Keywords: image fusion, pyramid, wavelets, principal component analysis

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Authors: Zikiou Nadia, Lahdir Mourad, Ameur Soltane

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In this paper, we propose an effective method for image compression based on SVM Regression (SVR), with three different kernels, and biorthogonal 2D Discrete Wavelet Transform. SVM regression could learn dependency from training data and compressed using fewer training points (support vectors) to represent the original data and eliminate the redundancy. Biorthogonal wavelet has been used to transform the image and the coefficients acquired are then trained with different kernels SVM (Gaussian, Polynomial, and Linear). Run-length and Arithmetic coders are used to encode the support vectors and its corresponding weights, obtained from the SVM regression. The peak signal noise ratio (PSNR) and their compression ratios of several test images, compressed with our algorithm, with different kernels are presented. Compared with other kernels, Gaussian kernel achieves better image quality. Experimental results show that the compression performance of our method gains much improvement.

Keywords: image compression, 2D discrete wavelet transform (DWT-2D), support vector regression (SVR), SVM Kernels, run-length, arithmetic coding

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Authors: Umberto Cerasani, Luca Cerasani

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Methods for earthquakes forecasting have been intensively investigated in the last decades, but there is still no universal solution agreed by seismologists. Rock failure is most often preceded by a tiny elastic movement in the failure area and by the appearance of micro-cracks. These micro-cracks could be detected at the soil surface and represent useful earth-quakes precursors. The aim of this study was to verify whether tiny raw acceleration signals (in the 10⁻¹ to 10⁻⁴ cm/s² range) prior to the arrival of main primary-waves could be exploitable and related to earthquakes magnitude. Mathematical tools such as Fast Fourier Transform (FFT), moving average and wavelets have been applied on raw acceleration data available on the ITACA web site, and the study focused on one of the most unpredictable earth-quakes, i.e., the August 24th, 2016 at 01H36 one that occurred in the central Italy area. It appeared that these tiny acceleration signals preceding main P-waves have different patterns both on frequency and time domains for high magnitude earthquakes compared to lower ones.

Keywords: earthquake, accelerometer, earthquake forecasting, seism

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Authors: Reza Rezaeipour Honarmandzad

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Wavelet analysis is an exciting method for solving difficult problems in mathematics, physics, and engineering, with modern applications as diverse as wave propagation, data compression, signal processing, image processing, pattern recognition, etc. Wavelets allow complex information such as signals, images and patterns to be decomposed into elementary forms at different positions and scales and subsequently reconstructed with high precision. In this paper a wavelet-based signal processing algorithm for airplane cable fault location is proposed. An orthogonal discrete wavelet decomposition and reconstruction algorithm is used to eliminate the noise in the aircraft cable fault signal. The experiment result has shown that the character of emission pulse and reflect pulse used to test the aircraft cable fault point are reserved and the high-frequency noise are eliminated by means of the proposed algorithm in this paper.

Keywords: wavelet analysis, signal processing, orthogonal discrete wavelet, noise, aircraft cable fault signal

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Authors: Majid Arvan, Peyman Beygi, Sina Rokhsati

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In-time detection of fire in buildings is of great importance. Employing intelligent methods in data processing in fire detection systems leads to a significant reduction of fire damage at lowest cost. In this paper, the raw data obtained from the fire detection sensor networks in buildings is processed by using intelligent methods based on neural networks and the likelihood of fire happening is predicted. In order to enhance the quality of system, the noise in the sensor data is reduced by analyzing wavelets and applying SVD technique. Meanwhile, the proposed neural network is trained using particle swarm optimization (PSO). In the simulation work, the data is collected from sensor network inside the room and applied to the proposed network. Then the outputs are compared with conventional MLP network. The simulation results represent the superiority of the proposed method over the conventional one.

Keywords: intelligent fire detection, neural network, particle swarm optimization, fire sensor network

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Authors: Ahmed Elrewainy

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Mixing in the hyperspectral imaging occurs due to the low spatial resolutions of the used cameras. The existing pure materials “endmembers” in the scene share the spectra pixels with different amounts called “abundances”. Unmixing of the data cube is an important task to know the present endmembers in the cube for the analysis of these images. Unsupervised unmixing is done with no information about the given data cube. Sparsity is one of the recent approaches used in the source recovery or unmixing techniques. The l₁-norm optimization problem “basis pursuit” could be used as a sparsity-based approach to solve this unmixing problem where the endmembers is assumed to be sparse in an appropriate domain known as dictionary. This optimization problem is solved using proximal method “iterative thresholding”. The l₁-norm basis pursuit optimization problem as a sparsity-based unmixing technique was used to unmix real and synthetic hyperspectral data cubes.

Keywords: basis pursuit, blind source separation, hyperspectral imaging, spectral unmixing, wavelets

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Authors: M. Prema Kumar, P. Rajesh Kumar

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The increasing interest in image fusion (combining images of two or more modalities such as infrared and visible light radiation) has led to a need for accurate and reliable image assessment methods. This paper gives a novel approach of merging the information content from several videos taken from the same scene in order to rack up a combined video that contains the finest information coming from different source videos. This process is known as video fusion which helps in providing superior quality (The term quality, connote measurement on the particular application.) image than the source images. In this technique different sensors (whose redundant information can be reduced) are used for various cameras that are imperative for capturing the required images and also help in reducing. In this paper Image fusion technique based on multi-resolution singular value decomposition (MSVD) has been used. The image fusion by MSVD is almost similar to that of wavelets. The idea behind MSVD is to replace the FIR filters in wavelet transform with singular value decomposition (SVD). It is computationally very simple and is well suited for real time applications like in remote sensing and in astronomy.

Keywords: multi sensor image fusion, MSVD, image processing, monochrome video

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Authors: B. Ramesh Naik, T. Venugopal

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This paper presents a novel approach which improves the high-level semantics of images based on machine learning approach. The contemporary approaches for image retrieval and object recognition includes Fourier transforms, Wavelets, SIFT and HoG. Though these descriptors helpful in a wide range of applications, they exploit zero order statistics, and this lacks high descriptiveness of image features. These descriptors usually take benefit of primitive visual features such as shape, color, texture and spatial locations to describe images. These features do not adequate to describe high-level semantics of the images. This leads to a gap in semantic content caused to unacceptable performance in image retrieval system. A novel method has been proposed referred as discriminative learning which is derived from machine learning approach that efficiently discriminates image features. The analysis and results of proposed approach were validated thoroughly on WANG and Caltech-101 Databases. The results proved that this approach is very competitive in content-based image retrieval.

Keywords: CBIR, discriminative learning, region weight learning, scale invariant feature transforms

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Authors: Tanmaya Kumar Dash, Tarun Karamshetty, Soumitra Paul

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The Barkhausen Noise Analysis (BNA) technique has been utilized to assess surface integrity of steels. But the BNA technique is not very successful in evaluating surface integrity of ground steels that exhibit poor micro-magnetic response. A new approach has been proposed for the processing of BN signal with Fast Fourier transforms while Wavelet transforms has been used to remove noise from the BN signal, with judicious choice of the ‘threshold’ value, when the micro-magnetic response of the work material is poor. In the present study, the effect of down feed induced upon conventional plunge surface grinding of hardened bearing steel has been investigated along with an ultrasonically cleaned, wet polished and a sample ground with spark out technique for benchmarking. Moreover, the FFT analysis has been established, at different sets of applied voltages and applied frequency and the pattern of the BN signal in the frequency domain is analyzed. The study also depicts the wavelet transforms technique with different levels of decomposition and different mother wavelets, which has been used to reduce the noise value in BN signal of materials with poor micro-magnetic response, in order to standardize the procedure for all BN signals depending on the frequency of the applied voltage.

Keywords: barkhausen noise analysis, grinding, magnetic properties, signal processing, micro-magnetic response

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Authors: Seyed Sadegh Naseralavi, Sadegh Balaghi, Ehsan Khojastehfar

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Time history dynamic analysis of structures is considered as an exact method while being computationally intensive. Filtration of earthquake strong ground motions applying wavelet transform is an approach towards reduction of computational efforts, particularly in optimization of structures against seismic effects. Wavelet transforms are categorized into continuum and discrete transforms. Since earthquake strong ground motion is a discrete function, the discrete wavelet transform is applied in the present paper. Wavelet transform reduces analysis time by filtration of non-effective frequencies of strong ground motion. Filtration process may be repeated several times while the approximation induces more errors. In this paper, strong ground motion of earthquake has been filtered once applying each wavelet. Strong ground motion of Northridge earthquake is filtered applying various wavelets and dynamic analysis of sampled shear and moment frames is implemented. The error, regarding application of each wavelet, is computed based on comparison of dynamic response of sampled structures with exact responses. Exact responses are computed by dynamic analysis of structures applying non-filtered strong ground motion.

Keywords: wavelet transform, computational error, computational duration, strong ground motion data

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Authors: Sofia M. Karadimitriou, Kostas Triantafyllopoulos, Timothy Heaton

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Reduced dimension Dynamic Spatio-Temporal Models (DSTMs) jointly describe the spatial and temporal evolution of a function observed subject to noise. A basic state space model is adopted for the discrete temporal variation, while a continuous autoregressive structure describes the continuous spatial evolution. Application of such a DSTM relies upon the pre-selection of a suitable reduced set of basic functions and this can present a challenge in practice. In this talk, we propose an online estimation method for high dimensional spatio-temporal data based upon DSTM and we attempt to resolve this issue by allowing the basis to adapt to the observed data. Specifically, we present a wavelet decomposition in order to obtain a parsimonious approximation of the spatial continuous process. This parsimony can be achieved by placing a Laplace prior distribution on the wavelet coefficients. The aim of using the Laplace prior, is to filter wavelet coefficients with low contribution, and thus achieve the dimension reduction with significant computation savings. We then propose a Hierarchical Bayesian State Space model, for the estimation of which we offer an appropriate particle filter algorithm. The proposed methodology is illustrated using real environmental data.

Keywords: multidimensional Laplace prior, particle filtering, spatio-temporal modelling, wavelets

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

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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

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Authors: Erick Pruchnicki, Nikhil Padhye

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Plates are important engineering structures which have attracted extensive research since the 19th century. The subject of this work is statical analysis of a linearly elastic homogenous plate under small deformations. A 'thin plate' is a three-dimensional structure comprising of a small transverse dimension with respect to a flat mid-surface. The general aim of any plate theory is to deduce a two-dimensional model, in terms of mid-surface quantities, to approximately and accurately describe the plate's deformation in terms of mid-surface quantities. In recent decades, a common starting point for this purpose is to utilize series expansion of a displacement field across the thickness dimension in terms of the thickness parameter (h). These attempts are mathematically consistent in deriving leading-order plate theories based on certain a priori scaling between the thickness and the applied loads; for example, asymptotic methods which are aimed at generating leading-order two-dimensional variational problems by postulating formal asymptotic expansion of the displacement fields. Such methods rigorously generate a hierarchy of two-dimensional models depending on the order of magnitude of the applied load with respect to the plate-thickness. However, in practice, applied loads are external and thus not directly linked or dependent on the geometry/thickness of the plate; thus, rendering any such model (based on a priori scaling) of limited practical utility. In other words, the main limitation of these approaches is that they do not furnish a single plate model for all orders of applied loads. Following analogy of recent efforts of deploying Fourier-series expansion to study convergence of reduced models, we propose two-dimensional model(s) resulting from truncation of the potential energy and rigorously prove the convergence of these two-dimensional plate models to the parent three-dimensional linear elasticity with increasing truncation order of the potential energy.

Keywords: plate theory, Fourier-series expansion, convergence result, Legendre polynomials

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Authors: Kai Zhang, Xi Jiang

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Effect of fuel variabilities on premixed combustion of bio-syngas mixtures is of great importance in bio-syngas utilisation. The uncertainties of concentrations of fuel constituents such as H2, CO and CH4 may lead to unpredictable combustion performances, combustion instabilities and hot spots which may deteriorate and damage the combustion hardware. Numerical modelling and simulations can assist in understanding the behaviour of bio-syngas combustion with pre-defined species concentrations, while the evaluation of variabilities of concentrations is expensive. To be more specific, questions such as ‘what is the burning velocity of bio-syngas at specific equivalence ratio?’ have been answered either experimentally or numerically, while questions such as ‘what is the likelihood of burning velocity when precise concentrations of bio-syngas compositions are unknown, but the concentration ranges are pre-described?’ have not yet been answered. Uncertainty quantification (UQ) methods can be used to tackle such questions and assess the effects of fuel compositions. An efficient probabilistic UQ method based on Polynomial Chaos Expansion (PCE) techniques is employed in this study. The method relies on representing random variables (combustion performances) with orthogonal polynomials such as Legendre or Gaussian polynomials. The constructed PCE via Galerkin Projection provides easy access to global sensitivities such as main, joint and total Sobol indices. In this study, impacts of fuel compositions on combustion (adiabatic flame temperature and laminar flame speed) of bio-syngas fuel mixtures are presented invoking this PCE technique at several equivalence ratios. High-pressure effects on bio-syngas combustion instability are obtained using detailed chemical mechanism - the San Diego Mechanism. Guidance on reducing combustion instability from upstream biomass gasification process is provided by quantifying the significant contributions of composition variations to variance of physicochemical properties of bio-syngas combustion. It was found that flame speed is very sensitive to hydrogen variability in bio-syngas, and reducing hydrogen uncertainty from upstream biomass gasification processes can greatly reduce bio-syngas combustion instability. Variation of methane concentration, although thought to be important, has limited impacts on laminar flame instabilities especially for lean combustion. Further studies on the UQ of percentage concentration of hydrogen in bio-syngas can be conducted to guide the safer use of bio-syngas.

Keywords: bio-syngas combustion, clean energy utilisation, fuel variability, PCE, targeted uncertainty reduction, uncertainty quantification

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Authors: Pranav Gulati, Isha Sharma

Abstract:

Hypertension and hypotension are known to have repercussions on the health of an individual, with hypertension contributing to an increased probability of risk to cardiovascular diseases and hypotension resulting in syncope. This prompts the development of a non-invasive, non-intrusive, continuous and cuff-less blood pressure monitoring system to detect blood pressure variations and to identify individuals with acute and chronic heart ailments, but due to the unavailability of such devices for practical daily use, it becomes difficult to screen and subsequently regulate blood pressure. The complexities which hamper the steady monitoring of blood pressure comprises of the variations in physical characteristics from individual to individual and the postural differences at the site of monitoring. We propose to develop a continuous, comprehensive cardio-analysis tool, based on reflective photoplethysmography (PPG). The proposed device, in the form of an eyewear captures the PPG signal and estimates the systolic and diastolic blood pressure using a sensor positioned near the temporal artery. This system relies on regression models which are based on extraction of key points from a pair of PPG wavelets. The proposed system provides an edge over the existing wearables considering that it allows for uniform contact and pressure with the temporal site, in addition to minimal disturbance by movement. Additionally, the feature extraction algorithms enhance the integrity and quality of the extracted features by reducing unreliable data sets. We tested the system with 12 subjects of which 6 served as the training dataset. For this, we measured the blood pressure using a cuff based BP monitor (Omron HEM-8712) and at the same time recorded the PPG signal from our cardio-analysis tool. The complete test was conducted by using the cuff based blood pressure monitor on the left arm while the PPG signal was acquired from the temporal site on the left side of the head. This acquisition served as the training input for the regression model on the selected features. The other 6 subjects were used to validate the model by conducting the same test on them. Results show that the developed prototype can robustly acquire the PPG signal and can therefore be used to reliably predict blood pressure levels.

Keywords: blood pressure, photoplethysmograph, eyewear, physiological monitoring

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Authors: Olivier Delage, Thierry Portafaix, Hassan Bencherif, Guillaume Guimbretiere

Abstract:

Most observation data sequences in geophysics can be interpreted as resulting from the interaction of several physical processes at several time and space scales. As a consequence, measurements time series in geophysics have often characteristics of non-linearity and non-stationarity and thereby exhibit strong fluctuations at all time-scales and require a time-frequency representation to analyze their variability. Empirical Mode Decomposition (EMD) is a relatively new technic as part of a more general signal processing method called the Hilbert-Huang transform. This analysis method turns out to be particularly suitable for non-linear and non-stationary signals and consists in decomposing a signal in an auto adaptive way into a sum of oscillating components named IMFs (Intrinsic Mode Functions), and thereby acts as a bank of bandpass filters. The advantages of the EMD technic are to be entirely data driven and to provide the principal variability modes of the dynamics represented by the original time series. However, the main limiting factor is the frequency resolution that may give rise to the mode mixing phenomenon where the spectral contents of some IMFs overlap each other. To overcome this problem, J. Gilles proposed an alternative entitled “Empirical Wavelet Transform” (EWT) which consists in building from the segmentation of the original signal Fourier spectrum, a bank of filters. The method used is based on the idea utilized in the construction of both Littlewood-Paley and Meyer’s wavelets. The heart of the method lies in the segmentation of the Fourier spectrum based on the local maxima detection in order to obtain a set of non-overlapping segments. Because linked to the Fourier spectrum, the frequency resolution provided by EWT is higher than that provided by EMD and therefore allows to overcome the mode-mixing problem. On the other hand, if the EWT technique is able to detect the frequencies involved in the original time series fluctuations, EWT does not allow to associate the detected frequencies to a specific mode of variability as in the EMD technic. Because EMD is closer to the observation of physical phenomena than EWT, we propose here a new technic called EAWD (Empirical Adaptive Wavelet Decomposition) based on the coupling of the EMD and EWT technics by using the IMFs density spectral content to optimize the segmentation of the Fourier spectrum required by EWT. In this study, EMD and EWT technics are described, then EAWD technic is presented. Comparison of results obtained respectively by EMD, EWT and EAWD technics on time series of ozone total columns recorded at Reunion island over [1978-2019] period is discussed. This study was carried out as part of the SOLSTYCE project dedicated to the characterization and modeling of the underlying dynamics of time series issued from complex systems in atmospheric sciences

Keywords: adaptive filtering, empirical mode decomposition, empirical wavelet transform, filter banks, mode-mixing, non-linear and non-stationary time series, wavelet

Procedia PDF Downloads 105