Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7

Wavelet Analysis Related Abstracts

7 Gear Fault Diagnosis Based on Optimal Morlet Wavelet Filter and Autocorrelation Enhancement

Authors: Mohamed El Morsy, Gabriela Achtenová

Abstract:

Condition monitoring is used to increase machinery availability and machinery performance, whilst reducing consequential damage, increasing machine life, reducing spare parts inventories, and reducing breakdown maintenance. An efficient condition monitoring system provides early warning of faults by predicting them at an early stage. When a localized fault occurs in gears, the vibration signals always exhibit non-stationary behavior. The periodic impulsive feature of the vibration signal appears in the time domain and the corresponding gear mesh frequency (GMF) emerges in the frequency domain. However, one limitation of frequency-domain analysis is its inability to handle non-stationary waveform signals, which are very common when machinery faults occur. Particularly at the early stage of gear failure, the GMF contains very little energy and is often overwhelmed by noise and higher-level macro-structural vibrations. An effective signal processing method would be necessary to remove such corrupting noise and interference. In this paper, a new hybrid method based on optimal Morlet wavelet filter and autocorrelation enhancement is presented. First, to eliminate the frequency associated with interferential vibrations, the vibration signal is filtered with a band-pass filter determined by a Morlet wavelet whose parameters are selected or optimized based on maximum Kurtosis. Then, to further reduce the residual in-band noise and highlight the periodic impulsive feature, an autocorrelation enhancement algorithm is applied to the filtered signal. The test stand is equipped with three dynamometers; the input dynamometer serves as the internal combustion engine, the output dynamometers induce a load on the output joint shaft flanges. The pitting defect is manufactured on the tooth side of a gear of the fifth speed on the secondary shaft. The gearbox used for experimental measurements is of the type most commonly used in modern small to mid-sized passenger cars with transversely mounted powertrain and front wheel drive: a five-speed gearbox with final drive gear and front wheel differential. The results obtained from practical experiments prove that the proposed method is very effective for gear fault diagnosis.

Keywords: Wavelet Analysis, pitted gear, autocorrelation, gear fault diagnosis

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6 Wavelet Based Signal Processing for Fault Location in Airplane Cable

Authors: Reza Rezaeipour Honarmandzad

Abstract:

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: Signal Processing, Noise, Wavelet Analysis, orthogonal discrete wavelet, aircraft cable fault signal

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5 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: Wavelet Analysis, S&P 500, co-movement, Pakistan stock exchange, Nikkei 225

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4 Uncertainty and Volatility in Middle East and North Africa Stock Market during the Arab Spring

Authors: Ameen Alshugaa, Abul Mansur Masih

Abstract:

This paper sheds light on the economic impacts of political uncertainty caused by the civil uprisings that swept the Arab World and have been collectively known as the Arab Spring. Measuring documented effects of political uncertainty on regional stock market indices, we examine the impact of the Arab Spring on the volatility of stock markets in eight countries in the Middle East and North Africa (MENA) region: Egypt, Lebanon, Jordon, United Arab Emirate, Qatar, Bahrain, Oman and Kuwait. This analysis also permits testing the existence of financial contagion among equity markets in the MENA region during the Arab Spring. To capture the time-varying and multi-horizon nature of the evidence of volatility and contagion in the eight MENA stock markets, we apply two robust methodologies on consecutive data from November 2008 to March 2014: MGARCH-DCC, Continuous Wavelet Transforms (CWT). Our results indicate two key findings. First, the discrepancies between volatile stock markets of countries directly impacted by the Arab Spring and countries that were not directly impacted indicate that international investors may still enjoy portfolio diversification and investment in MENA markets. Second, the lack of financial contagion during the Arab Spring suggests that there is little evidence of cointegration among MENA markets. Providing a general analysis of the economic situation and the investment climate in the MENA region during and after the Arab Spring, this study bear significant importance for policy makers, local and international investors, and market regulators.

Keywords: Wavelet Analysis, Portfolio Diversification, MENA Region, Stock Market Indices, MGARCH-DCC, CWT

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3 Inter-Annual Variations of Sea Surface Temperature in the Arabian Sea

Authors: K. S. Sreejith, C. Shaji

Abstract:

Though both Arabian Sea and its counterpart Bay of Bengal is forced primarily by the semi-annually reversing monsoons, the spatio-temporal variations of surface waters is very strong in the Arabian Sea as compared to the Bay of Bengal. This study focuses on the inter-annual variability of Sea Surface Temperature (SST) in the Arabian Sea by analysing ERSST dataset which covers 152 years of SST (January 1854 to December 2002) based on the ICOADS in situ observations. To capture the dominant SST oscillations and to understand the inter-annual SST variations at various local regions of the Arabian Sea, wavelet analysis was performed on this long time-series SST dataset. This tool is advantageous over other signal analysing tools like Fourier analysis, based on the fact that it unfolds a time-series data (signal) both in frequency and time domain. This technique makes it easier to determine dominant modes of variability and explain how those modes vary in time. The analysis revealed that pentadal SST oscillations predominate at most of the analysed local regions in the Arabian Sea. From the time information of wavelet analysis, it was interpreted that these cold and warm events of large amplitude occurred during the periods 1870-1890, 1890-1910, 1930-1950, 1980-1990 and 1990-2005. SST oscillations with peaks having period of ~ 2-4 years was found to be significant in the central and eastern regions of Arabian Sea. This indicates that the inter-annual SST variation in the Indian Ocean is affected by the El Niño-Southern Oscillation (ENSO) and Indian Ocean Dipole (IOD) events.

Keywords: Wavelet Analysis, SST, Arabian sea, ICOADS, inter-annual variation, pentadal oscillation

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2 Risk Factors’ Analysis on Shanghai Carbon Trading

Authors: Zongdi Sun, Zhaojun Wang, Zhiyuan Liu

Abstract:

First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.

Keywords: Wavelet Analysis, Carbon trading price, carbon trading volume, BP neural network model, Shanghai carbon trading

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1 UEMG-FHR Coupling Analysis in Pregnancies Complicated by Pre-Eclampsia and Small for Gestational Age

Authors: Yan Wang, Jing Fang, Kun Chen, Yangyu Zhao, Shufang Li, Lian Chen, Xiaoyue Guo, Jue Zhang

Abstract:

The coupling strength between uterine electromyography (UEMG) and Fetal heart rate (FHR) signals during peripartum reflects the fetal biophysical activities. Therefore, UEMG-FHR coupling characterization is instructive in assessing placenta function. This study introduced a physiological marker named elevated frequency of UEMG-FHR coupling (E-UFC) and explored its predictive value for pregnancies complicated by pre-eclampsia and small for gestational age (SGA). Placental insufficiency patients (n=12) and healthy volunteers (n=24) were recruited and participated. UEMG and FHR were recorded non-invasively by a trans-abdominal device in women at term with singleton pregnancy (32-37 weeks) from 10:00 pm to 8:00 am. The product of the wavelet coherence and the wavelet cross-spectral power between UEMG and FHR was used to weight these two effects in order to quantify the degree of the UEMG-FHR coupling. E-UFC was exacted from the resultant spectrogram by calculating the mean value of the high-coherence (r > 0.5) frequency band. Results showed the high-coherence between UEMG and FHR was observed in the frequency band (1/512-1/16Hz). In addition, E-UFC in placental insufficiency patients was weaker compared to healthy controls (p < 0.001) at group level. These findings suggested the proposed approach could be used to quantitatively characterize the fetal biophysical activities, which is beneficial for early detection of placental insufficiency and reduces the occurrence of adverse pregnancy.

Keywords: Wavelet Analysis, uterine electromyography, fetal heart rate, coupling analysis

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