Search results for: Wavelet spectrum

Authors: Iman Elyasi, Sadegh Zarmehi

Abstract:

Due to some reasons, observed images are degraded which are mainly caused by noise. Recently image denoising using the wavelet transform has been attracting much attention. Waveletbased approach provides a particularly useful method for image denoising when the preservation of edges in the scene is of importance because the local adaptivity is based explicitly on the values of the wavelet detail coefficients. In this paper, we propose several methods of noise removal from degraded images with Gaussian noise by using adaptive wavelet threshold (Bayes Shrink, Modified Bayes Shrink and Normal Shrink). The proposed thresholds are simple and adaptive to each subband because the parameters required for estimating the threshold depend on subband data. Experimental results show that the proposed thresholds remove noise significantly and preserve the edges in the scene.

Keywords: Image denoising, Bayes Shrink, Modified Bayes Shrink, Normal Shrink.

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Authors: Thomas Fuhrmann

Abstract:

In this paper an algorithm for fast wavelength calibration of Optical Spectrum Analyzers (OSAs) using low power reference gas spectra is proposed. In existing OSAs a reference spectrum with low noise for precise detection of the reference extreme values is needed. To generate this spectrum costly hardware with high optical power is necessary. With this new wavelength calibration algorithm it is possible to use a noisy reference spectrum and therefore hardware costs can be cut. With this algorithm the reference spectrum is filtered and the key information is extracted by segmenting and finding the local minima and maxima. Afterwards slope and offset of a linear correction function for best matching the measured and theoretical spectra are found by correlating the measured with the stored minima. With this algorithm a reliable wavelength referencing of an OSA can be implemented on a microcontroller with a calculation time of less than one second.

Keywords: correlation, gas reference, optical spectrum analyzer, wavelength calibration

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Authors: Amany M. El-Zonkoly, Hussein Desouki

Abstract:

Distance protection of transmission lines including advanced flexible AC transmission system (FACTS) devices has been a very challenging task. FACTS devices of interest in this paper are static synchronous series compensators (SSSC) and unified power flow controller (UPFC). In this paper, a new algorithm is proposed to detect and classify the fault and identify the fault position in a transmission line with respect to a FACTS device placed in the midpoint of the transmission line. Discrete wavelet transformation and wavelet entropy calculations are used to analyze during fault current and voltage signals of the compensated transmission line. The proposed algorithm is very simple and accurate in fault detection and classification. A variety of fault cases and simulation results are introduced to show the effectiveness of such algorithm.

Keywords: Entropy calculation, FACTS, SSSC, UPFC, wavelet transform.

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Authors: Tirtha S. Das, Ayan K. Sau, Subir K. Sarkar

Abstract:

Digital watermarking is a way to provide the facility of secure multimedia data communication besides its copyright protection approach. The Spread Spectrum modulation principle is widely used in digital watermarking to satisfy the robustness of multimedia signals against various signal-processing operations. Several SS watermarking algorithms have been proposed for multimedia signals but very few works have discussed on the issues responsible for secure data communication and its robustness improvement. The current paper has critically analyzed few such factors namely properties of spreading codes, proper signal decomposition suitable for data embedding, security provided by the key, successive bit cancellation method applied at decoder which have greater impact on the detection reliability, secure communication of significant signal under camouflage of insignificant signals etc. Based on the analysis, robust SS watermarking scheme for secure data communication is proposed in wavelet domain and improvement in secure communication and robustness performance is reported through experimental results. The reported result also shows improvement in visual and statistical invisibility of the hidden data.

Keywords: Spread spectrum modulation, spreading code, signaldecomposition, security, successive bit cancellation

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Authors: M. Ranjeeth, S. Anuradha

Abstract:

Spectrum sensing is the main feature of cognitive radio technology. Spectrum sensing gives an idea of detecting the presence of the primary users in a licensed spectrum. In this paper we compare the theoretical results of detection probability of different fading environments like Rayleigh, Rician, Nakagami-m fading channels with the simulation results using energy detection based spectrum sensing. The numerical results are plotted as Pf Vs Pd for different SNR values, fading parameters. It is observed that Nakagami fading channel performance is better than other fading channels by using energy detection in spectrum sensing. A MATLAB simulation test bench has been implemented to know the performance of energy detection in different fading channel environment.

Keywords: Spectrum sensing, Energy detection, fading channels, Probability of detection, probability of false alarm.

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Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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Authors: Ibtihel Nouira, Asma Ben Abdallah, Ibtissem Kouaja, Mohamed Hèdi Bedoui

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The processing of the electrocardiogram (ECG) signal consists essentially in the detection of the characteristic points of signal which are an important tool in the diagnosis of heart diseases. The most suitable are the detection of R waves. In this paper, we present various mathematical tools used for filtering ECG using digital filtering and Discreet Wavelet Transform (DWT) filtering. In addition, this paper will include two main R peak detection methods by applying a windowing process: The first method is based on calculations derived, the second is a time-frequency method based on Dyadic Wavelet Transform DyWT.

Keywords: Derived calculation methods, Electrocardiogram, R peaks, Wavelet Transform.

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Authors: Liping Li, Changchun Liu, Ke Li, Chengyu Liu

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Non-stationary trend in R-R interval series is considered as a main factor that could highly influence the evaluation of spectral analysis. It is suggested to remove trends in order to obtain reliable results. In this study, three detrending methods, the smoothness prior approach, the wavelet and the empirical mode decomposition, were compared on artificial R-R interval series with four types of simulated trends. The Lomb-Scargle periodogram was used for spectral analysis of R-R interval series. Results indicated that the wavelet method showed a better overall performance than the other two methods, and more time-saving, too. Therefore it was selected for spectral analysis of real R-R interval series of thirty-seven healthy subjects. Significant decreases (19.94±5.87% in the low frequency band and 18.97±5.78% in the ratio (p<0.001)) were found. Thus the wavelet method is recommended as an optimal choice for use.

Keywords: empirical mode decomposition, heart rate variability, signal detrending, smoothness priors, wavelet

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Authors: Abdulnasir Hossen, Ulrich Heute

Abstract:

In 1990 [1] the subband-DFT (SB-DFT) technique was proposed. This technique used the Hadamard filters in the decomposition step to split the input sequence into low- and highpass sequences. In the next step, either two DFTs are needed on both bands to compute the full-band DFT or one DFT on one of the two bands to compute an approximate DFT. A combination network with correction factors was to be applied after the DFTs. Another approach was proposed in 1997 [2] for using a special discrete wavelet transform (DWT) to compute the discrete Fourier transform (DFT). In the first step of the algorithm, the input sequence is decomposed in a similar manner to the SB-DFT into two sequences using wavelet decomposition with Haar filters. The second step is to perform DFTs on both bands to obtain the full-band DFT or to obtain a fast approximate DFT by implementing pruning at both input and output sides. In this paper, the wavelet-based DFT (W-DFT) with Haar filters is interpreted as SB-DFT with Hadamard filters. The only difference is in a constant factor in the combination network. This result is very important to complete the analysis of the W-DFT, since all the results concerning the accuracy and approximation errors in the SB-DFT are applicable. An application example in spectral analysis is given for both SB-DFT and W-DFT (with different filters). The adaptive capability of the SB-DFT is included in the W-DFT algorithm to select the band of most energy as the band to be computed. Finally, the W-DFT is extended to the two-dimensional case. An application in image transformation is given using two different types of wavelet filters.

Keywords: Image Transform, Spectral Analysis, Sub-Band DFT, Wavelet DFT.

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Authors: Sudipta Majumdar, Akansha Singh

Abstract:

Frequency estimation of a sinusoid in white noise using maximum entropy power spectral estimation has been shown to be very sensitive to initial sinusoidal phase. This paper presents use of wavelet transform to find an analytic signal for frequency estimation using maximum entropy method (MEM) and compared the results with frequency estimation using analytic signal by Hilbert transform method and frequency estimation using real data together with MEM. The presented method shows the improved estimation precision and antinoise performance.

Keywords: Frequency estimation, analytic signal, maximum entropy method, wavelet transform.

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Authors: Hamed Vahdat Nejad, Hossein Deldari

Abstract:

Wavelet transforms are multiresolution decompositions that can be used to analyze signals and images. Image compression is one of major applications of wavelet transforms in image processing. It is considered as one of the most powerful methods that provides a high compression ratio. However, its implementation is very time-consuming. At the other hand, parallel computing technologies are an efficient method for image compression using wavelets. In this paper, we propose a parallel wavelet compression algorithm based on quadtrees. We implement the algorithm using MatlabMPI (a parallel, message passing version of Matlab), and compute its isoefficiency function, and show that it is scalable. Our experimental results confirm the efficiency of the algorithm also.

Keywords: Image compression, MPI, Parallel computing, Wavelets.

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Authors: Suman Senapati, Goutam Saha

Abstract:

Real world Speaker Identification (SI) application differs from ideal or laboratory conditions causing perturbations that leads to a mismatch between the training and testing environment and degrade the performance drastically. Many strategies have been adopted to cope with acoustical degradation; wavelet based Bayesian marginal model is one of them. But Bayesian marginal models cannot model the inter-scale statistical dependencies of different wavelet scales. Simple nonlinear estimators for wavelet based denoising assume that the wavelet coefficients in different scales are independent in nature. However wavelet coefficients have significant inter-scale dependency. This paper enhances this inter-scale dependency property by a Circularly Symmetric Probability Density Function (CS-PDF) related to the family of Spherically Invariant Random Processes (SIRPs) in Log Gabor Wavelet (LGW) domain and corresponding joint shrinkage estimator is derived by Maximum a Posteriori (MAP) estimator. A framework is proposed based on these to denoise speech signal for automatic speaker identification problems. The robustness of the proposed framework is tested for Text Independent Speaker Identification application on 100 speakers of POLYCOST and 100 speakers of YOHO speech database in three different noise environments. Experimental results show that the proposed estimator yields a higher improvement in identification accuracy compared to other estimators on popular Gaussian Mixture Model (GMM) based speaker model and Mel-Frequency Cepstral Coefficient (MFCC) features.

Keywords: Speaker Identification, Log Gabor Wavelet, Bayesian Bivariate Estimator, Circularly Symmetric Probability Density Function, SIRP.

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Authors: Mamta Patel, R. N. Patel

Abstract:

Transmission and distribution lines are vital links between the generating unit and consumers. They are exposed to atmosphere, hence chances of occurrence of fault in transmission line is very high which has to be immediately taken care of in order to minimize damage caused by it. In this paper Discrete wavelet transform of voltage signals at the two ends of transmission lines have been analyzed. The transient energy of the detail information of level five is calculated for different fault conditions. It is observed that the variation of transient energy of healthy and faulted line can give important information which can be very useful in classifying and locating the fault.

Keywords: Wavelet, Discrete wavelet transform, Multiresolution analysis, Transient energy

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Authors: Sergei Yendiyarov, Sergei Petrushenko

Abstract:

In this article we present a change point detection algorithm based on the continuous wavelet transform. At the beginning of the article we describe a necessary transformation of a signal which has to be made for the purpose of change detection. Then case study related to iron ore sinter production which can be solved using our proposed technique is discussed. After that we describe a probabilistic algorithm which can be used to find changes using our transformed signal. It is shown that our algorithm works well with the presence of some noise and abnormal random bursts.

Keywords: Change detection, sinter production, wavelet transform.

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Authors: Muhanned Alfarras

Abstract:

The recent growth of using multimedia transmission over wireless communication systems, have challenges to protect the data from lost due to wireless channel effect. Images are corrupted due to the noise and fading when transmitted over wireless channel, in wireless channel the image is transmitted block by block, Due to severe fading, entire image blocks can be damaged. The aim of this paper comes out from need to enhance the digital images at the wireless receiver side. Proposed Boundary Interpolation (BI) Algorithm using wavelet, have been adapted here used to reconstruction the lost block in the image at the receiver depend on the correlation between the lost block and its neighbors. New Proposed technique by using Boundary Interpolation (BI) Algorithm using wavelet with Pixel interleaver has been implemented. Pixel interleaver work on distribute the pixel to new pixel position of original image before transmitting the image. The block lost through wireless channel is only effects individual pixel. The lost pixels at the receiver side can be recovered by using Boundary Interpolation (BI) Algorithm using wavelet. The results showed that the New proposed algorithm boundary interpolation (BI) using wavelet with pixel interleaver is better in term of MSE and PSNR.

Keywords: Image Transmission, Wavelet, Pixel Interleaver, Boundary Interpolation Algorithm

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Authors: Rafiullah Chamlawi, Asifullah Khan, Adnan Idris, Zahid Munir

Abstract:

Authentication of multimedia contents has gained much attention in recent times. In this paper, we propose a secure semi-fragile watermarking, with a choice of two watermarks to be embedded. This technique operates in integer wavelet domain and makes use of semi fragile watermarks for achieving better robustness. A self-recovering algorithm is employed, that hides the image digest into some Wavelet subbands to detect possible malevolent object manipulation undergone by the image (object replacing and/or deletion). The Semi-fragility makes the scheme tolerant for JPEG lossy compression as low as quality of 70%, and locate the tempered area accurately. In addition, the system ensures more security because the embedded watermarks are protected with private keys. The computational complexity is reduced using parameterized integer wavelet transform. Experimental results show that the proposed scheme guarantees the safety of watermark, image recovery and location of the tempered area accurately.

Keywords: Integer Wavelet Transform (IWT), Discrete Cosine Transform (DCT), JPEG Compression, Authentication and Self- Recovery.

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Authors: P. S. Gomathi, B. Kalaavathi

Abstract:

The process in which the complementary information from multiple images is integrated to provide composite image that contains more information than the original input images is called image fusion. Medical image fusion provides useful information from multimodality medical images that provides additional information to the doctor for diagnosis of diseases in a better way. This paper represents the wavelet based medical image fusion algorithm on different multimodality medical images. In order to fuse the medical images, images are decomposed using Redundant Wavelet Transform (RWT). The high frequency coefficients are convolved with morphological operator followed by the maximum-selection (MS) rule. The low frequency coefficients are processed by MS rule. The reconstructed image is obtained by inverse RWT. The quantitative measures which includes Mean, Standard Deviation, Average Gradient, Spatial frequency, Edge based Similarity Measures are considered for evaluating the fused images. The performance of this proposed method is compared with Pixel averaging, PCA, and DWT fusion methods. When compared with conventional methods, the proposed framework provides better performance for analysis of multimodality medical images.

Keywords: Discrete Wavelet Transform (DWT), Image Fusion, Morphological Processing, Redundant Wavelet Transform (RWT).

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Authors: Yiwan Guo, Fahui Zhai

Abstract:

In this paper, the similarity invariant and the upper semi-continuity of spherical spectrum, and the spherical spectrum properties for infinite direct sums of quaternionic operators are characterized, respectively. As an application of some results established, a concrete example about the computation of the spherical spectrum of a compact quaternionic operator with form of infinite direct sums of quaternionic matrices is also given.

Keywords: Spherical spectrum, Quaternionic operator, Upper semi-continuity, Direct sum of operators.

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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.

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Authors: I. Omerhodzic, S. Avdakovic, A. Nuhanovic, K. Dizdarevic

Abstract:

In this paper, a wavelet-based neural network (WNN) classifier for recognizing EEG signals is implemented and tested under three sets EEG signals (healthy subjects, patients with epilepsy and patients with epileptic syndrome during the seizure). First, the Discrete Wavelet Transform (DWT) with the Multi-Resolution Analysis (MRA) is applied to decompose EEG signal at resolution levels of the components of the EEG signal (δ, θ, α, β and γ) and the Parseval-s theorem are employed to extract the percentage distribution of energy features of the EEG signal at different resolution levels. Second, the neural network (NN) classifies these extracted features to identify the EEGs type according to the percentage distribution of energy features. The performance of the proposed algorithm has been evaluated using in total 300 EEG signals. The results showed that the proposed classifier has the ability of recognizing and classifying EEG signals efficiently.

Keywords: Epilepsy, EEG, Wavelet transform, Energydistribution, Neural Network, Classification.

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Authors: Mangesh S. Deshpande, Raghunath S. Holambe

Abstract:

Mel Frequency Cepstral Coefficient (MFCC) features are widely used as acoustic features for speech recognition as well as speaker recognition. In MFCC feature representation, the Mel frequency scale is used to get a high resolution in low frequency region, and a low resolution in high frequency region. This kind of processing is good for obtaining stable phonetic information, but not suitable for speaker features that are located in high frequency regions. The speaker individual information, which is non-uniformly distributed in the high frequencies, is equally important for speaker recognition. Based on this fact we proposed an admissible wavelet packet based filter structure for speaker identification. Multiresolution capabilities of wavelet packet transform are used to derive the new features. The proposed scheme differs from previous wavelet based works, mainly in designing the filter structure. Unlike others, the proposed filter structure does not follow Mel scale. The closed-set speaker identification experiments performed on the TIMIT database shows improved identification performance compared to other commonly used Mel scale based filter structures using wavelets.

Keywords: Speaker identification, Wavelet transform, Feature extraction, MFCC, GMM.

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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 nonlinear 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.

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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 onedimensional 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 and urban environment.

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Authors: K.Gayathri, N. Kumarappan

Abstract:

An appropriate method for fault identification and classification on extra high voltage transmission line using discrete wavelet transform is proposed in this paper. The sharp variations of the generated short circuit transient signals which are recorded at the sending end of the transmission line are adopted to identify the fault. The threshold values involve fault classification and these are done on the basis of the multiresolution analysis. A comparative study of the performance is also presented for Discrete Fourier Transform (DFT) based Artificial Neural Network (ANN) and Discrete Wavelet Transform (DWT). The results prove that the proposed method is an effective and efficient one in obtaining the accurate result within short duration of time by using Daubechies 4 and 9. Simulation of the power system is done using MATLAB.

Keywords: EHV transmission line, Fault identification and classification, Discrete wavelet transform, Multiresolution analysis, Artificial neural network

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Authors: Renju Gangadharan, G. N. Pillai, Indra Gupta

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In this paper a novel method for finding the fault zone on a Thyristor Controlled Series Capacitor (TCSC) incorporated transmission line is presented. The method makes use of the Support Vector Machine (SVM), used in the classification mode to distinguish between the zones, before or after the TCSC. The use of Discrete Wavelet Transform is made to prepare the features which would be given as the input to the SVM. This method was tested on a 400 kV, 50 Hz, 300 Km transmission line and the results were highly accurate.

Keywords: Flexible ac transmission system (FACTS), thyristorcontrolled series-capacitor (TCSC), discrete wavelet transforms(DWT), support vector machine (SVM).

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Authors: Antoni Ivanov, Nikolay Dandanov, Nicole Christoff, Vladimir Poulkov

Abstract:

Spectrum underutilization has made cognitive radio a promising technology both for current and future telecommunications. This is due to the ability to exploit the unused spectrum in the bands dedicated to other wireless communication systems, and thus, increase their occupancy. The essential function, which allows the cognitive radio device to perceive the occupancy of the spectrum, is spectrum sensing. In this paper, the performance of modern adaptations of the four most widely used spectrum sensing techniques namely, energy detection (ED), cyclostationary feature detection (CSFD), matched filter (MF) and eigenvalues-based detection (EBD) is compared. The implementation has been accomplished through the PlutoSDR hardware platform and the GNU Radio software package in very low Signal-to-Noise Ratio (SNR) conditions. The optimal detection performance of the examined methods in a realistic implementation-oriented model is found for the common relevant parameters (number of observed samples, sensing time and required probability of false alarm).

Keywords: Cognitive radio, dynamic spectrum access, GNU Radio, spectrum sensing.

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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.

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Authors: Christian Arcos, Marley Vellasco, Abraham Alcaim

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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.

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Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim

Abstract:

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.

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Authors: D.Gnanadurai, V.Sadasivam

Abstract:

This frame work describes a computationally more efficient and adaptive threshold estimation method for image denoising in the wavelet domain based on Generalized Gaussian Distribution (GGD) modeling of subband coefficients. In this proposed method, the choice of the threshold estimation is carried out by analysing the statistical parameters of the wavelet subband coefficients like standard deviation, arithmetic mean and geometrical mean. The noisy image is first decomposed into many levels to obtain different frequency bands. Then soft thresholding method is used to remove the noisy coefficients, by fixing the optimum thresholding value by the proposed method. Experimental results on several test images by using this method show that this method yields significantly superior image quality and better Peak Signal to Noise Ratio (PSNR). Here, to prove the efficiency of this method in image denoising, we have compared this with various denoising methods like wiener filter, Average filter, VisuShrink and BayesShrink.

Keywords: Wavelet Transform, Gaussian Noise, ImageDenoising, Filter Banks and Thresholding.

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