Search results for: wavelet packet

Authors: Reza Bazargan Lari, Mohammad H. Fattahi

Abstract:

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

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

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Authors: Sakshi Kausha, R.K Sharma

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High speed networks provide realtime variable bit rate service with diversified traffic flow characteristics and quality requirements. The variable bit rate traffic has stringent delay and packet loss requirements. The burstiness of the correlated traffic makes dynamic buffer management highly desirable to satisfy the Quality of Service (QoS) requirements. This paper presents an algorithm for optimization of adaptive buffer allocation scheme for traffic based on loss of consecutive packets in data-stream and buffer occupancy level. Buffer is designed to allow the input traffic to be partitioned into different priority classes and based on the input traffic behavior it controls the threshold dynamically. This algorithm allows input packets to enter into buffer if its occupancy level is less than the threshold value for priority of that packet. The threshold is dynamically varied in runtime based on packet loss behavior. The simulation is run for two priority classes of the input traffic – realtime and non-realtime classes. The simulation results show that Adaptive Partial Buffer Sharing (ADPBS) has better performance than Static Partial Buffer Sharing (SPBS) and First In First Out (FIFO) queue under the same traffic conditions.

Keywords: Buffer Management, Consecutive packet loss, Quality-of-Service, Priority based packet discarding, partial buffersharing.

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Authors: G. Mokryani, M. R. Haghifam, J. Esmaeilpoor

Abstract:

Happening of Ferroresonance phenomenon is one of the reasons of consuming and ruining transformers, so recognition of Ferroresonance phenomenon has a special importance. A novel method for classification of Ferroresonance presented in this paper. Using this method Ferroresonance can be discriminate from other transients such as capacitor switching, load switching, transformer switching. Wavelet transform is used for decomposition of signals and Competitive Neural Network used for classification. Ferroresonance data and other transients was obtained by simulation using EMTP program. Using Daubechies wavelet transform signals has been decomposed till six levels. The energy of six detailed signals that obtained by wavelet transform are used for training and trailing Competitive Neural Network. Results show that the proposed procedure is efficient in identifying Ferroresonance from other events.

Keywords: Competitive Neural Network, Ferroresonance, EMTP program, Wavelet transform.

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Authors: S. Tangjitsitcharoen

Abstract:

The chatter is one of the major limitations of the productivity in the ball end milling process. It affects the surface roughness, the dimensional accuracy and the tool life. The aim of this research is to propose the new system to detect the chatter during the ball end milling process by using the wavelet transform. The proposed method is implemented on the 5-axis CNC machining center and the new three parameters are introduced from three dynamic cutting forces, which are calculated by taking the ratio of the average variances of dynamic cutting forces to the absolute variances of themselves. It had been proved that the chatter can be easier to detect during the in-process cutting by using the new parameters which are proposed in this research. The experimentally obtained results showed that the wavelet transform can provide the reliable results to detect the chatter under various cutting conditions.

Keywords: Ball end milling, wavelet transform, fast fourier transform, chatter.

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Authors: Mbainaibeye Jérôme, Noureddine Ellouze

Abstract:

Wavelet transforms is a very powerful tools for image compression. One of its advantage is the provision of both spatial and frequency localization of image energy. However, wavelet transform coefficients are defined by both a magnitude and sign. While algorithms exist for efficiently coding the magnitude of the transform coefficients, they are not efficient for the coding of their sign. It is generally assumed that there is no compression gain to be obtained from the coding of the sign. Only recently have some authors begun to investigate the sign of wavelet coefficients in image coding. Some authors have assumed that the sign information bit of wavelet coefficients may be encoded with the estimated probability of 0.5; the same assumption concerns the refinement information bit. In this paper, we propose a new method for Separate Sign Coding (SSC) of wavelet image coefficients. The sign and the magnitude of wavelet image coefficients are examined to obtain their online probabilities. We use the scalar quantization in which the information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also examined. We show that the sign information and the refinement information may be encoded by the probability of approximately 0.5 only after about five bit planes. Two maps are separately entropy encoded: the sign map and the magnitude map. The refinement information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also entropy encoded. An algorithm is developed and simulations are performed on three standard images in grey scale: Lena, Barbara and Cameraman. Five scales are performed using the biorthogonal wavelet transform 9/7 filter bank. The obtained results are compared to JPEG2000 standard in terms of peak signal to noise ration (PSNR) for the three images and in terms of subjective quality (visual quality). It is shown that the proposed method outperforms the JPEG2000. The proposed method is also compared to other codec in the literature. It is shown that the proposed method is very successful and shows its performance in term of PSNR.

Keywords: Image compression, wavelet transform, sign coding, magnitude coding.

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Authors: L. Estrada, D. Torres, H. Toral

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In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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

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

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

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Authors: Mountassar Maamoun, Mehdi Neggazi, Abdelhamid Meraghni, Daoud Berkani

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This paper presents a VLSI design approach of a highspeed and real-time 2-D Discrete Wavelet Transform computing. The proposed architecture, based on new and fast convolution approach, reduces the hardware complexity in addition to reduce the critical path to the multiplier delay. Furthermore, an advanced twodimensional (2-D) discrete wavelet transform (DWT) implementation, with an efficient memory area, is designed to produce one output in every clock cycle. As a result, a very highspeed is attained. The system is verified, using JPEG2000 coefficients filters, on Xilinx Virtex-II Field Programmable Gate Array (FPGA) device without accessing any external memory. The resulting computing rate is up to 270 M samples/s and the (9,7) 2-D wavelet filter uses only 18 kb of memory (16 kb of first-in-first-out memory) with 256×256 image size. In this way, the developed design requests reduced memory and provide very high-speed processing as well as high PSNR quality.

Keywords: Discrete Wavelet Transform (DWT), Fast Convolution, FPGA, VLSI.

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Authors: Sudipta Majumdar, Harish Parthasarathy

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In this paper, a wavelet based method is proposed to identify the constant coefficients of a second order linear system and is compared with the least squares method. The proposed method shows improved accuracy of parameter estimation as compared to the least squares method. Additionally, it has the advantage of smaller data requirement and storage requirement as compared to the least squares method.

Keywords: Least squares method, linear system, system identification, wavelet transform.

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Authors: Haidar Safa, Hassan Artail, Ahmad Mehio, Hicham Zahr, Ziad Matragi

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The Mobile IP Standard has been developed to support mobility over the Internet. This standard contains several drawbacks as in the cases where packets are routed via sub-optimal paths and significant amount of signaling messages is generated due to the home registration procedure which keeps the network aware of the current location of the mobile nodes. Recently, a dynamic hierarchical mobility management strategy for mobile IP networks (DHMIP) has been proposed to reduce home registrations costs. However, this strategy induces a packet delivery delay and increases the risk of packet loss. In this paper, we propose an enhanced version of the dynamic hierarchical strategy that reduces the packet delivery delay and minimizes the risk of packet loss. Preliminary results obtained from simulations are promising. They show that the enhanced version outperforms the original dynamic hierarchical mobility management strategy version.

Keywords: Location management, Mobile IP (MIP), Home Agent, Foreign Agent.

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Authors: Mario Mastriani

Abstract:

We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on the following procedure: We apply 1) Bidimentional Discrete Wavelet Transform (DWT-2D) to the Noisy Microarray, 2) scaling and rounding to the coefficients of the highest subbands (to obtain integer and positive coefficients), 3) bit-slicing to the new highest subbands (to obtain bit-planes), 4) then we apply the Systholic Boolean Orthonormalizer Network (SBON) to the input bit-plane set and we obtain two orthonormal otput bit-plane sets (in a Boolean sense), we project a set on the other one, by means of an AND operation, and then, 5) we apply re-assembling, and, 6) rescaling. Finally, 7) we apply Inverse DWT-2D and reconstruct a microarray from the modified wavelet coefficients. Denoising results compare favorably to the most of methods in use at the moment.

Keywords: Bit-Plane, Boolean Orthonormalization Process, Denoising, Microarrays, Wavelets

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Authors: Hossam el-ddin Mostafa, Pavel Čičak

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IETF RFC 2002 originally introduced the wireless Mobile-IP protocol to support portable IP addresses for mobile devices that often change their network access points to the Internet. The inefficiency of this protocol mainly within the handoff management produces large end-to-end packet delays, during registration process, and further degrades the system efficiency due to packet losses between subnets. The criterion to initiate a simple and fast full-duplex connection between the home agent and foreign agent, to reduce the roaming duration, is a very important issue to be considered by a work in this paper. State-transition Petri-Nets of the modeling scenario-based CIA: communication inter-agents procedure as an extension to the basic Mobile-IP registration process was designed and manipulated. The heuristic of configuration file during practical Setup session for registration parameters, on Cisco platform Router-1760 using IOS 12.3 (15)T is created. Finally, stand-alone performance simulations results from Simulink Matlab, within each subnet and also between subnets, are illustrated for reporting better end-to-end packet delays. Results verified the effectiveness of our Mathcad analytical manipulation and experimental implementation. It showed lower values of end-to-end packet delay for Mobile-IP using CIA procedure. Furthermore, it reported packets flow between subnets to improve packet losses between subnets.

Keywords: Cisco configuration, handoff, packet delay, Petri-Nets, registration process, Simulink.

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Authors: V. Eramo, E. Miucci, A. Cianfrani, A. Germoni, M. Listanti

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We evaluate the average energy consumption per bit in Optical Packet Switches equipped with BENES switching fabric realized in Semiconductor Optical Amplifier (SOA) technology. We also study the impact that the Amplifier Spontaneous Emission (ASE) noise generated by a transmission system has on the power consumption of the BENES switches due to the gain saturation of the SOAs used to realize the switching fabric. As a matter of example for 32×32 switches supporting 64 wavelengths and offered traffic equal to 0,8, the average energy consumption per bit is 2, 34 · 10-1 nJ/bit and increases if ASE noise introduced by the transmission systems is increased.

Keywords: Benes, Amplifier Spontaneous Emission Noise, EnergyConsumption, Optical Packet Switch.

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Authors: V. Eramo, E. Miucci, A. Cianfrani, A. Germoni, M. Listanti

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The power consumption of an Optical Packet Switch equipped with SOA technology based Spanke switching fabric is evaluated. Sophisticated analytical models are introduced to evaluate the power consumption versus the offered traffic, the main switch parameters, and the used device characteristics. The impact of Amplifier Spontaneous Emission (ASE) noise generated by a transmission system on the power consumption is investigated. As a matter of example for 32×32 switches supporting 64 wavelengths and offered traffic equal to 0,8, the average energy consumption per bit is 5, 07 · 10-2 nJ/bit and increases if ASE noise introduced by the transmission systems is increased.

Keywords: Spanke, Amplifier Spontaneous Emission Noise, Power Consumption, Optical Packet Switch.

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Authors: Ick Hoon Jang, Hoon Jae Lee, Dae Hoon Kwon, Ui Young Pak

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In this paper, we propose a texture feature-based language identification using wavelet-domain BDIP (block difference of inverse probabilities) and BVLC (block variance of local correlation coefficients) features and FFT (fast Fourier transform) feature. In the proposed method, wavelet subbands are first obtained by wavelet transform from a test image and denoised by Donoho-s soft-thresholding. BDIP and BVLC operators are next applied to the wavelet subbands. FFT blocks are also obtained by 2D (twodimensional) FFT from the blocks into which the test image is partitioned. Some significant FFT coefficients in each block are selected and magnitude operator is applied to them. Moments for each subband of BDIP and BVLC and for each magnitude of significant FFT coefficients are then computed and fused into a feature vector. In classification, a stabilized Bayesian classifier, which adopts variance thresholding, searches the training feature vector most similar to the test feature vector. Experimental results show that the proposed method with the three operations yields excellent language identification even with rather low feature dimension.

Keywords: BDIP, BVLC, FFT, language identification, texture feature, wavelet transform.

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Authors: S. P. Kozaitis, R. L. Kriner

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The information revealed by derivatives can help to better characterize digital near-end crosstalk signatures with the ultimate goal of identifying the specific aggressor signal. Unfortunately, derivatives tend to be very sensitive to even low levels of noise. In this work we approximated the derivatives of both quiet and noisy digital signals using a wavelet-based technique. The results are presented for Gaussian digital edges, IBIS Model digital edges, and digital edges in oscilloscope data captured from an actual printed circuit board. Tradeoffs between accuracy and noise immunity are presented. The results show that the wavelet technique can produce first derivative approximations that are accurate to within 5% or better, even under noisy conditions. The wavelet technique can be used to calculate the derivative of a digital signal edge when conventional methods fail.

Keywords: digital signals, electronics, IBIS model, printedcircuit board, wavelets

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Authors: Meng Wang, Qi-rui Han

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Because of excellent properties, people has paid more attention to SPIHI algorithm, which is based on the traditional wavelet transformation theory, but it also has its shortcomings. Combined the progress in the present wavelet domain and the human's visual characteristics, we propose an improved algorithm based on human visual characteristics of SPIHT in the base of analysis of SPIHI algorithm. The experiment indicated that the coding speed and quality has been enhanced well compared to the original SPIHT algorithm, moreover improved the quality of the transmission cut off.

Keywords: Lifted wavelet transform, SPIHT, Human Visual Characteristics.

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Authors: Sundararajan Sangeetha, Joseph Jesu Christopher, Swaminathan Ramakrishnan

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In this work, the primary compressive strength components of human femur trabecular bone are qualitatively assessed using image processing and wavelet analysis. The Primary Compressive (PC) component in planar radiographic femur trabecular images (N=50) is delineated by semi-automatic image processing procedure. Auto threshold binarization algorithm is employed to recognize the presence of mineralization in the digitized images. The qualitative parameters such as apparent mineralization and total area associated with the PC region are derived for normal and abnormal images.The two-dimensional discrete wavelet transforms are utilized to obtain appropriate features that quantify texture changes in medical images .The normal and abnormal samples of the human femur are comprehensively analyzed using Harr wavelet.The six statistical parameters such as mean, median, mode, standard deviation, mean absolute deviation and median absolute deviation are derived at level 4 decomposition for both approximation and horizontal wavelet coefficients. The correlation coefficient of various wavelet derived parameters with normal and abnormal for both approximated and horizontal coefficients are estimated. It is seen that in almost all cases the abnormal show higher degree of correlation than normals. Further the parameters derived from approximation coefficient show more correlation than those derived from the horizontal coefficients. The parameters mean and median computed at the output of level 4 Harr wavelet channel was found to be a useful predictor to delineate the normal and the abnormal groups.

Keywords: Image processing, planar radiographs, trabecular bone and wavelet analysis.

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Authors: Ibrahim A. El rube, Mohamad Abou El Nasr , Mostafa M. Naim, Mahmoud Farouk

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In this paper, a watermarking algorithm that uses the wavelet transform with Multiple Description Coding (MDC) and Quantization Index Modulation (QIM) concepts is introduced. Also, the paper investigates the role of Contourlet Transform (CT) versus Wavelet Transform (WT) in providing robust image watermarking. Two measures are utilized in the comparison between the waveletbased and the contourlet-based methods; Peak Signal to Noise Ratio (PSNR) and Normalized Cross-Correlation (NCC). Experimental results reveal that the introduced algorithm is robust against different attacks and has good results compared to the contourlet-based algorithm.

Keywords: image watermarking; discrete wavelet transform, discrete contourlet transform, multiple description coding, quantization index modulation

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Authors: P.S.Prakash, S.Selvan

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Packet switched data network like Internet, which has traditionally supported throughput sensitive applications such as email and file transfer, is increasingly supporting delay-sensitive multimedia applications such as interactive video. These delaysensitive applications would often rather sacrifice some throughput for better delay. Unfortunately, the current packet switched network does not offer choices, but instead provides monolithic best-effort service to all applications. This paper evaluates Class Based Queuing (CBQ), Coordinated Earliest Deadline First (CEDF), Weighted Switch Deficit Round Robin (WSDRR) and RED-Boston scheduling schemes that is sensitive to delay bound expectations for variety of real time applications and an enhancement of WSDRR is proposed.

Keywords: QoS, Delay-sensitive, Queuing delay, Scheduling

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Authors: Abdessamad Essaouabi, Ibnelhaj Elhassane

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Efficient storage, transmission and use of video information are key requirements in many multimedia applications currently being addressed by MPEG-4. To fulfill these requirements, a new approach for representing video information which relies on an object-based representation, has been adopted. Therefore, objectbased watermarking schemes are needed for copyright protection. This paper proposes a novel blind object watermarking scheme for images and video using the in place lifting shape adaptive-discrete wavelet transform (SA-DWT). In order to make the watermark robust and transparent, the watermark is embedded in the average of wavelet blocks using the visual model based on the human visual system. Wavelet coefficients n least significant bits (LSBs) are adjusted in concert with the average. Simulation results shows that the proposed watermarking scheme is perceptually invisible and robust against many attacks such as lossy image/video compression (e.g. JPEG, JPEG2000 and MPEG-4), scaling, adding noise, filtering, etc.

Keywords: Watermark, visual model, robustness, in place lifting shape adaptive-discrete wavelet transform.

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Authors: Moneeb Gohar, Seok Joo Koh, Tae-Won Um, Hyun-Woo Lee

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This paper proposes a fast tree join scheme to provide seamless multicast handover in the mobile networks based on the Fast Mobile IPv6 (FMIPv6). In the existing FMIPv6-based multicast handover scheme, the bi-directional tunnelling or the remote subscription is employed with the packet forwarding from the previous access router (AR) to the new AR. In general, the remote subscription approach is preferred to the bi-directional tunnelling one, since in the remote subscription scheme we can exploit an optimized multicast path from a multicast source to many mobile receivers. However, in the remote subscription scheme, if the tree joining operation takes a long time, the amount of data packets to be forwarded and buffered for multicast handover will increase, and thus the corresponding buffer may overflow, which results in severe packet losses. In order to reduce these costs associated with packet forwarding and buffering, this paper proposes the fast join to multicast tree, in which the new AR will join the multicast tree as fast as possible, so that the new multicast data packets can also arrive at the new AR, by which the packet forwarding and buffering costs can be reduced. From numerical analysis, it is shown that the proposed scheme can give better performance than the existing FMIPv6-based multicast handover schemes in terms of the multicast packet delivery costs.

Keywords: Mobile Multicast, FMIPv6, Seamless Handover, Fast Tree Join.

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Authors: Syed Musharaf Ali, Muhammad Younus Javed, Naveed Sarfraz Khattak

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In this paper we introduced new wavelet based algorithm for speckle reduction of synthetic aperture radar images, which uses combination of undecimated wavelet transformation, wiener filter (which is an adaptive filter) and mean filter. Further more instead of using existing thresholding techniques such as sure shrinkage, Bayesian shrinkage, universal thresholding, normal thresholding, visu thresholding, soft and hard thresholding, we use brute force thresholding, which iteratively run the whole algorithm for each possible candidate value of threshold and saves each result in array and finally selects the value for threshold that gives best possible results. That is why it is slow as compared to existing thresholding techniques but gives best results under the given algorithm for speckle reduction.

Keywords: Brute force thresholding, directional smoothing, direction dependent mask, undecimated wavelet transformation.

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Authors: Iman Elyasi, Sadegh Zarmehi

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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: Jaipal Bisht, Aditya Goel

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Optical Burst Switching (OBS) is a promising technology for the future generation Internet. Control architecture and Contention resolution are the main issues faced by the Optical Burst Switching networks. In this paper we are only taking care of the Contention problem and to overcome this issue we propose Pre-Deflection Routing with Control Packet Signal Scheme for Contention Resolution in Optical Burst Switch Networks. In this paper Pre-deflection routing approach has been proposed in which routing is carried out in two ways, Shortest Path First (SPF) and Least Hop First (LHF) Routing to forward the clusters and canoes respectively. Hereafter Burst Offset Time Control Algorithm has been proposed where a forward control packet (FCP) collects the congestion price and contention price along its paths. Thereafter a reverse-direction control packet (RCP) sent by destination node which delivers the information of FCP to the source node, and source node uses this information to revise its offset time and burst length.

Keywords: Contention Resolution, FCP, OBS, Offset Time, PST, RCP.

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Authors: Dong Wan-li, Gu Nai-jie, Tu Kun, Bi Kun, Liu Gang

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As originally designed for wired networks, TCP (transmission control protocol) congestion control mechanism is triggered into action when packet loss is detected. This implicit assumption for packet loss mostly due to network congestion does not work well in Mobile Ad Hoc Network, where there is a comparatively high likelihood of packet loss due to channel errors and node mobility etc. Such non-congestion packet loss, when dealt with by congestion control mechanism, causes poor TCP performance in MANET. In this study, we continue to investigate the impact of the interaction between transport protocols and on-demand routing protocols on the performance and stability of 802.11 multihop networks. We evaluate the important wireless networking events caused routing change, and propose a cross layer method to delay the unnecessary routing changes, only need to add a sensitivity parameter α , which represents the on-demand routing-s reaction to link failure of MAC layer. Our proposal is applicable to the plain 802.11 networking environment, the simulation results that this method can remarkably improve the stability and performance of TCP without any modification on TCP and MAC protocol.

Keywords: Mobile ad hoc networks (MANET), on-demandrouting, performance, transmission control protocol (TCP).

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Authors: Amany M. El-Zonkoly, Hussein Desouki

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

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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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