Search results for: data cleaning.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7407

Search results for: data cleaning.

7227 Cloud Computing Databases: Latest Trends and Architectural Concepts

Authors: Tarandeep Singh, Parvinder S. Sandhu

Abstract:

The Economic factors are leading to the rise of infrastructures provides software and computing facilities as a service, known as cloud services or cloud computing. Cloud services can provide efficiencies for application providers, both by limiting up-front capital expenses, and by reducing the cost of ownership over time. Such services are made available in a data center, using shared commodity hardware for computation and storage. There is a varied set of cloud services available today, including application services (salesforce.com), storage services (Amazon S3), compute services (Google App Engine, Amazon EC2) and data services (Amazon SimpleDB, Microsoft SQL Server Data Services, Google-s Data store). These services represent a variety of reformations of data management architectures, and more are on the horizon.

Keywords: Data Management in Cloud, AWS, EC2, S3, SQS, TQG.

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7226 Data Annotation Models and Annotation Query Language

Authors: Neerja Bhatnagar, Benjoe A. Juliano, Renee S. Renner

Abstract:

This paper presents data annotation models at five levels of granularity (database, relation, column, tuple, and cell) of relational data to address the problem of unsuitability of most relational databases to express annotations. These models do not require any structural and schematic changes to the underlying database. These models are also flexible, extensible, customizable, database-neutral, and platform-independent. This paper also presents an SQL-like query language, named Annotation Query Language (AnQL), to query annotation documents. AnQL is simple to understand and exploits the already-existent wide knowledge and skill set of SQL.

Keywords: annotation query language, data annotations, data annotation models, semantic data annotations

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7225 Use XML Format like a Model of Data Backup

Authors: Souleymane Oumtanaga, Kadjo Tanon Lambert, Koné Tiémoman, Tety Pierre, Dowa N’sreke Florent

Abstract:

Nowadays data backup format doesn-t cease to appear raising so the anxiety on their accessibility and their perpetuity. XML is one of the most promising formats to guarantee the integrity of data. This article suggests while showing one thing man can do with XML. Indeed XML will help to create a data backup model. The main task will consist in defining an application in JAVA able to convert information of a database in XML format and restore them later.

Keywords: Backup, Proprietary format, parser, syntactic tree.

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7224 REDUCER – An Architectural Design Pattern for Reducing Large and Noisy Data Sets

Authors: Apkar Salatian

Abstract:

To relieve the burden of reasoning on a point to point basis, in many domains there is a need to reduce large and noisy data sets into trends for qualitative reasoning. In this paper we propose and describe a new architectural design pattern called REDUCER for reducing large and noisy data sets that can be tailored for particular situations. REDUCER consists of 2 consecutive processes: Filter which takes the original data and removes outliers, inconsistencies or noise; and Compression which takes the filtered data and derives trends in the data. In this seminal article we also show how REDUCER has successfully been applied to 3 different case studies.

Keywords: Design Pattern, filtering, compression.

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7223 Comparing Emotion Recognition from Voice and Facial Data Using Time Invariant Features

Authors: Vesna Kirandziska, Nevena Ackovska, Ana Madevska Bogdanova

Abstract:

The problem of emotion recognition is a challenging problem. It is still an open problem from the aspect of both intelligent systems and psychology. In this paper, both voice features and facial features are used for building an emotion recognition system. A Support Vector Machine classifiers are built by using raw data from video recordings. In this paper, the results obtained for the emotion recognition are given, and a discussion about the validity and the expressiveness of different emotions is presented. A comparison between the classifiers build from facial data only, voice data only and from the combination of both data is made here. The need for a better combination of the information from facial expression and voice data is argued.

Keywords: Emotion recognition, facial recognition, signal processing, machine learning.

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7222 Air Classification of Dust from Steel Converter Secondary De-dusting for Zinc Enrichment

Authors: C. Lanzerstorfer

Abstract:

The off-gas from the basic oxygen furnace (BOF), where pig iron is converted into steel, is treated in the primary ventilation system. This system is in full operation only during oxygen-blowing when the BOF converter vessel is in a vertical position. When pig iron and scrap are charged into the BOF and when slag or steel are tapped, the vessel is tilted. The generated emissions during charging and tapping cannot be captured by the primary off-gas system. To capture these emissions, a secondary ventilation system is usually installed. The emissions are captured by a canopy hood installed just above the converter mouth in tilted position. The aim of this study was to investigate the dependence of Zn and other components on the particle size of BOF secondary ventilation dust. Because of the high temperature of the BOF process it can be expected that Zn will be enriched in the fine dust fractions. If Zn is enriched in the fine fractions, classification could be applied to split the dust into two size fractions with a different content of Zn. For this air classification experiments with dust from the secondary ventilation system of a BOF were performed. The results show that Zn and Pb are highly enriched in the finest dust fraction. For Cd, Cu and Sb the enrichment is less. In contrast, the non-volatile metals Al, Fe, Mn and Ti were depleted in the fine fractions. Thus, air classification could be considered for the treatment of dust from secondary BOF off-gas cleaning.

Keywords: Air classification, converter dust, recycling, zinc.

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7221 Analysis of Data Gathering Schemes for Layered Sensor Networks with Multihop Polling

Authors: Bhed Bahadur Bista, Danda B. Rawat

Abstract:

In this paper, we investigate multihop polling and data gathering schemes in layered sensor networks in order to extend the life time of the networks. A network consists of three layers. The lowest layer contains sensors. The middle layer contains so called super nodes with higher computational power, energy supply and longer transmission range than sensor nodes. The top layer contains a sink node. A node in each layer controls a number of nodes in lower layer by polling mechanism to gather data. We will present four types of data gathering schemes: intermediate nodes do not queue data packet, queue single packet, queue multiple packets and aggregate data, to see which data gathering scheme is more energy efficient for multihop polling in layered sensor networks.

Keywords: layered sensor network, polling, data gatheringschemes.

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7220 Incremental Algorithm to Cluster the Categorical Data with Frequency Based Similarity Measure

Authors: S.Aranganayagi, K.Thangavel

Abstract:

Clustering categorical data is more complicated than the numerical clustering because of its special properties. Scalability and memory constraint is the challenging problem in clustering large data set. This paper presents an incremental algorithm to cluster the categorical data. Frequencies of attribute values contribute much in clustering similar categorical objects. In this paper we propose new similarity measures based on the frequencies of attribute values and its cardinalities. The proposed measures and the algorithm are experimented with the data sets from UCI data repository. Results prove that the proposed method generates better clusters than the existing one.

Keywords: Clustering, Categorical, Incremental, Frequency, Domain

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7219 Multimedia Data Fusion for Event Detection in Twitter by Using Dempster-Shafer Evidence Theory

Authors: Samar M. Alqhtani, Suhuai Luo, Brian Regan

Abstract:

Data fusion technology can be the best way to extract useful information from multiple sources of data. It has been widely applied in various applications. This paper presents a data fusion approach in multimedia data for event detection in twitter by using Dempster-Shafer evidence theory. The methodology applies a mining algorithm to detect the event. There are two types of data in the fusion. The first is features extracted from text by using the bag-ofwords method which is calculated using the term frequency-inverse document frequency (TF-IDF). The second is the visual features extracted by applying scale-invariant feature transform (SIFT). The Dempster - Shafer theory of evidence is applied in order to fuse the information from these two sources. Our experiments have indicated that comparing to the approaches using individual data source, the proposed data fusion approach can increase the prediction accuracy for event detection. The experimental result showed that the proposed method achieved a high accuracy of 0.97, comparing with 0.93 with texts only, and 0.86 with images only.

Keywords: Data fusion, Dempster-Shafer theory, data mining, event detection.

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7218 Model Order Reduction for Frequency Response and Effect of Order of Method for Matching Condition

Authors: Aref Ghafouri, Mohammad Javad Mollakazemi, Farhad Asadi

Abstract:

In this paper, model order reduction method is used for approximation in linear and nonlinearity aspects in some experimental data. This method can be used for obtaining offline reduced model for approximation of experimental data and can produce and follow the data and order of system and also it can match to experimental data in some frequency ratios. In this study, the method is compared in different experimental data and influence of choosing of order of the model reduction for obtaining the best and sufficient matching condition for following the data is investigated in format of imaginary and reality part of the frequency response curve and finally the effect and important parameter of number of order reduction in nonlinear experimental data is explained further.

Keywords: Frequency response, Order of model reduction, frequency matching condition.

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7217 Building a Scalable Telemetry Based Multiclass Predictive Maintenance Model in R

Authors: Jaya Mathew

Abstract:

Many organizations are faced with the challenge of how to analyze and build Machine Learning models using their sensitive telemetry data. In this paper, we discuss how users can leverage the power of R without having to move their big data around as well as a cloud based solution for organizations willing to host their data in the cloud. By using ScaleR technology to benefit from parallelization and remote computing or R Services on premise or in the cloud, users can leverage the power of R at scale without having to move their data around.

Keywords: Predictive maintenance, machine learning, big data, cloud, on premise SQL, R.

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7216 Biomass Gasification and Microcogeneration Unit – EZOB Technology

Authors: Martin Lisý, Marek Baláš, Michal Špiláček, Zdeněk Skála

Abstract:

This paper deals with the issue of biomass and sorted municipal waste gasification and cogeneration using hot-air turbo-set. It brings description of designed pilot plant with electrical output 80 kWe. The generated gas is burned in secondary combustion chamber located beyond the gas generator. Flue gas flows through the heat exchanger where the compressed air is heated and consequently brought to a micro turbine. Except description, this paper brings our basic experiences from operating of pilot plant (operating parameters, contributions, problems during operating, etc.). The principal advantage of the given cycle is the fact that there is no contact between the generated gas and the turbine. So there is no need for costly and complicated gas cleaning which is the main source of operating problems in direct use in combustion engines because the content of impurities in the gas causes operation problems to the units due to clogging and tarring of working surfaces of engines and turbines, which may lead as far as serious damage to the equipment under operation. Another merit is the compact container package making installation of the facility easier or making it relatively more mobile. We imagine, this solution of cogeneration from biomass or waste can be suitable for small industrial or communal applications, for low output cogeneration.

Keywords: Biomass, combustion, gasification, microcogeneration.

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7215 Big Data Strategy for Telco: Network Transformation

Authors: F. Amin, S. Feizi

Abstract:

Big data has the potential to improve the quality of services; enable infrastructure that businesses depend on to adapt continually and efficiently; improve the performance of employees; help organizations better understand customers; and reduce liability risks. Analytics and marketing models of fixed and mobile operators are falling short in combating churn and declining revenue per user. Big Data presents new method to reverse the way and improve profitability. The benefits of Big Data and next-generation network, however, are more exorbitant than improved customer relationship management. Next generation of networks are in a prime position to monetize rich supplies of customer information—while being mindful of legal and privacy issues. As data assets are transformed into new revenue streams will become integral to high performance.

Keywords: Big Data, Next Generation Networks, Network Transformation.

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7214 Matching Pursuit based Removal of Cardiac Pulse-Related Artifacts in EEG/fMRI

Authors: Rainer Schneider, Stephan Lau, Levin Kuhlmann, Simon Vogrin, Maciej Gratkowski, Mark Cook, Jens Haueisen

Abstract:

Cardiac pulse-related artifacts in the EEG recorded simultaneously with fMRI are complex and highly variable. Their effective removal is an unsolved problem. Our aim is to develop an adaptive removal algorithm based on the matching pursuit (MP) technique and to compare it to established methods using a visual evoked potential (VEP). We recorded the VEP inside the static magnetic field of an MR scanner (with artifacts) as well as in an electrically shielded room (artifact free). The MP-based artifact removal outperformed average artifact subtraction (AAS) and optimal basis set removal (OBS) in terms of restoring the EEG field map topography of the VEP. Subsequently, a dipole model was fitted to the VEP under each condition using a realistic boundary element head model. The source location of the VEP recorded inside the MR scanner was closest to that of the artifact free VEP after cleaning with the MP-based algorithm as well as with AAS. While none of the tested algorithms offered complete removal, MP showed promising results due to its ability to adapt to variations of latency, frequency and amplitude of individual artifact occurrences while still utilizing a common template.

Keywords: matching pursuit, ballistocardiogram, artifactremoval, EEG/fMRI.

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7213 Using Perspective Schemata to Model the ETL Process

Authors: Valeria M. Pequeno, Joao Carlos G. M. Pires

Abstract:

Data Warehouses (DWs) are repositories which contain the unified history of an enterprise for decision support. The data must be Extracted from information sources, Transformed and integrated to be Loaded (ETL) into the DW, using ETL tools. These tools focus on data movement, where the models are only used as a means to this aim. Under a conceptual viewpoint, the authors want to innovate the ETL process in two ways: 1) to make clear compatibility between models in a declarative fashion, using correspondence assertions and 2) to identify the instances of different sources that represent the same entity in the real-world. This paper presents the overview of the proposed framework to model the ETL process, which is based on the use of a reference model and perspective schemata. This approach provides the designer with a better understanding of the semantic associated with the ETL process.

Keywords: conceptual data model, correspondence assertions, data warehouse, data integration, ETL process, object relational database.

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7212 Collaborative Education Practice in a Data Structure E-Learning Course

Authors: Gang Chen, Ruimin Shen

Abstract:

This paper presented a collaborative education model, which consists four parts: collaborative teaching, collaborative working, collaborative training and interaction. Supported by an e-learning platform, collaborative education was practiced in a data structure e-learning course. Data collected shows that most of students accept collaborative education. This paper goes one step attempting to determine which aspects appear to be most important or helpful in collaborative education.

Keywords: Collaborative work, education, data structures.

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7211 Generic Data Warehousing for Consumer Electronics Retail Industry

Authors: S. Habte, K. Ouazzane, P. Patel, S. Patel

Abstract:

The dynamic and highly competitive nature of the consumer electronics retail industry means that businesses in this industry are experiencing different decision making challenges in relation to pricing, inventory control, consumer satisfaction and product offerings. To overcome the challenges facing retailers and create opportunities, we propose a generic data warehousing solution which can be applied to a wide range of consumer electronics retailers with a minimum configuration. The solution includes a dimensional data model, a template SQL script, a high level architectural descriptions, ETL tool developed using C#, a set of APIs, and data access tools. It has been successfully applied by ASK Outlets Ltd UK resulting in improved productivity and enhanced sales growth.

Keywords: Consumer electronics retail, dimensional data model, data analysis, generic data warehousing, reporting.

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7210 Development of Cooling Load Demand Program for Building in Malaysia

Authors: Zamri Noranai, Dayang Siti Zainab Abang Bujang, Rosli Asmawi, Hamidon Salleh, Mohammad Zainal Md Yusof

Abstract:

Air conditioning is mainly to be used as human comfort medium. It has been use more often in country in which the daily temperatures are high. In scientific, air conditioning is defined as a process of controlling the moisture, cooling, heating and cleaning air. Without proper estimation of cooling load, big amount of waste energy been used because of unsuitable of air conditioning system are not considering to overcoming heat gains from surrounding. This is due to the size of the room is too big and the air conditioning has to use more energy to cool the room and the air conditioning is too small for the room. The studies are basically to develop a program to calculate cooling load. Through this study it is easy to calculate cooling load estimation. Furthermore it-s help to compare the cooling load estimation by hourly and yearly. Base on the last study that been done, the developed software are not user-friendly. For individual without proper knowledge of calculating cooling load estimation might be problem. Easy excess and user-friendly should be the main objective to design something. This program will allow cooling load able be estimate by any users rather than estimation by using rule of thumb. Several of limitation of case study is judged to sure it-s meeting to Malaysia building specification. Finally validation is done by comparison manual calculation and by developed program.

Keywords: Building, Energy and Coaling Load

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7209 An Algebra for Protein Structure Data

Authors: Yanchao Wang, Rajshekhar Sunderraman

Abstract:

This paper presents an algebraic approach to optimize queries in domain-specific database management system for protein structure data. The approach involves the introduction of several protein structure specific algebraic operators to query the complex data stored in an object-oriented database system. The Protein Algebra provides an extensible set of high-level Genomic Data Types and Protein Data Types along with a comprehensive collection of appropriate genomic and protein functions. The paper also presents a query translator that converts high-level query specifications in algebra into low-level query specifications in Protein-QL, a query language designed to query protein structure data. The query transformation process uses a Protein Ontology that serves the purpose of a dictionary.

Keywords: Domain-Specific Data Management, Protein Algebra, Protein Ontology, Protein Structure Data.

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7208 A Combined Cipher Text Policy Attribute-Based Encryption and Timed-Release Encryption Method for Securing Medical Data in Cloud

Authors: G. Shruthi, Purohit Shrinivasacharya

Abstract:

The biggest problem in cloud is securing an outsourcing data. A cloud environment cannot be considered to be trusted. It becomes more challenging when outsourced data sources are managed by multiple outsourcers with different access rights. Several methods have been proposed to protect data confidentiality against the cloud service provider to support fine-grained data access control. We propose a method with combined Cipher Text Policy Attribute-based Encryption (CP-ABE) and Timed-release encryption (TRE) secure method to control medical data storage in public cloud.

Keywords: Attribute, encryption, security, trapdoor.

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7207 Data Mining Classification Methods Applied in Drug Design

Authors: Mária Stachová, Lukáš Sobíšek

Abstract:

Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

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7206 EPR Hiding in Medical Images for Telemedicine

Authors: K. A. Navas, S. Archana Thampy, M. Sasikumar

Abstract:

Medical image data hiding has strict constrains such as high imperceptibility, high capacity and high robustness. Achieving these three requirements simultaneously is highly cumbersome. Some works have been reported in the literature on data hiding, watermarking and stegnography which are suitable for telemedicine applications. None is reliable in all aspects. Electronic Patient Report (EPR) data hiding for telemedicine demand it blind and reversible. This paper proposes a novel approach to blind reversible data hiding based on integer wavelet transform. Experimental results shows that this scheme outperforms the prior arts in terms of zero BER (Bit Error Rate), higher PSNR (Peak Signal to Noise Ratio), and large EPR data embedding capacity with WPSNR (Weighted Peak Signal to Noise Ratio) around 53 dB, compared with the existing reversible data hiding schemes.

Keywords: Biomedical imaging, Data security, Datacommunication, Teleconferencing.

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7205 A Robust Method for Encrypted Data Hiding Technique Based on Neighborhood Pixels Information

Authors: Ali Shariq Imran, M. Younus Javed, Naveed Sarfraz Khattak

Abstract:

This paper presents a novel method for data hiding based on neighborhood pixels information to calculate the number of bits that can be used for substitution and modified Least Significant Bits technique for data embedding. The modified solution is independent of the nature of the data to be hidden and gives correct results along with un-noticeable image degradation. The technique, to find the number of bits that can be used for data hiding, uses the green component of the image as it is less sensitive to human eye and thus it is totally impossible for human eye to predict whether the image is encrypted or not. The application further encrypts the data using a custom designed algorithm before embedding bits into image for further security. The overall process consists of three main modules namely embedding, encryption and extraction cm.

Keywords: Data hiding, image processing, information security, stagonography.

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7204 Unsupervised Outlier Detection in Streaming Data Using Weighted Clustering

Authors: Yogita, Durga Toshniwal

Abstract:

Outlier detection in streaming data is very challenging because streaming data cannot be scanned multiple times and also new concepts may keep evolving. Irrelevant attributes can be termed as noisy attributes and such attributes further magnify the challenge of working with data streams. In this paper, we propose an unsupervised outlier detection scheme for streaming data. This scheme is based on clustering as clustering is an unsupervised data mining task and it does not require labeled data, both density based and partitioning clustering are combined for outlier detection. In this scheme partitioning clustering is also used to assign weights to attributes depending upon their respective relevance and weights are adaptive. Weighted attributes are helpful to reduce or remove the effect of noisy attributes. Keeping in view the challenges of streaming data, the proposed scheme is incremental and adaptive to concept evolution. Experimental results on synthetic and real world data sets show that our proposed approach outperforms other existing approach (CORM) in terms of outlier detection rate, false alarm rate, and increasing percentages of outliers.

Keywords: Concept Evolution, Irrelevant Attributes, Streaming Data, Unsupervised Outlier Detection.

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7203 The Effect of Measurement Distribution on System Identification and Detection of Behavior of Nonlinearities of Data

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.

Keywords: Gaussian process, Nonlinearity distribution, Particle filter.

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7202 Exponentially Weighted Simultaneous Estimation of Several Quantiles

Authors: Valeriy Naumov, Olli Martikainen

Abstract:

In this paper we propose new method for simultaneous generating multiple quantiles corresponding to given probability levels from data streams and massive data sets. This method provides a basis for development of single-pass low-storage quantile estimation algorithms, which differ in complexity, storage requirement and accuracy. We demonstrate that such algorithms may perform well even for heavy-tailed data.

Keywords: Quantile estimation, data stream, heavy-taileddistribution, tail index.

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7201 Enhanced Data Access Control of Cooperative Environment used for DMU Based Design

Authors: Wei Lifan, Zhang Huaiyu, Yang Yunbin, Li Jia

Abstract:

Through the analysis of the process digital design based on digital mockup, the fact indicates that a distributed cooperative supporting environment is the foundation conditions to adopt design approach based on DMU. Data access authorization is concerned firstly because the value and sensitivity of the data for the enterprise. The access control for administrators is often rather weak other than business user. So authors established an enhanced system to avoid the administrators accessing the engineering data by potential approach and without authorization. Thus the data security is improved.

Keywords: access control, DMU, PLM, virtual prototype.

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7200 Pattern Recognition Using Feature Based Die-Map Clusteringin the Semiconductor Manufacturing Process

Authors: Seung Hwan Park, Cheng-Sool Park, Jun Seok Kim, Youngji Yoo, Daewoong An, Jun-Geol Baek

Abstract:

Depending on the big data analysis becomes important, yield prediction using data from the semiconductor process is essential. In general, yield prediction and analysis of the causes of the failure are closely related. The purpose of this study is to analyze pattern affects the final test results using a die map based clustering. Many researches have been conducted using die data from the semiconductor test process. However, analysis has limitation as the test data is less directly related to the final test results. Therefore, this study proposes a framework for analysis through clustering using more detailed data than existing die data. This study consists of three phases. In the first phase, die map is created through fail bit data in each sub-area of die. In the second phase, clustering using map data is performed. And the third stage is to find patterns that affect final test result. Finally, the proposed three steps are applied to actual industrial data and experimental results showed the potential field application.

Keywords: Die-Map Clustering, Feature Extraction, Pattern Recognition, Semiconductor Manufacturing Process.

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7199 Speed Characteristics of Mixed Traffic Flow on Urban Arterials

Authors: Ashish Dhamaniya, Satish Chandra

Abstract:

Speed and traffic volume data are collected on different sections of four lane and six lane roads in three metropolitan cities in India. Speed data are analyzed to fit the statistical distribution to individual vehicle speed data and all vehicles speed data. It is noted that speed data of individual vehicle generally follows a normal distribution but speed data of all vehicle combined at a section of urban road may or may not follow the normal distribution depending upon the composition of traffic stream. A new term Speed Spread Ratio (SSR) is introduced in this paper which is the ratio of difference in 85th and 50th percentile speed to the difference in 50th and 15th percentile speed. If SSR is unity then speed data are truly normally distributed. It is noted that on six lane urban roads, speed data follow a normal distribution only when SSR is in the range of 0.86 – 1.11. The range of SSR is validated on four lane roads also.

Keywords: Normal distribution, percentile speed, speed spread ratio, traffic volume.

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7198 A Comparative Study between Discrete Wavelet Transform and Maximal Overlap Discrete Wavelet Transform for Testing Stationarity

Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

Abstract:

In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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