Search results for: maximal overlap discrete wavelet transform

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.

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Authors: M. R. Homaeinezhad, E. Tavakkoli, M. Habibi, S. A. Atyabi, A. Ghaffari

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This paper describes a new supervised fusion (hybrid) electrocardiogram (ECG) classification solution consisting of a new QRS complex geometrical feature extraction as well as a new version of the learning vector quantization (LVQ) classification algorithm aimed for overcoming the stability-plasticity dilemma. Toward this objective, after detection and delineation of the major events of ECG signal via an appropriate algorithm, each QRS region and also its corresponding discrete wavelet transform (DWT) are supposed as virtual images and each of them is divided into eight polar sectors. Then, the curve length of each excerpted segment is calculated and is used as the element of the feature space. To increase the robustness of the proposed classification algorithm versus noise, artifacts and arrhythmic outliers, a fusion structure consisting of five different classifiers namely as Support Vector Machine (SVM), Modified Learning Vector Quantization (MLVQ) and three Multi Layer Perceptron-Back Propagation (MLP–BP) neural networks with different topologies were designed and implemented. The new proposed algorithm was applied to all 48 MIT–BIH Arrhythmia Database records (within–record analysis) and the discrimination power of the classifier in isolation of different beat types of each record was assessed and as the result, the average accuracy value Acc=98.51% was obtained. Also, the proposed method was applied to 6 number of arrhythmias (Normal, LBBB, RBBB, PVC, APB, PB) belonging to 20 different records of the aforementioned database (between– record analysis) and the average value of Acc=95.6% was achieved. To evaluate performance quality of the new proposed hybrid learning machine, the obtained results were compared with similar peer– reviewed studies in this area.

Keywords: Feature Extraction, Curve Length Method, SupportVector Machine, Learning Vector Quantization, Multi Layer Perceptron, Fusion (Hybrid) Classification, Arrhythmia Classification, Supervised Learning Machine.

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Authors: Tun Myat Aung, Ni Ni Hla

Abstract:

This paper begins by describing basic properties of finite field and elliptic curve cryptography over prime field and binary field. Then we discuss the discrete logarithm problem for elliptic curves and its properties. We study the general common attacks on elliptic curve discrete logarithm problem such as the Baby Step, Giant Step method, Pollard’s rho method and Pohlig-Hellman method, and describe in detail experiments of these attacks over prime field and binary field. The paper finishes by describing expected running time of the attacks and suggesting strong elliptic curves that are not susceptible to these attacks.c

Keywords: Discrete logarithm problem, general attacks, elliptic curves, strong curves, prime field, binary field, attack experiments.

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Authors: Babu Sena Paul, Ratnajit Bhattacharjee

Abstract:

Relay based communication has gained considerable importance in the recent years. In this paper we find the end-toend statistics of a two hop non-regenerative relay branch, each hop being Nakagami-m faded. Closed form expressions for the probability density functions of the signal envelope at the output of a selection combiner and a maximal ratio combiner at the destination node are also derived and analytical formulations are verified through computer simulation. These density functions are useful in evaluating the system performance in terms of bit error rate and outage probability.

Keywords: co-operative diversity, diversity combining, maximal ratio combining, selection combining.

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Authors: R. Krishnamoorthi, N. Kannan

Abstract:

In this paper, a new algorithm for generating codebook is proposed for vector quantization (VQ) in image coding. The significant features of the training image vectors are extracted by using the proposed Orthogonal Polynomials based transformation. We propose to generate the codebook by partitioning these feature vectors into a binary tree. Each feature vector at a non-terminal node of the binary tree is directed to one of the two descendants by comparing a single feature associated with that node to a threshold. The binary tree codebook is used for encoding and decoding the feature vectors. In the decoding process the feature vectors are subjected to inverse transformation with the help of basis functions of the proposed Orthogonal Polynomials based transformation to get back the approximated input image training vectors. The results of the proposed coding are compared with the VQ using Discrete Cosine Transform (DCT) and Pairwise Nearest Neighbor (PNN) algorithm. The new algorithm results in a considerable reduction in computation time and provides better reconstructed picture quality.

Keywords: Orthogonal Polynomials, Image Coding, Vector Quantization, TSVQ, Binary Tree Classifier

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Authors: Jiri Sebesta

Abstract:

Phase locked loops (PLL) and delay locked loops (DLL) play an important role in establishing coherent references (phase of carrier and symbol timing) in digital communication systems. Fully digital receiver including digital carrier synchronizer and symbol timing synchronizer fulfils the conditions for universal multi-mode communication receiver with option of symbol rate setting over several digit places and long-term stability of requirement parameters. Afterwards it is necessary to realize PLL and DLL in synchronizer in digital form and to approach to these subsystems as a discrete representation of analog template. Analysis of discrete phase locked loop (DPLL) or discrete delay locked loop (DDLL) and technique to determine their characteristics based on analog (continuous-time) template is performed in this posed paper. There are derived transmission response and error function for 1st order discrete locked loop and resulting equations and graphical representations for 2nd order one. It is shown that the spectrum translation due to sampling takes effect at frequency characteristics computing for specific values of loop parameters.

Keywords: Carrier synchronization, coherent demodulation, software defined receiver, symbol timing.

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Authors: M.Radmehr, S.M.Anisheh, I.Yousefian

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In this work a new offline signature recognition system based on Radon Transform, Fractal Dimension (FD) and Support Vector Machine (SVM) is presented. In the first step, projections of original signatures along four specified directions have been performed using radon transform. Then, FDs of four obtained vectors are calculated to construct a feature vector for each signature. These vectors are then fed into SVM classifier for recognition of signatures. In order to evaluate the effectiveness of the system several experiments are carried out. Offline signature database from signature verification competition (SVC) 2004 is used during all of the tests. Experimental result indicates that the proposed method achieved high accuracy rate in signature recognition.

Keywords: Fractal Dimension, Offline Signature Recognition, Radon Transform, Support Vector Machine

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Authors: Abhijit Mitra

Abstract:

Maximal length sequences (m-sequences) are also known as pseudo random sequences or pseudo noise sequences for closely following Golomb-s popular randomness properties: (P1) balance, (P2) run, and (P3) ideal autocorrelation. Apart from these, there also exist certain other less known properties of such sequences all of which are discussed in this tutorial paper. Comprehensive proofs to each of these properties are provided towards better understanding of such sequences. A simple test is also proposed at the end of the paper in order to distinguish pseudo noise sequences from truly random sequences such as Bernoulli sequences.

Keywords: Maximal length sequence, pseudo noise sequence, punctured de Bruijn sequence, auto-correlation, Bernoulli sequence, randomness tests.

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Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan

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In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.

Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: James Patrick A. Diaz, Raul E. Ramboyong

Abstract:

Background: Hypertensive response during maximal exercise test provides important information on the level of blood pressure control and evaluation of treatment. Method: A single center retrospective descriptive study was conducted among 117 young (aged 20 to 40) and middle age (aged 40 to 65) hypertensive patients, who underwent treadmill stress test. Currently on maintenance frontline medication either monotherapy (Angiotensin-converting enzyme inhibitor/Angiotensin receptor blocker [ACEi/ARB], Calcium channel blocker [CCB], Diuretic - Hydrochlorthiazide [HCTZ]) or combination therapy (ARB+CCB, ARB+HCTZ), who attained a maximal exercise on treadmill stress test (TMST) with hypertensive response (systolic blood pressure: male >210 mm Hg, female >190 mm Hg, diastolic blood pressure >100 mmHg, or increase of >10 mm Hg at any time during the test), on Bruce and Modified Bruce protocol. Exaggerated blood pressure response during exercise (systolic [SBP] and diastolic [DBP]), peak exercise blood pressure (SBP and DBP), recovery period (SBP and DBP) and test for ischemia and their antihypertensive medication/s were investigated. Analysis of variance and chi-square test were used for statistical analysis. Results: Hypertensive responses on maximal exercise test were seen mostly among female population (P < 0.000) and middle age (P < 0.000) patients. Exaggerated diastolic blood pressure responses were significantly lower in patients who were taking CCB (P < 0.004). A longer recovery period that showed a delayed decline in SBP was observed in patients taking ARB+HCTZ (P < 0.036). There were no significant differences in the level of exaggerated systolic blood pressure response and during peak exercise (both systolic and diastolic) in patients using either monotherapy or combination antihypertensives. Conclusion: Calcium channel blockers provided lower exaggerated diastolic BP response during maximal exercise test in hypertensive middle age patients. Patients on combination therapy using ARB+HCTZ exhibited a longer recovery period of systolic blood pressure.

Keywords: Antihypertensive, exercise test, hypertension, hypertensive response.

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Authors: Mehdi Seifbarghy, Sajjad Jalali, Seyed Habib A. Rahmati

Abstract:

This paper provides a framework in order to incorporate reliability issue as a sign of disruption in distribution systems and partial covering theory as a response to limitation in coverage radios and economical preferences, simultaneously into the traditional literatures of capacitated facility location problems. As a result we develop a bi-objective model based on the discrete scenarios for expected cost minimization and demands coverage maximization through a three echelon supply chain network by facilitating multi-capacity levels for provider side layers and imposing gradual coverage function for distribution centers (DCs). Additionally, in spite of objectives aggregation for solving the model through LINGO software, a branch of LP-Metric method called Min- Max approach is proposed and different aspects of corresponds model will be explored.

Keywords: Reliability Cost, Partial Covering, LP-Metric

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Authors: Kazuyoshi Mori

Abstract:

In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.

Keywords: Linear systems, parametrization, Coprime Factorization, number of parameters.

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Authors: Yesubai Rubavathi Charles, Ravi Ramraj

Abstract:

In order to retrieve images efficiently from a large database, a unique method integrating color and texture features using genetic programming has been proposed. Opponent color histogram which gives shadow, shade, and light intensity invariant property is employed in the proposed framework for extracting color features. For texture feature extraction, fast discrete curvelet transform which captures more orientation information at different scales is incorporated to represent curved like edges. The recent scenario in the issues of image retrieval is to reduce the semantic gap between user’s preference and low level features. To address this concern, genetic algorithm combined with relevance feedback is embedded to reduce semantic gap and retrieve user’s preference images. Extensive and comparative experiments have been conducted to evaluate proposed framework for content based image retrieval on two databases, i.e., COIL-100 and Corel-1000. Experimental results clearly show that the proposed system surpassed other existing systems in terms of precision and recall. The proposed work achieves highest performance with average precision of 88.2% on COIL-100 and 76.3% on Corel, the average recall of 69.9% on COIL and 76.3% on Corel. Thus, the experimental results confirm that the proposed content based image retrieval system architecture attains better solution for image retrieval.

Keywords: Content based image retrieval, Curvelet transform, Genetic algorithm, Opponent color histogram, Relevance feedback.

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Authors: Andrey D. Andreev, Ilona I. Iatcheva, Dimitar N. Karastoyanov, Rumena D. Stancheva

Abstract:

A study of electromagnetic flow meter is presented in the paper. Comparison has been made between the analytical and the numerical results by the use of FEM numerical analysis (Quick Field 5.6) for determining polarization voltage through the circle cross section of the polarization transducer. Exciting and geometrical parameters increasing its effectiveness has been examined. The aim is to obtain maximal output signal. The investigations include different variants of the magnetic flux density distribution around the tube: homogeneous field of magnitude Bm, linear distribution with maximal value Bm and trapezium distribution conserving the same exciting magnetic energy as the homogeneous field.

Keywords: Effectiveness, electromagnetic flow meter, finite element method, polarization voltage.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: R. Senthilkumar

Abstract:

Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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Authors: Razagh Hafezi, Ahmad Keshavarz, Vida Moshfegh

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This paper presents a novel algorithm of stereo correspondence with rank transform. In this algorithm we used the genetic algorithm to achieve the accurate disparity map. Genetic algorithms are efficient search methods based on principles of population genetic, i.e. mating, chromosome crossover, gene mutation, and natural selection. Finally morphology is employed to remove the errors and discontinuities.

Keywords: genetic algorithm, morphology, rank transform, stereo correspondence

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Authors: Anders Schou Simonsen, Thomas Condra, Kim Sørensen

Abstract:

Various processes are modelled using a discrete phase, where particles are seeded from a source. Such particles can represent liquid water droplets, which are affecting the continuous phase by exchanging thermal energy, momentum, species etc. Discrete phases are typically modelled using parcel, which represents a collection of particles, which share properties such as temperature, velocity etc. When coupling the phases, the exchange rates are integrated over the cell, in which the parcel is located. This can cause spikes and fluctuating exchange rates. This paper presents an alternative method of coupling a discrete and a continuous plug flow phase. This is done using triangular parcels, which span between nodes following the dynamics of single droplets. Thus, the triangular parcels are propagated using the corner nodes. At each time step, the exchange rates are spatially integrated over the surface of the triangular parcels, which yields a smooth continuous exchange rate to the continuous phase. The results shows that the method is more stable, converges slightly faster and yields smooth exchange rates compared with the steam tube approach. However, the computational requirements are about five times greater, so the applicability of the alternative method should be limited to processes, where the exchange rates are important. The overall balances of the exchanged properties did not change significantly using the new approach.

Keywords: CFD, coupling, discrete phase, parcel.

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Authors: Nebi Gedik, Ayten Atasoy

Abstract:

This paper investigates successful sub-bands of wave atom transform via classification of mammograms, when the coefficients of sub-bands are used as features. A computer-aided diagnosis system is constructed by using wave atom transform, support vector machine and k-nearest neighbor classifiers. Two-class classification is studied in detail using two data sets, separately. The successful sub-bands are determined according to the accuracy rates, coefficient numbers, and sensitivity rates.

Keywords: Breast cancer, wave atom transform, SVM, k-NN.

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Authors: Fayez M. Idris, Nehal I. AlZubaidi

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Breast cancer detection techniques have been reported to aid radiologists in analyzing mammograms. We note that most techniques are performed on uncompressed digital mammograms. Mammogram images are huge in size necessitating the use of compression to reduce storage/transmission requirements. In this paper, we present an algorithm for the detection of microcalcifications in the JPEG2000 domain. The algorithm is based on the statistical properties of the wavelet transform that the JPEG2000 coder employs. Simulation results were carried out at different compression ratios. The sensitivity of this algorithm ranges from 92% with a false positive rate of 4.7 down to 66% with a false positive rate of 2.1 using lossless compression and lossy compression at a compression ratio of 100:1, respectively.

Keywords: Breast cancer, JPEG2000, mammography, microcalcifications.

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Authors: Samir Avdakovic, Amir Nuhanovic

Abstract:

Low frequency power oscillations may be triggered by many events in the system. Most oscillations are damped by the system, but undamped oscillations can lead to system collapse. Oscillations develop as a result of rotor acceleration/deceleration following a change in active power transfer from a generator. Like the operations limits, the monitoring of power system oscillating modes is a relevant aspect of power system operation and control. Unprevented low-frequency power swings can be cause of cascading outages that can rapidly extend effect on wide region. On this regard, a Wide Area Monitoring, Protection and Control Systems (WAMPCS) help in detecting such phenomena and assess power system dynamics security. The monitoring of power system electromechanical oscillations is very important in the frame of modern power system management and control. In first part, this paper compares the different technique for identification of power system oscillations. Second part analyzes possible identification some power system dynamics behaviors Using Wide Area Monitoring Systems (WAMS) based on Phasor Measurement Units (PMUs) and wavelet technique.

Keywords: Power system oscillations, Modal analysis, Prony, Wavelet, PMU, Wide Area Monitoring System.

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Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.

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The existence of maximal durations drastically modifies the performance evaluation in Discrete Event Systems (DES). The same particularity may be found on systems where the associated constraints do not concern the time. For example weight measures, in chemical industry, are used in order to control the quantity of consumed raw materials. This parameter also takes a fundamental part in the product quality as the correct transformation process is based upon a given percentage of each essence. Weight regulation therefore increases the global productivity of the system by decreasing the quantity of rejected products. In this paper we present an approach based on mixing different characteristics theories, the fuzzy system and Petri net system to describe the behaviour. An industriel application on a tobacco manufacturing plant, where the critical parameter is the weight is presented as an illustration.

Keywords: Petri Net, Manufacturing systems, Performance evaluation, Fuzzy logic, Tolerant system.

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Authors: Harpreet Kaur, Vinod Mishra, R. C. Mittal

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In this paper, we have proposed a Haar wavelet quasilinearization method to solve the well known Blasius equation. The method is based on the uniform Haar wavelet operational matrix defined over the interval [0, 1]. In this method, we have proposed the transformation for converting the problem on a fixed computational domain. The Blasius equation arises in the various boundary layer problems of hydrodynamics and in fluid mechanics of laminar viscous flows. Quasi-linearization is iterative process but our proposed technique gives excellent numerical results with quasilinearization for solving nonlinear differential equations without any iteration on selecting collocation points by Haar wavelets. We have solved Blasius equation for 1≤α ≤ 2 and the numerical results are compared with the available results in literature. Finally, we conclude that proposed method is a promising tool for solving the well known nonlinear Blasius equation.

Keywords: Boundary layer Blasius equation, collocation points, quasi-linearization process, uniform haar wavelets.

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Authors: Shai Sarussi

Abstract:

Let S be an integral domain with field of fractions F and let A be an F-algebra. An S-subalgebra R of A is called S-nice if R∩F = S and the localization of R with respect to S \{0} is A. Denoting by W the set of all S-nice subalgebras of A, and defining a notion of open sets on W, one can view W as a T0-Alexandroff space. Thus, the algebraic structure of W can be viewed from the point of view of topology. It is shown that every nonempty open subset of W has a maximal element in it, which is also a maximal element of W. Moreover, a supremum of an irreducible subset of W always exists. As a notable connection with valuation theory, one considers the case in which S is a valuation domain and A is an algebraic field extension of F; if S is indecomposed in A, then W is an irreducible topological space, and W contains a greatest element.

Keywords: Algebras over integral domains, Alexandroff topology, valuation domains, integral domains.

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Authors: Piyush Samant, Ravinder Agarwal

Abstract:

Complementary and Alternative Medicine (CAM) techniques are quite popular and effective for chronic diseases. Iridology is more than 150 years old CAM technique which analyzes the patterns, tissue weakness, color, shape, structure, etc. for disease diagnosis. The objective of this paper is to validate the use of iridology for the diagnosis of the diabetes. The suggested model was applied in a systemic disease with ocular effects. 200 subject data of 100 each diabetic and non-diabetic were evaluated. Complete procedure was kept very simple and free from the involvement of any iridologist. From the normalized iris, the region of interest was cropped. All 63 features were extracted using statistical, texture analysis, and two-dimensional discrete wavelet transformation. A comparison of accuracies of six different classifiers has been presented. The result shows 89.66% accuracy by the random forest classifier.

Keywords: Complementary and alternative medicine, Iridology, iris, feature extraction, classification, disease prediction.

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Authors: Fatma Belghith, Hassen Loukil, Nouri Masmoudi

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This paper presents the hardware design of a unified architecture to compute the 4x4, 8x8 and 16x16 efficient twodimensional (2-D) transform for the HEVC standard. This architecture is based on fast integer transform algorithms. It is designed only with adders and shifts in order to reduce the hardware cost significantly. The goal is to ensure the maximum circuit reuse during the computing while saving 40% for the number of operations. The architecture is developed using FIFOs to compute the second dimension. The proposed hardware was implemented in VHDL. The VHDL RTL code works at 240 MHZ in an Altera Stratix III FPGA. The number of cycles in this architecture varies from 33 in 4-point- 2D-DCT to 172 when the 16-point-2D-DCT is computed. Results show frequency improvements reaching 96% when compared to an architecture described as the direct transcription of the algorithm.

Keywords: HEVC, Modified Integer Transform, FPGA.

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Authors: K. Daud, A. F. Abidin, N. Hamzah, H. S. Nagindar Singh

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This paper produces a new approach for power quality analysis using a windowing technique based on Continuous S-transform (CST). This half-cycle window technique approach can detect almost correctly for initial detection of disturbances i.e. voltage sags, swells, and transients. Samples in half cycle window has been analyzed based continuous S-transform for entire disturbance waveform. The modified parameter has been produced by MATLAB programming m-file based on continuous s-transform. CST has better time frequency and localization property than traditional and also has ability to detect the disturbance under noisy condition correctly. The excellent time-frequency resolution characteristic of the CST makes it the most an attractive candidate for analysis of power system disturbances signals.

Keywords: Power quality disturbances, initial detection, half cycle windowing, continuous S-transform.

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Authors: M. A. Ben Messaoud, A. Bouzid, N. Ellouze

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Speech Segmentation is the measure of the change point detection for partitioning an input speech signal into regions each of which accords to only one speaker. In this paper, we apply two features based on multi-scale product (MP) of the clean speech, namely the spectral centroid of MP, and the zero crossings rate of MP. We focus on multi-scale product analysis as an important tool for segmentation extraction. The MP is based on making the product of the speech wavelet transform coefficients (WTC). We have estimated our method on the Keele database. The results show the effectiveness of our method. It indicates that the two features can find word boundaries, and extracted the segments of the clean speech.

Keywords: Speech segmentation, Multi-scale product, Spectral centroid, Zero crossings rate.

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Authors: Alsaidi M. Altaher, Mohd T. Ismail

Abstract:

In wavelet regression, choosing threshold value is a crucial issue. A too large value cuts too many coefficients resulting in over smoothing. Conversely, a too small threshold value allows many coefficients to be included in reconstruction, giving a wiggly estimate which result in under smoothing. However, the proper choice of threshold can be considered as a careful balance of these principles. This paper gives a very brief introduction to some thresholding selection methods. These methods include: Universal, Sure, Ebays, Two fold cross validation and level dependent cross validation. A simulation study on a variety of sample sizes, test functions, signal-to-noise ratios is conducted to compare their numerical performances using three different noise structures. For Gaussian noise, EBayes outperforms in all cases for all used functions while Two fold cross validation provides the best results in the case of long tail noise. For large values of signal-to-noise ratios, level dependent cross validation works well under correlated noises case. As expected, increasing both sample size and level of signal to noise ratio, increases estimation efficiency.

Keywords: wavelet regression, simulation, Threshold.

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