Search results for: wavelet packets.

Authors: Mario Mastriani, Alberto E. Giraldez

Abstract:

In this paper, a new probability density function (pdf) is proposed to model the statistics of wavelet coefficients, and a simple Kalman-s filter is derived from the new pdf using Bayesian estimation theory. Specifically, we decompose the speckled image into wavelet subbands, we apply the Kalman-s filter to the high subbands, and reconstruct a despeckled image from the modified detail coefficients. Experimental results demonstrate that our method compares favorably to several other despeckling methods on test synthetic aperture radar (SAR) images.

Keywords: Kalman's filter, shrinkage, speckle, wavelets.

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Authors: Kamran Hameed, Adeel Mumtaz, S.A.M. Gilani

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In this paper, we start by first characterizing the most important and distinguishing features of wavelet-based watermarking schemes. We studied the overwhelming amount of algorithms proposed in the literature. Application scenario, copyright protection is considered and building on the experience that was gained, implemented two distinguishing watermarking schemes. Detailed comparison and obtained results are presented and discussed. We concluded that Joo-s [1] technique is more robust for standard noise attacks than Dote-s [2] technique.

Keywords: Digital image, Copyright protection, Watermarking, Wavelet transform.

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Authors: Mario Mastriani

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This paper describes a novel projection algorithm, the Projection Onto Span Algorithm (POSA) for wavelet-based superresolution and removing speckle (in wavelet domain) of unknown variance from Synthetic Aperture Radar (SAR) images. Although the POSA is good as a new superresolution algorithm for image enhancement, image metrology and biometric identification, here one will use it like a tool of despeckling, being the first time that an algorithm of super-resolution is used for despeckling of SAR images. Specifically, the speckled SAR image is decomposed into wavelet subbands; POSA is applied to the high subbands, and reconstruct a SAR image from the modified detail coefficients. Experimental results demonstrate that the new method compares favorably to several other despeckling methods on test SAR images.

Keywords: Projection, speckle, superresolution, synthetic aperture radar, thresholding, wavelets.

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Authors: Jun Wan, Zehua Chen, Yingwu Chen, Zhidong Bai

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This paper proposes a novel feature extraction method, based on Discrete Wavelet Transform (DWT) and K-L Seperability (KLS), for the classification of Functional Data (FD). This method combines the decorrelation and reduction property of DWT and the additive independence property of KLS, which is helpful to extraction classification features of FD. It is an advanced approach of the popular wavelet based shrinkage method for functional data reduction and classification. A theory analysis is given in the paper to prove the consistent convergence property, and a simulation study is also done to compare the proposed method with the former shrinkage ones. The experiment results show that this method has advantages in improving classification efficiency, precision and robustness.

Keywords: classification, functional data, feature extraction, K-Lseperability, wavelet.

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Authors: Okan Özgönenel

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This paper presents the development of a wavelet based algorithm, for distinguishing between magnetizing inrush currents and power system fault currents, which is quite adequate, reliable, fast and computationally efficient tool. The proposed technique consists of a preprocessing unit based on discrete wavelet transform (DWT) in combination with an artificial neural network (ANN) for detecting and classifying fault currents. The DWT acts as an extractor of distinctive features in the input signals at the relay location. This information is then fed into an ANN for classifying fault and magnetizing inrush conditions. A 220/55/55 V, 50Hz laboratory transformer connected to a 380 V power system were simulated using ATP-EMTP. The DWT was implemented by using Matlab and Coiflet mother wavelet was used to analyze primary currents and generate training data. The simulated results presented clearly show that the proposed technique can accurately discriminate between magnetizing inrush and fault currents in transformer protection.

Keywords: Artificial neural network, discrete wavelet transform, fault detection, magnetizing inrush current.

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Authors: Myint Myint Yi, Khin Sandar Linn, Marlar Kyaw

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This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Keywords: Neural network, Load forecast, Time series, wavelettransform.

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Authors: Reza Bazargan Lari, Mohammad H. Fattahi

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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: Wisam H. Muragaa, Kamaruzzaman Seman, Mohd Fadzli Marhusin

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Software Defined Networking (SDN) is a paradigm designed to facilitate the way of controlling the network dynamically and with more agility. Network traffic is a set of flows, each of which contains a set of packets. In SDN, a matching process is performed on every packet coming to the network in the SDN switch. Only the headers of the new packets will be forwarded to the SDN controller. In terminology, the flow header fields are called tuples. Basically, these tuples are 5-tuple: the source and destination IP addresses, source and destination ports, and protocol number. This flow information is used to provide an overview of the network traffic. Our module is meant to extract this 5-tuple with the packets and flows numbers and show them as a list. Therefore, this list can be used as a first step in the way of detecting the DDoS attack. Thus, this module can be considered as the beginning stage of any flow-based DDoS detection method.

Keywords: Matching, OpenFlow tables, POX controller, SDN, table-miss.

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

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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

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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: 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: Prasanta Kundu, N.K. Kishore, A.K. Sinha

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Insulation used in transformer is mostly oil pressboard insulation. Insulation failure is one of the major causes of catastrophic failure of transformers. It is established that partial discharges (PD) cause insulation degradation and premature failure of insulation. Online monitoring of PDs can reduce the risk of catastrophic failure of transformers. There are different techniques of partial discharge measurement like, electrical, optical, acoustic, opto-acoustic and ultra high frequency (UHF). Being non invasive and non interference prone, acoustic emission technique is advantageous for online PD measurement. Acoustic detection of p.d. is based on the retrieval and analysis of mechanical or pressure signals produced by partial discharges. Partial discharges are classified according to the origin of discharges. Their effects on insulation deterioration are different for different types. This paper reports experimental results and analysis for classification of partial discharges using acoustic emission signal of laboratory simulated partial discharges in oil pressboard insulation system using three different electrode systems. Acoustic emission signal produced by PD are detected by sensors mounted on the experimental tank surface, stored on an oscilloscope and fed to computer for further analysis. The measured AE signals are analyzed using discrete wavelet transform analysis and wavelet packet analysis. Energy distribution in different frequency bands of discrete wavelet decomposed signal and wavelet packet decomposed signal is calculated. These analyses show a distinct feature useful for PD classification. Wavelet packet analysis can sort out any misclassification arising out of DWT in most cases.

Keywords: Acoustic emission, discrete wavelet transform, partial discharge, wavelet packet analysis.

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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: 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: Mohammed Shatnawi, Qusai Abuein, Susumu Shibusawa

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Signature amortization schemes have been introduced for authenticating multicast streams, in which, a single signature is amortized over several packets. The hash value of each packet is computed, some hash values are appended to other packets, forming what is known as hash chain. These schemes divide the stream into blocks, each block is a number of packets, the signature packet in these schemes is either the first or the last packet of the block. Amortization schemes are efficient solutions in terms of computation and communication overhead, specially in real-time environment. The main effictive factor of amortization schemes is it-s hash chain construction. Some studies show that signing the first packet of each block reduces the receiver-s delay and prevents DoS attacks, other studies show that signing the last packet reduces the sender-s delay. To our knowledge, there is no studies that show which is better, to sign the first or the last packet in terms of authentication probability and resistance to packet loss. In th is paper we will introduce another scheme for authenticating multicast streams that is robust against packet loss, reduces the overhead, and prevents the DoS attacks experienced by the receiver in the same time. Our scheme-The Multiple Connected Chain signing the First packet (MCF) is to append the hash values of specific packets to other packets,then append some hashes to the signature packet which is sent as the first packet in the block. This scheme is aspecially efficient in terms of receiver-s delay. We discuss and evaluate the performance of our proposed scheme against those that sign the last packet of the block.

Keywords: multicast stream authentication, hash chain construction, signature amortization, authentication probability.

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Authors: Faizal A. Samman, Thomas Hollstein, Manfred Glesner

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A synchronous network-on-chip using wormhole packet switching and supporting guaranteed-completion best-effort with low-priority (LP) and high-priority (HP) wormhole packet delivery service is presented in this paper. Both our proposed LP and HP message services deliver a good quality of service in term of lossless packet completion and in-order message data delivery. However, the LP message service does not guarantee minimal completion bound. The HP packets will absolutely use 100% bandwidth of their reserved links if the HP packets are injected from the source node with maximum injection. Hence, the service are suitable for small size messages (less than hundred bytes). Otherwise the other HP and LP messages, which require also the links, will experience relatively high latency depending on the size of the HP message. The LP packets are routed using a minimal adaptive routing, while the HP packets are routed using a non-minimal adaptive routing algorithm. Therefore, an additional 3-bit field, identifying the packet type, is introduced in their packet headers to classify and to determine the type of service committed to the packet. Our NoC prototypes have been also synthesized using a 180-nm CMOS standard-cell technology to evaluate the cost of implementing the combination of both services.

Keywords: Network-on-Chip, Parallel Pipeline Router Architecture, Wormhole Switching, Two-Level Priority Service.

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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: 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: 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: 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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