Search results for "Wavelets"
showing 7 items of 27 documents
Wavelet analysis of asset price misalignments
2011
Asset price misalignments are analyzed through wavelet decomposition. The analysis, carried within the time-frequency domain, allows us to detect how far, in a given time period, financial time series, such as house or stock prices, are from their fundamental value. The latter is associated with the low frequency component of a given time series. Moreover, using wavelet analysis, we explore whether monetary policy can contribute to asset price misalignments.
Wavelet Analysis and Denoising: New Tools for Economists
2007
This paper surveys the techniques of wavelets analysis and the associated methods of denoising. The Discrete Wavelet Transform and its undecimated version, the Maximum Overlapping Discrete Wavelet Transform, are described. The methods of wavelets analysis can be used show how the frequency content of the data varies with time. This allow us to pinpoint in time such events as major structural breaks. The sparse nature of the wavelets representation also facilitates the process of noise reduction by nonlinear \textit{wavelet shrinkage,} which can be used to reveal the underlying trends in economic data. An application of these techniques to the UK real GDP (1873--2001) is described. The purpo…
An evaluation framework and a benchmark for multi/hyperspectral image compression
2011
International audience; This paper benchmarks three multi/hyperspectral image compression approaches: the classic Multi-2D compression approach and two different implementations of 3D approach (Full 3D and Hybrid). All approaches are combined with a spectral PCA decorrelation stage to optimize performance. These three compression approaches are compared within a larger comparison framework than the conventionally used PSNR, which includes eight metrics divided into three families. The comparison is carried out with regard to variations in bitrates, spatial, and spectral dimensions variations of images. The time and memory consumption difference between the three approaches is also discussed…
A Study on Patch-Based Progressive Coding Schemes of Semi-Regular 3D Meshes for Local Wavelet Compression and View-Dependent Transmission
2010
International audience; This paper firstly introduces a wavelet-based segmentation for three-dimensional (3D) Semi-Regular (SR) meshes, as a pre-processing step, in a region-independent progressive coding algorithm. The proposed segmentation process aims at producing homogeneous regions with respect to their frequency amplitudes on the mesh surface, in other words: patches with different degrees of roughness. We have then studied the behavior of the wavelets, obtained during the independent coding of each region, especially close to the patch boundaries. The main contribution of this paper consists in considering three different possible wavelet decompositions, close to the region borders, …
A 3D multispectral integrated acquisition system : acquisition, data coding and compression
2010
We have developed an integrated system permitting the simultaneous acquisition of the 3D shape and the spectral spectral reflectance of scanned object surfaces. We call this system a 3D multispectral scanner because it combines within a stereopair, a multispectral video camera and a structured light projector. We see several application possibilities for a such acquisition system but we want to highlight applications in the field of digital archiving and broadcasting for heritage objects. In the manuscript we first introduce the acquisition system and its necessary calibrations and treatments needed for his use. Then, once the acquisition system is functional, data that are generated are ri…
Directionlets: Anisotropic Multidirectional representation with separable filtering
2006
In spite of the success of the standard wavelet transform (WT) in image processing in recent years, the efficiency of its representation is limited by the spatial isotropy of its basis functions built in the horizontal and vertical directions. One-dimensional (1-D) discontinuities in images (edges and contours) that are very important elements in visual perception, intersect too many wavelet basis functions and lead to a nonsparse representation. To efficiently capture these anisotropic geometrical structures characterized by many more than the horizontal and vertical directions, a more complex multidirectional (M-DIR) and anisotropic transform is required. We present a new lattice-based pe…
Optical flow estimation from multichannel spherical image decomposition
2011
International audience; The problem of optical flow estimation is largely discussed in computer vision domain for perspective images. It was also proven that, in terms of optical flow analysis from these images, we have difficulty distinguishing between some motion fields obtained with little camera motion. The omnidirectional cameras provided images with large filed of view. These images contain global information about motion and allow to remove the ambiguity present in perspective case. Nevertheless, these images contain significant radial distortions that is necessary to take into account when treating these images to estimate the motion. In this paper, we shall describe new way to comp…