Search results for "wavelet."
showing 10 items of 327 documents
Wavelet analysis of financial contagion
2011
The aim is to estimate a factor model fitted to financial returns to disentagle the role played by common shock and idiosincratic shocks in shaping the comovement between asset returns during periods of calm and financial turbulence. For this purpose, we use wavelet analysis and, in particular, the Maximum Overlapping Discrete Wavelet Transform, to decompose the covariance matrix of the asset returns on a scale by scale basis, where each scale is associated to a given frequency range. This decomposition will give enough moment conditions to identify the role played by common and idiosincratic shocks. A Montecarlo simulation experiment shows that our testing methodology has good size and power …
Transformaciones multiescala no lineales
2013
La transformada wavelet y la multirresolución à la Harten son dos herramientas matemáticas que han sido aplicadas con éxito al tratamiento de señales digitales. En los últimos años, este campo ha experimentado un creciente interés debido a sus múltiples aplicaciones como, entre otras, la compresión de imágenes, eliminación de ruido, reconocimiento de patrones, recuperación de fotografías, en campos tan diversos como la Informática, Física, Medicina o Ingeniería. Iniciamos esta tesis con la revisión de estos conceptos. En 1993 A. Harten, [A. Harten. Discrete multiresolution analysis and generalized wavelets. J. Appl. Numer. Math., 12:153–192 (1993)], generaliza un cierto tipo de wavelets bio…
Block Based Deconvolution Algorithm Using Spline Wavelet Packets
2010
This paper presents robust algorithms to deconvolve discrete noised signals and images. The idea behind the algorithms is to solve the convolution equation separately in different frequency bands. This is achieved by using spline wavelet packets. The solutions are derived as linear combinations of the wavelet packets that minimize some parameterized quadratic functionals. Parameters choice, which is performed automatically, determines the trade-off between the solution regularity and the initial data approximation. This technique, which id called Spline Harmonic Analysis, provides a unified computational scheme for the design of orthonormal spline wavelet packets, fast implementation of the…
A wavelet-based demosaicking algorithm for embedded applications
2010
This paper presents an alternative to the spatial reconstruction of the sampled color filter array acquired through a digital image sensor. A demosaicking operation has to be applied to the raw image to recover the full-resolution color image. We present a low-complexity demosaicking algorithm processing in the wavelet domain. Produced images are available at the output of the algorithm either in the spatial representation or directly in the wavelet domain for high-level post processing in the latter domain. Results show that the computational complexity has been lowered by a factor of five compared to state of the art demosaicking algorithms.
Measuring spectrally-resolved information transfer.
2020
Information transfer, measured by transfer entropy, is a key component of distributed computation. It is therefore important to understand the pattern of information transfer in order to unravel the distributed computational algorithms of a system. Since in many natural systems distributed computation is thought to rely on rhythmic processes a frequency resolved measure of information transfer is highly desirable. Here, we present a novel algorithm, and its efficient implementation, to identify separately frequencies sending and receiving information in a network. Our approach relies on the invertible maximum overlap discrete wavelet transform (MODWT) for the creation of surrogate data in t…
A new approach for geological faults detection
2004
This paper will introduce a new approach, mainly based on wavelets transform and mathematical morphology, for the detection of geological faults in satellite and aerial photos. This can be useful for territorial analysis, digital cartography and the use of geographical information systems. The proposed method is fast enough and unsupervised. Different techniques will be compared and some examples on real data will be presented to indicate the applicability of these methods.
System identification via optimised wavelet-based neural networks
2003
Nonlinear system identification by means of wavelet-based neural networks (WBNNs) is presented. An iterative method is proposed, based on a way of combining genetic algorithms (GAs) and least-square techniques with the aim of avoiding redundancy in the representation of the function. GAs are used for optimal selection of the structure of the WBNN and the parameters of the transfer function of its neurones. Least-square techniques are used to update the weights of the net. The basic criterion of the method is the addition of a new neurone, at a generic step, to the already constructed WBNN so that no modification to the parameters of its neurones is required. Simulation experiments and compa…
Automatic Processing Scheme for Low Laser Invasiveness Electro Optical Frequency Mapping mode
2016
International audience; Electro optical techniques are efficient backside contactless techniques usually used for design debug and defect location in modern VLSI. Unfortunately, the signal to noise ratio is quite low and depends on laser power with potential device stress due to long acquisition time or high laser power, especially in up to date technologies. Under these conditions, to maintain a good signal or image quality, specific signal or image processing techniques can be implemented. In this paper, we proposed a new spatial filtering by stationary wavelets and contrast enhancement which allows the use of low laser power and short acquisition time in image mode.
<title>Human cell texture analysis with quincunx spline wavelet transform</title>
1999
Wavelet transforms are efficient tools for texture analysis and classification. Separable techniques are classically used but present several drawbacks. First, diagonal coefficients contain poor information. Second, the other coefficients contain useful information only if the texture is oriented in the vertical and horizontal directions. So an approach of texture analysis by non-separable transform is proposed. An improved interscale resolution is allowed by the quincunx scheme and this analysis leads to only one detail image where no particular orientation is favored. New orthogonal isotropic filters for the decomposition are constructed by applying McClellan transform on one dimension B-…
Wavelet-like efficient analysis of two-dimensional arbitrarily shaped radomes using a surface formulation
2007
[1] Radomes are usually made of lossy dielectric materials, and their accurate analysis is often cumbersome because of their typical large electrical size and geometrical complexity. In real reflector antenna structures, there are always complex interactions between the radome, the reflector surfaces and the directional feeds, which are typically neglected for the sake of simplicity. In this paper we will consider all such interactions in a very accurate way, thus requiring a high number of unknowns for the numerical solution of the problem. To overcome such drawback, an integral equation formulation based on the Equivalence Principle in combination with the wavelet transform has been emplo…