Search results for "wavelets"
showing 10 items of 27 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 …
Absence Seizure Detection Algorithm for Portable EEG Devices
2021
Absence seizures are generalized nonmotor epileptic seizures with abrupt onset and termination. Transient impairment of consciousness and spike-slow wave discharges (SWDs) in EEG are their characteristic manifestations. This type of seizure is severe in two common pediatric syndromes: childhood (CAE) and juvenile (JAE) absence epilepsy. The appearance of low-cost, portable EEG devices has paved the way for long-term, remote monitoring of CAE and JAE patients. The potential benefits of this kind of monitoring include facilitating diagnosis, personalized drug titration, and determining the duration of pharmacotherapy. Herein, we present a novel absence detection algorithm based on the propert…
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…
Wavelets Image Analysis for Friction Stir Processed TiNi Functional Behavior Characterization
2015
Abstract A key topic regarding Ti Ni Shape Memory materials concerns the possibility to attain welded junctions that preserves the shape memory properties of material. Other research topic for SMAs regards the retention of the shape memory effect cyclic stability; in fact, good shape memory properties frequently decrease during SME cycling of material. A method able to improve the cyclic stability of TiNi shape memory effect is the grain refinement. Considering these above mentioned research topics, a solid state welding process, as the Friction Stir Welding, is thus attractive for SMA joining and it exhibits potentials for achieving welded joints affected by microstructural changes that pr…
Conditional Bias Robust Estimation of the Total of Curve Data by Sampling in a Finite Population: An Illustration on Electricity Load Curves
2020
Abstract For marketing or power grid management purposes, many studies based on the analysis of total electricity consumption curves of groups of customers are now carried out by electricity companies. Aggregated totals or mean load curves are estimated using individual curves measured at fine time grid and collected according to some sampling design. Due to the skewness of the distribution of electricity consumptions, these samples often contain outlying curves which may have an important impact on the usual estimation procedures. We introduce several robust estimators of the total consumption curve which are not sensitive to such outlying curves. These estimators are based on the conditio…
Inner functions and local shape of orthonormal wavelets
2011
Abstract Conditions characterizing all orthonormal wavelets of L 2 ( R ) are given in terms of suitable orthonormal bases (ONBs) related with the translation and dilation operators. A particular choice of the ONBs, the so-called Haar bases, leads to new methods for constructing orthonormal wavelets from certain families of Hardy functions. Inner functions and the corresponding backward shift invariant subspaces articulate the structure of these families. The new algorithms focus on the local shape of the wavelet.
Testing for public debt sustainability using a time-scale decomposition analysis
2013
In this paper we estimate the response of primary surplus to lagged debt to test for debt sustainability within the 17 EMU countries by using a factor model. The analysis is split into two stages. In the first stage we retrieve the cyclical and long-run components of primary surplus and debt ratios of each EMU country using a wavelet decomposition for each fiscal covariate, based on the Maximal Overlapping Discrete Wavelet Transform. In the second stage, we use Full Information Maximum Likelihood for a factor decomposition of thecross covariance matrix of the wavelet coefficients of primary deficit and debt to GDP ratios in order to measure the short run and the long run reaction of the pri…
Adaptive surface compression with geometric wavelets.
2008
The recent advances in computer graphics and digitization allow access to an ever finer three-dimensional modelling of the world. The critical challenges with 3D models lie in their transmission and rendering, which must fit the heterogeneity of the end resources (network bandwidth, display terminals . . . ). In this context, this thesis investigates the progressive compression and transmission of 3D models, based on multiresolution analysis, to provide a scalable representation of these geometric models. This work is part of "CoSurf", a collaborative research project involving LIRIS laboratory and France Télécom R&D in Rennes. The proposed hierarchical compression method is based on a wave…
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, …
Interest rate changes and stock returns in Spain: A wavelet analysis
2015
This paper investigates the relationship between changes in interest rates and the Spanish stock market at the industry level over the period from January 1993 to December 2012 using a wavelet-based approach. The empirical results indicate that Spanish industries exhibit, in general, a significant interest rate sensitivity, although the degree of interest rate exposure differs considerably across industries and depending on the time horizon under consideration. In particular, regulated industries such as Utilities, highly indebted industries such as Real Estate, Utilities or Technology and Telecommunications, and the Banking industry emerge as the most vulnerable to interest rates. Further,…