Search results for "wavelets"
showing 10 items of 27 documents
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…
Cartoon filter via adaptive abstraction
2016
We propose a non-parametric methodology to realize abstraction images.The redundant wavelet "a trous" algorithm is applied for details detection.An multi-scale circular median filter is used as a smoothing filter.The proposed algorithm is simple and fast on low-cost entry-level hardware. Abstraction in computer graphics defines a procedure that discriminates the essential information that is worth keeping. Usually details, that correspond to higher frequency components, allow to distinguish otherwise similar images. Vice versa, low frequencies are related to the main information, which are larger structures. Contours themselves may also be identified by high frequencies and separate each pi…
Optimal extension of multispectral image demosaicking algorithms for setting up a one-shot camera video acquisition system
2022
Multispectral images are acquired using multispectral cameras equipped with CCD or CMOS sensors which sample the visible or near infrared spectrum according to specific spectral bands. A mosaic of multispectral MSFA filters is superimposed on the surface of the sensors to acquire a raw image called an MSFA image. In the MSFA image, only one spectral band is available per pixel, the demosaicking process is necessary to estimate the multispectral image at full spatio-spectral resolution. Motivated by the success of single-sensor cameras capturing the image in a single exposure that use CFA filters, we performed a comparative study of a few recent color image demosaicking algorithms and experi…
A wavelet-based tool for studying non-periodicity
2010
This paper presents a new numerical approach to the study of non-periodicity in signals, which can complement the maximal Lyapunov exponent method for determining chaos transitions of a given dynamical system. The proposed technique is based on the continuous wavelet transform and the wavelet multiresolution analysis. A new parameter, the \textit{scale index}, is introduced and interpreted as a measure of the degree of the signal's non-periodicity. This methodology is successfully applied to three classical dynamical systems: the Bonhoeffer-van der Pol oscillator, the logistic map, and the Henon map.
Volatility co-movements: a time-scale decomposition analysis
2015
In this paper, we are interested in detecting contagion from US to European stock market volatilities in the period immediately after the Lehman Brothers collapse. The analysis is based on a factor decomposition of the covariance matrix, in the time and frequency domain, using wavelets. The analysis aims to disentangle two components of volatility contagion (anticipated and unanticipated by the market). Once we focus on standardized factor loadings, the results show no evidence of contagion (from the US) in market expectations (coming from implied volatility) and evidence of unanticipated contagion (coming from the volatility risk premium) for almost any European country. Finally, the estim…
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…
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…
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,…
Testing for Contagion: a Time-Scale Decomposition
2010
The aim of the paper is to test for financial contagion by estimating a simultaneous equation model subject to structural breaks. For this purpose, we use the Maximum Overlapping Discrete Wavelet Transform, MODWT, to decompose four asset returns into different scale components (each associated with a given frequency range). The decomposition will enable us to obtain the moment conditions necessary to (over)identify a structural form model with a single dummy and the one with multiple dummies capturing shifts in the co-movement of asset returns occurring during periods of financial turmoil. A Montecarlo simulation exercise shows that test based on a single dummy structural form model has goo…
A New Wavelet Tool to Quantify Non-Periodicity of Non-Stationary Economic Time Series
2020
We introduce a new wavelet tool, the windowed scale index, to study the degree of non-periodicity of time series. The windowed scale index is based on some recently defined tools, such as the windowed scalogram and the scale index. This novel measure is appropriate for non-stationary time series whose characteristics change over time and, therefore, it can be applied to a wide variety of disciplines. Furthermore, we revise the concept of the scale index and pose a theoretical problem: it is known that if the scale index of a function is not zero then it is non-periodic, but if the scale index of a function is zero, then it is not proved that it has to be periodic. This problem is solved for…