Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model

Author(s):  
Jinru Wang ◽  
Wenhui Shi ◽  
Xiaochen Zeng
2013 ◽  
Vol 340 ◽  
pp. 642-646
Author(s):  
Li Song Tian ◽  
Wei Xuan Chen

The partial discharge (PD) detection systems are often vulnerable to strong external interferences, and sometimes the PD signals are submerged in noises (white noise for example) completely. So the signals acquired must be preprocessed to obtain the reliable PD information. While there are many methods for white noise denoising, mostly are not very suitable for partial discharge. The wavelet transform (WT) coefficient of PD and white noises have different spread characteristics in different WT scales. Based on the Information Theory, The Minimum Information Description Length (MDL) criterion is a optimization strategy, a small amount of signal parameter is requried to the PD signals representation, the paper proposes a wavelet spatial correlation algorithm to partial discharge denoising based on MDL criterion: optimal wavelet function is selected based on MDL, then have the white noise reduced in WT, the algorithm has wonderful virtues such as free from any parameters estimation about noise, free from presetting threshhold and threshold chooseing behavior, so the algorithm is highly adaptive. Large amount of experimental results illustrate that the method presented in this paper are efficient and feasible and outperforms other general method of PD noise reduction.


Author(s):  
Junna Hu ◽  
Buyu Wen ◽  
Ting Zeng ◽  
Zhidong Teng

Abstract In this paper, a stochastic susceptible-infective-recovered (SIRS) epidemic model with vaccination, nonlinear incidence and white noises under regime switching and Lévy jumps is investigated. A new threshold value is determined. Some basic assumptions with regard to nonlinear incidence, white noises, Markov switching and Lévy jumps are introduced. The threshold conditions to guarantee the extinction and permanence in the mean of the disease with probability one and the existence of unique ergodic stationary distribution for the model are established. Some new techniques to deal with the Markov switching, Lévy jumps, nonlinear incidence and vaccination for the stochastic epidemic models are proposed. Lastly, the numerical simulations not only illustrate the main results given in this paper, but also suggest some interesting open problems.


1988 ◽  
Vol 55 (3) ◽  
pp. 702-705 ◽  
Author(s):  
Y. K. Lin ◽  
Guoqiang Cai

A systematic procedure is developed to obtain the stationary probability density for the response of a nonlinear system under parametric and external excitations of Gaussian white noises. The procedure is devised by separating the circulatory portion of the probability flow from the noncirculatory flow, thus obtaining two sets of equations that must be satisfied by the probability potential. It is shown that these equations are identical to two of the conditions established previously under the assumption of detailed balance; therefore, one remaining condition for detailed balance is superfluous. Three examples are given for illustration, one of which is capable of exhibiting limit cycle and bifurcation behaviors, while another is selected to show that two different systems under two differents sets of excitations may result in the same probability distribution for their responses.


2001 ◽  
Vol 18 (2) ◽  
pp. 175-177 ◽  
Author(s):  
You Jing-Yun ◽  
Cao Li ◽  
Wu Da-Jin ◽  
Liang Gui-Yun
Keyword(s):  

1997 ◽  
Vol 18 (6) ◽  
pp. 553-578 ◽  
Author(s):  
Christian Francq ◽  
Michel Roussignol

2009 ◽  
Vol 12 (03) ◽  
pp. 297-317 ◽  
Author(s):  
ANOUAR BEN MABROUK ◽  
HEDI KORTAS ◽  
SAMIR BEN AMMOU

In this paper, fractional integrating dynamics in the return and the volatility series of stock market indices are investigated. The investigation is conducted using wavelet ordinary least squares, wavelet weighted least squares and the approximate Maximum Likelihood estimator. It is shown that the long memory property in stock returns is approximately associated with emerging markets rather than developed ones while strong evidence of long range dependence is found for all volatility series. The relevance of the wavelet-based estimators, especially, the approximate Maximum Likelihood and the weighted least squares techniques is proved in terms of stability and estimation accuracy.


2009 ◽  
Vol 58 (1) ◽  
pp. 97
Author(s):  
Bie Meng-Jie ◽  
Zhong Wei-Rong ◽  
Chen Di-Hu ◽  
Li Li ◽  
Shao Yuan-Zhi
Keyword(s):  

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