scholarly journals Identification of exonic regions in DNA sequences using cross-correlation and noise suppression by discrete wavelet transform

2011 ◽  
Vol 12 (1) ◽  
pp. 430 ◽  
Author(s):  
Omid Abbasi ◽  
Ali Rostami ◽  
Ghader Karimian
Keyword(s):  
Wavelet Transform ◽  
Discrete Wavelet Transform ◽  
Dna Sequences ◽  
Cross Correlation ◽  
Noise Suppression ◽  
Discrete Wavelet

A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES

2009 ◽  
Vol 12 (01) ◽  
pp. 1-18 ◽  
Author(s):  
ALESSANDRO CARDINALI
Keyword(s):  
Wavelet Transform ◽  
Discrete Wavelet Transform ◽  
Multiscale Analysis ◽  
Cross Correlation ◽  
Wavelet Packet ◽  
Discrete Wavelet ◽  
Predictive Information ◽  
Wide Range ◽  
Predictive Content ◽  
Periodic Components

It is widely believed that implied volatilities contains information that would enable prediction of spot volatility for a wide range of financial assets. Lead-lag analysis based on the Discrete Wavelet Transform has been proposed as one method for identifying and extracting that predictive information. Unfortunately this approach can fail to identify periodic components that are not proportional to an increasing dyadic scale. We propose a multiscale analysis of the Eurodollar realized volatility and at-the-money (ATM) implied volatilities. After filtering the long memory components we produce a decomposition of cross-correlation by using wavelet packet methods. A threshold cost functional based on asymptotic confidence intervals was used along with the best basis algorithm in order to select an adaptive frequency partition of the sample cross-correlation. We found substantial evidence that Eurodollar implied volatilities contain predictive information about realized volatilities. Moreover, in our analysis the new technique outperforms the lead-lag analysis based on the nondecimated Discrete Wavelet Transform. Therefore we contend that the proposed technique will improve detection of predictive information and recommend further testing in a range of applied contexts.

scholarly journals Noise Suppression in ECG Signals through Efficient One-Step Wavelet Processing Techniques

2013 ◽  
Vol 2013 ◽  
pp. 1-13 ◽  
Author(s):  
E. Castillo ◽  
D. P. Morales ◽  
A. García ◽  
F. Martínez-Martí ◽  
L. Parrilla ◽  
...  
Keyword(s):  
Wavelet Transform ◽  
Pregnant Women ◽  
Discrete Wavelet Transform ◽  
Noise Suppression ◽  
Wavelet Denoising ◽  
Discrete Wavelet ◽  
Ecg Signals ◽  
One Step ◽  
Exhaustive Study ◽  
Processing Techniques

This paper illustrates the application of the discrete wavelet transform (DWT) for wandering and noise suppression in electrocardiographic (ECG) signals. A novel one-step implementation is presented, which allows improving the overall denoising process. In addition an exhaustive study is carried out, defining threshold limits and thresholding rules for optimal wavelet denoising using this presented technique. The system has been tested using synthetic ECG signals, which allow accurately measuring the effect of the proposed processing. Moreover, results from real abdominal ECG signals acquired from pregnant women are presented in order to validate the presented approach.

Improving Space Localization Properties of the Discrete Wavelet Transform

Informatica ◽  
2013 ◽  
Vol 24 (4) ◽  
pp. 657-675
Author(s):  
Jonas Valantinas ◽  
Deividas Kančelkis ◽  
Rokas Valantinas ◽  
Gintarė Viščiūtė
Keyword(s):  
Wavelet Transform ◽  
Discrete Wavelet Transform ◽  
Discrete Wavelet ◽  
Space Localization
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