Improving model performance with the integrated wavelet denoising method

Author(s):  
Yi-Ting Chen ◽  
Edward W. Sun ◽  
Min-Teh Yu

AbstractIntelligent pattern recognition imposes new challenges in high-frequency financial data mining due to its irregularities and roughness. Based on the wavelet transform for decomposing systematic patterns and noise, in this paper we propose a new integrated wavelet denoising method, named smoothness-oriented wavelet denoising algorithm (SOWDA), that optimally determines the wavelet function, maximal level of decomposition, and the threshold rule by using a smoothness score function that simultaneously detects the global and local extrema. We discuss the properties of our method and propose a new evaluation procedure to show its robustness. In addition, we apply this method both in simulation and empirical investigation. Both the simulation results based on three typical stylized features of financial data and the empirical results in analyzing high-frequency financial data from Frankfurt Stock Exchange confirm that SOWDA significantly (based on the RMSE comparison) improves the performance of classical econometric models after denoising the data with the discrete wavelet transform (DWT) and maximal overlap discrete wavelet transform (MODWT) methods.

2014 ◽  
Vol 14 (2) ◽  
pp. 102-108 ◽  
Author(s):  
Yong Yang ◽  
Shuying Huang ◽  
Junfeng Gao ◽  
Zhongsheng Qian

Abstract In this paper, by considering the main objective of multi-focus image fusion and the physical meaning of wavelet coefficients, a discrete wavelet transform (DWT) based fusion technique with a novel coefficients selection algorithm is presented. After the source images are decomposed by DWT, two different window-based fusion rules are separately employed to combine the low frequency and high frequency coefficients. In the method, the coefficients in the low frequency domain with maximum sharpness focus measure are selected as coefficients of the fused image, and a maximum neighboring energy based fusion scheme is proposed to select high frequency sub-bands coefficients. In order to guarantee the homogeneity of the resultant fused image, a consistency verification procedure is applied to the combined coefficients. The performance assessment of the proposed method was conducted in both synthetic and real multi-focus images. Experimental results demonstrate that the proposed method can achieve better visual quality and objective evaluation indexes than several existing fusion methods, thus being an effective multi-focus image fusion method.


2015 ◽  
Vol 27 (1) ◽  
pp. 43-52 ◽  
Author(s):  
Henryk Borowczyk

Abstract The method of a multi-valued diagnostic model synthesis using discrete wavelet transform is presented. The method's algorithm consists of three stages: (1) - signal decomposition into low- and high frequency parts - approximations and details, (2) - approximations and details parameterization, (3) - multi-valued encoding parameters obtained in stage 2. The method is illustrated with vibroacoustic signal in real life experiment. The multi-valued diagnostic model is the final result.


2020 ◽  
Vol 1 (1) ◽  
pp. 1-6
Author(s):  
P.P.S Saputra

Currently induction motors are widely used in industry due to strong construction, high efficiency, and cheap maintenance. Machine maintenance is needed to prolong the life of the induction motor. As studied, bearing faults may account for 42% -50% of all motor failures. In general it is due to manufacturing faults, lack of lubrication, and installation errors. Misalignment of motor is one of the installation errors. This paper is concerned to simulation of discrete wavelet transform for identifying misalignment in induction motor. Modelling of motor operation is introduced in this paper as normal operation and two variations of misalignment. For this task, haar and coiflet discrete wavelet transform in first level until fifth level is used to extract vibration signal of motor into high frequency of signal. Then, energy signal and other signal extraction gotten from high frequency signal is evaluated to analysis condition of motor. The results show that haar discrete wavelet transform at thirth level can identify normal motor  and misalignment motor conditions well


2016 ◽  
Vol 2016 ◽  
pp. 1-12 ◽  
Author(s):  
Mathieu Gauvin ◽  
Allison L. Dorfman ◽  
Nataly Trang ◽  
Mercedes Gauthier ◽  
John M. Little ◽  
...  

The electroretinogram (ERG) is composed of slow (i.e., a-, b-waves) and fast (i.e., oscillatory potentials: OPs) components. OPs have been shown to be preferably affected in some diseases (such as diabetic retinopathy), while the a- and b-waves remain relatively intact. The purpose of this study was to determine the contribution of OPs to the building of the ERG and to examine whether a signal mostly composed of OPs could also exist. DWT analyses were performed on photopic ERGs (flash intensities: −2.23 to 2.64 log cd·s·m−2in 21 steps) obtained from normal subjects (n=40) and patients (n=21) affected with a retinopathy. In controls, the %OP value (i.e., OPs energy/ERG energy) is stimulus- and amplitude-independent (range: 56.6–61.6%; CV = 6.3%). In contrast, the %OPs measured from the ERGs of our patients varied significantly more (range: 35.4%–89.2%;p<0.05) depending on the pathology, some presenting with ERGs that are almost solely composed of OPs. In conclusion, patients may present with a wide range of %OP values. Findings herein also support the hypothesis that, in certain conditions, the photopic ERG can be mostly composed of high-frequency components.


Protection and authentication of medical images is essential for the patient’s disease identification and diagnosis. The watermark in medical imaging application needs to be invisible and it is also required to preserve the low and high frequency features of image data which makes watermarking a difficult assignment. Within this manuscript an unseen medical image watermarking approach is projected apply edge detection in the discrete wavelet transform domain. The wavelet transform is brought into play to decay the medical picture interested in multi-frequency secondary band coefficients. The edge detection applies to high frequency wavelet group in the direction of generating the boundary coefficients used as a key. The Gaussian noise pattern is utilized as watermark as well as embedded within the edge coefficients around the edges. To add the robustness scaled dilated edge coefficient is added with the edge coefficients to generate the watermarked image. Preserving the small frequency secondary band fulfills the information requirement of the medical imaging application. At the same time as adding together the watermark during high frequency sub-bands improve the watermark invisibility. To add additional robustness the dilation is applied on the edged coefficient before being embedded with sub band coefficients. presentation of the technique is experienced on the dissimilar set of medical imagery as well as evaluation of the proposed watermarking method founds it robust not in favor of the different attacks such at the same time as filtering, turning round plus resizing. Parametric study foundation going on Mean Square Error along with Signal to Noise Ratio shows that how good method performs for invisibility.


2014 ◽  
Vol 933 ◽  
pp. 762-767
Author(s):  
T. Menakadevi ◽  
J. Arivudainambi ◽  
M. Sulochana

An Image Resolution Enhancement Technique based on Interpolation of the high frequency sub-band of colour images obtained by Discrete Wavelet Transform and the input colour image is proposed in this paper. Interpolation determines the intermediate values on the basis of observed values. One of the commonly used interpolation technique is Bicubic Interpolation. The edges are enhanced by introducing an intermediate stage by using Stationary Wavelet Transform. It is designed to overcome the lack of Translation-Invariance of Discrete Wavelet Transform. This is widely used in Signal Denoising and Pattern Recognition. Discrete Wavelet Transform is applied in order to decompose an input colour image into different sub-bands. Then the high frequency sub-bands as well as the input colour image are interpolated separately. The interpolated high frequency sub-bands and the Stationary Wavelet Transform high frequency sub-bands have the same size which means they can be added with each other. The new corrected high frequency sub-bands can be interpolated further for higher enlargement. Then all these sub-bands are combined with interpolated input image for new high resolution image by using Inverse Discrete Wavelet Transform. This has been done by MATLAB. The Peak Signal-Noise Ratio was obtained upto 5dB greater than the conventional and state-of-art image resolution enhancement techniques.


2013 ◽  
Vol 2013 ◽  
pp. 1-13 ◽  
Author(s):  
E. Castillo ◽  
D. P. Morales ◽  
A. García ◽  
F. Martínez-Martí ◽  
L. Parrilla ◽  
...  

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.


2020 ◽  
Vol 10 (11) ◽  
pp. 3922 ◽  
Author(s):  
Guishuo Wang ◽  
Xiaoli Wang ◽  
Chen Zhao

The current signal harmonic detection method(s) cannot reduce the errors in the analysis and extraction of mixed harmonics in the power grid. This paper designs a harmonic detection method based on discrete Fourier transform (DFT) and discrete wavelet transform (DWT) using Bartlett–Hann window function. It improves the detection accuracy of the existing methods in the low frequency steady-state part. In addition, it also separates the steady harmonics from the attenuation harmonics of the high frequency part. Simulation results show that the proposed harmonic detection method improves the detection accuracy of the steady-state part by 1.5175% compared to the existing method. The average value of low frequency steady-state amplitude detection of the proposed method is about 95.3375%. At the same time, the individual harmonic components of the signal are accurately detected and recovered in the high frequency part, and separation of the steady-state harmonics and the attenuated harmonics is achieved. This method is beneficial to improve the ability of harmonic analysis in the power grid.


2019 ◽  
Vol 9 (23) ◽  
pp. 5215 ◽  
Author(s):  
Xinyu Jiang ◽  
Ke Xu ◽  
Renjie Zhang ◽  
Haoran Ren ◽  
Wei Chen

With the development of pervasive sensing and machine learning technologies, automated epileptic seizure detection based on electroencephalogram (EEG) signals has provided tremendous support for the lives of epileptic patients. Discrete wavelet transform (DWT) is an effective method for time-frequency analysis of EEG and has been used for seizure detection in daily healthcare monitoring systems. However, the shift variance, the lack of directionality and the substantial aliasing, limit the effects of DWT in some applications. Dual-tree discrete wavelet transform (DTDWT) can overcome those drawbacks but may increase information redundancy. For classification tasks with small dataset sizes, such redundancy can greatly reduce learning efficiency and model performance. In this work, we proposed a novel redundancy removed DTDWT (RR-DTDWT) framework for automated seizure detection. Energy and modified multi-scale entropy (MMSE) features in a dual tree wavelet domain were extracted to construct a complete picture of mental states. To the best of our knowledge, this is the first study to employ MMSE as an indicator of epileptic seizures. Moreover, a compact EEG representation can be obtained after removing useless information redundancy (redundancy between wavelet trees, adjacent channels and entropy scales) by a general auto-weighted feature selection framework via global redundancy minimization (AGRM). Through validation on Bonn and CHB-MIT databases, the proposed RR-DTDWT method can achieve better performance than previous studies.


2011 ◽  
Vol 403-408 ◽  
pp. 866-870
Author(s):  
Vaibhav Nigam ◽  
Smriti Bhatnagar ◽  
Sajal Luthra

This paper is a comparative study of image denoising using previously known wavelet transform and new type of wavelet transform, namely, Diversity enhanced discrete wavelet transform. The Discrete Wavelet Transform (DWT) has two parameters: the mother wavelet and the number of iterations. For every noisy image, there is a best pair of parameters for which we get maximum output Peak Signal to Noise Ratio, PSNR. As the denoising algorithms are sensitive to the parameters of the wavelet transform used, in this paper comparison of DEDWT to DWT has been presented. The diversity is enhanced by computing wavelet transforms with different parameters. After the filtering of each detail coefficient, the corresponding wavelet transforms are inverted and the estimated image, having a higher PSNR, is extracted. To benchmark against the best possible denoising method three thresholding techniques have been compared. In this paper we have presented a more practical, implementation oriented work.


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