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Wavelet Analysis

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lightbulbAbout this topic
Wavelet Analysis is a mathematical technique used for signal processing and data analysis that involves decomposing functions or signals into wavelets, which are localized oscillatory functions. This method allows for the representation of data at various scales and resolutions, facilitating the analysis of non-stationary signals and the extraction of features from complex datasets.
lightbulbAbout this topic
Wavelet Analysis is a mathematical technique used for signal processing and data analysis that involves decomposing functions or signals into wavelets, which are localized oscillatory functions. This method allows for the representation of data at various scales and resolutions, facilitating the analysis of non-stationary signals and the extraction of features from complex datasets.

Key research themes

1. How does wavelet analysis enhance multiresolution signal decomposition and reconstruction compared to classical Fourier methods?

This theme focuses on the development and application of wavelet transforms for efficient multiresolution decomposition of signals and images. Unlike the classical Fourier transform, which lacks localization in time and struggles with non-stationary signals, wavelet analysis enables analysis at multiple scales with good time-frequency localization. It has advantages in convergence, computational efficiency, and capturing localized features, making it pivotal in signal reconstruction, compression, denoising, and characterization of complex real-world data.

Key finding: The paper establishes that wavelet constructions, generalizing the Haar system, allow an orthogonal, multiresolution decomposition of L2 spaces with translation invariant subspaces. Wavelet-based multiresolution... Read more
Key finding: This review highlights wavelet theory’s success in image processing applications through multiresolution analysis (MRA). It describes how wavelets enable orthogonal decomposition frameworks that surpass traditional Fourier... Read more
Key finding: The paper details how Discrete Wavelet Transform (DWT) enables decomposition of images into subbands capturing coarse approximations and detail coefficients at multiple scales. Compared to Discrete Cosine Transform (DCT),... Read more
Key finding: This study demonstrates the Discrete Wavelet Transform’s (DWT) ability to provide a compact, computationally efficient time-frequency representation of non-stationary audio signals outperforming conventional Fourier-based... Read more

2. In what ways does wavelet analysis facilitate time-frequency characterization and coherence assessment of non-stationary signals in financial and environmental domains?

This theme addresses the application of wavelet transforms in analyzing complex, time-varying relationships in financial markets, energy systems, and environmental processes. Wavelet coherence and related multiscale methods provide localized correlation and causality insights in time-frequency domains critical for studying volatility dynamics, contagion effects, and interconnectedness overlooked by traditional methods. These approaches allow the detection of structural changes, transient behavior, and lead-lag relationships in non-stationary signals such as financial indices, oil prices, renewable energy production, and environmental indicators.

Key finding: The study employs Wavelet Coherence Analysis to reveal temporally and frequency-varying relationships among CDS premiums, the VIX index, and BIST 100 stock index in Turkey. It uncovers that VIX and CDS exhibit variable... Read more
Key finding: Using wavelet coherence, the paper finds dynamic lead-lag and volatility relationships between Turkish sovereign CDS spreads and major financial instruments across multiple frequencies. Government bond yields and exchange... Read more
Key finding: Applying local and global wavelet correlation techniques, the study detects significant contagion and shifting correlation structures between ECOWAS financial markets and Brent oil prices before and after the COVID-19 crisis.... Read more
Key finding: The study integrates Partial Wavelet Coherency and Time-Varying Granger Causality methods to reveal predominant in-phase relationships with oil prices leading renewable energy production series during COVID-19, along with... Read more
Key finding: Using wavelet analyses on US monthly data, this paper identifies time-varying and frequency-dependent correlations and lead-lag effects between residential energy demand (electricity, geothermal, solar) and CO2 emissions. The... Read more

3. What are the advances in wavelet-based multidirectional and adaptive transform designs, and how do they improve signal and image approximation and denoising?

This theme investigates methodological innovations in constructing wavelet bases and transforms that capture directional features beyond traditional separable constructions. By incorporating lattice theory and multidirectional subsampling, new wavelet frameworks increase the ability to represent, approximate, and denoise multi-dimensional signals with anisotropic features more effectively. Such adaptive and multidirectional wavelet bases address limitations of classical separable 2D wavelets in image processing by offering richer orientations and improved approximation capabilities.

Key finding: The paper proposes a novel multidirectional discrete wavelet transform utilizing lattice theory-based subsampling, enabling many more discrete analysis directions than classical separable 2D wavelet transforms. This method... Read more
Key finding: This paper develops and applies new families of wavelets derived from Chebyshev polynomials (Second Kind Chebyshev Wavelet Transform) with orthogonality and multiresolution properties. The study shows these wavelets yield... Read more
Key finding: The study explores the computationally efficient Haar Discrete Wavelet Transform (HDWT) and its modified fast variant for image compression and decomposition. By varying levels of decomposition, the evaluation in PSNR and... Read more

All papers in Wavelet Analysis

Musical genres are categorical labels created by humans to characterize pieces of music. A musical genre is characterized by the common characteristics shared by its members. These characteristics typically are related to the... more
We survey the newly developed Hilbert spectral analysis method and its applications to Stokes waves, nonlinear wave evolution processes, the spectral form of the random wave field, and turbulence. Our emphasis is on the inadequacy of... more
Orthogonal wavelet transforms have recently become a popular representation for multiscale signal and image analysis. One of the major drawbacks of these representations is their lack of translation invariance: the content of wavelet... more
The EMD algorithm is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of components, well separated in the time-frequency plane, each of which can be viewed... more
A wavelet-based tool for the analysis of long-range dependence and a related semi-parametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian... more
This correspondence introduces a new approach to characterize textures at multiple scales. The performance of wavelet packet spaces are measured in terms of sensitivity and selectivity for the classification of twenty-five natural... more
The dependence of modern life upon the continuous supply of electrical energy makes power quality of utmost importance in the power systems area.
In dimensions two and higher, wavelets can efficiently represent only a small range of the full diversity of interesting behavior. In effect, wavelets are welladapted for pointlike phenomena, whereas in dimensions greater than one,... more
The kurtogram is a fourth-order spectral analysis tool recently introduced for detecting and characterising nonstationarities in a signal. The paradigm relies on the assertion that each type of transient is associated with an optimal... more
We introduce a metric for probability distributions, which is bounded, information-theoretically motivated, and has a natural Bayesian interpretation. The square root of the well-known distance is an asymptotic approximation to it.... more
The vibration signals of a machine always carry the dynamic information of the machine. These signals are very useful for the feature extraction and fault diagnosis. However, in many cases, because these signals have very low... more
We study the application of the Bamberger directional filter bank to the problem of rotation invariant texture classification. We explore the use of purely directional decompositions and the use of polar-separable Bamberger pyramids. We... more
This paper compares two general and formal solutions to the problem of fusion of multispectral images with high-resolution panchromatic observations. The former exploits the undecimated discrete wavelet transform, which is an octave... more
This paper describes the use of wavelet transform for analyzing power system fault transients in order to determine the fault location. Traveling wave theory is utilized in capturing the travel time of the transients along the monitored... more
Schizophrenia has been conceptualized as a failure of cognitive integration, and abnormalities in neural circuitry (particularly inhibitory interneurons) have been proposed as a basis for this disorder. We used measures of phase locking... more
Our goal in this paper is to show that many of the tools of signal processing, adapted Fourier and wavelet analysis can be naturally lifted to the setting of digital data clouds, graphs and manifolds. We use diffusion as a smoothing and... more
The assessment of the comovement among international stock markets is of key interest, for example, for the international portfolio diversification literature. In this paper, we re-examine such comovement by resorting to a novel approach,... more
Ongoing global climatic change initiated by the anthropogenic release of carbon dioxide is a matter of intense debate. We focus both on the impact of these climatic changes on the global hydrological cycle and on the amplitude of the... more
In literature, several methods are available to combine both low spatial multispectral and low spectral panchromatic resolution images to obtain a high resolution multispectral image. One of the most common problems encountered in these... more
This paper describes a video coding system based on motion-compensated three-dimensional (3-D) subband/wavelet coding (MC-3DSBC), which can overcome the limits of both 3-D SBC and MC prediction-based coding. In this new system,... more
This paper is a comparative study of three recently proposed algorithms for face recognition: eigenface, autoassociation and classification neural nets, and elastic matching. After these algorithms were analyzed under a common statistical... more
by Bernard Cazelles and 
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Wavelet analysis is a powerful tool that is already in use throughout science and engineering. The versatility and attractiveness of the wavelet approach lie in its decomposition properties, principally its time-scale localization. It is... more
This contribution provides a review of the most recent wavelet applications in the field of earth sciences and is devoted to introducing and illustrating new wavelet analysis methods in the field of hydrology. Wavelet analysis remains... more
Synthetic aperture radar (SAR) images are inherently affected by multiplicative speckle noise, which is due to the coherent nature of the scattering phenomenon. This paper proposes a novel Bayesian-based algorithm within the framework of... more
This article, written in honor of Professor Nemat-Nasser, provides an update of the standard theories of dislocation dynamics, plasticity and elasticity properly modified to include scale effects through the introduction of higher order... more
This paper presents a new approach for power quality analysis using a modified wavelet transform known as S-transform. The local spectral information of the wavelet transform can, with slight modification, be used to perform local cross... more
The flow of energy through the solar atmosphere and the heating of the Sun's outer regions are still not understood. Here, we report the detection of oscillatory phenomena associated with a large bright-point group that is 430,000 square... more
In the context of image coding, a number of reversible integer-to-integer wavelet transforms are compared on the basis of their lossy compression performance, lossless compression performance, and computational complexity. Of the... more
Karstic watersheds appear as highly as non-linear and non-stationary systems. The behaviour of karstic springs has been previously studied using non-linear simulation methods (Volterra expansion) and non-stationary analyses methods based... more
This paper presents a nontechnical, conceptually oriented introduction to wavelet analysis and its application to neuroelectric waveforms such as the EEG and event related potentials (ERP). Wavelet analysis refers to a growing class of... more
Support vector machine (SVM) is an extensively used machine learning method with many biomedical signal classification applications. In this study, a novel PSO-SVM model have been proposed that hybridized the particle swarm optimization... more
Due to the importance of rolling bearings as one of the most widely used industrial machinery elements, development of proper monitoring and fault diagnosis procedure to prevent malfunctioning and failure of these elements during... more
The aim of this paper is to examine a set of wavelet functions (wavelets) for implementation in a still image compression system and to highlight the benefit of this transform relating to today's methods. The paper discusses important... more
Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a... more
A new methodology for fusing satellite sensor imagery, based on tailored filtering in the Fourier domain is proposed. Finite-duration Impulse Response (FIR) filters have been designed through an objective criterion, which depends on... more
Over the last few decades, the damage identification methods of civil and mechanical structures have been drawing much interest from various fields. Wavelet analysis, a relatively new mathematical and signal processing tool, is one of... more
Annual maximum streamflow and annual maximum water level and their variations exert most serious influences on human society. In this paper, temporal trends and frequency changes at three major stations of Yangtze River, i.e. Yichang,... more
In this work we studied and validated a simple heartbeat classifier based on ECG feature models selected with the focus on an improved generalization capability. We considered features from the RR series, as well as features computed from... more
In previous works ([9-10]), the authors proposed a novel method for the diagnosis of rotor bar failures in induction machines, based on the analysis of the startup stator current through the Discrete Wavelet Transform (DWT). In those... more
In the current context of global infectious disease risks, a better understanding of the dynamics of major epidemics is urgently needed. Time-series analysis has appeared as an interesting approach to explore the dynamics of numerous... more
Instrumental station pressure, temperature and precipitation measurements and proxy data were used to statistically reconstrud monthly time series of the North Atlantic Oscillation (NAO) and the Eurasian (EU) circulation indices back to... more
The analysis, identification, characterization and simulation of random processes utilizing both the continuous and discrete wavelet transform is addressed. The wavelet transform is used to decompose random processes into localized... more
Without a doubt the first step in any water resources management is the rainfall-runoff modeling over the watershed. However considering high stochastic property of the process, many models are being still developed in order to define... more
Compressed sensing (CS) is an emerging signal processing paradigm that enables sub-Nyquist processing of sparse signals such as electrocardiogram (ECG) and electromyogram (EMG) biosignals. Consequently, it can be applied to biosignal... more
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