The Wavelet Tutorial Second Edition Part I by Robi Polikar
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Moving Average Filters
CHAPTER 15 Moving Average Filters The moving average is the most common filter in DSP, mainly because it is the easiest digital filter to understand and use. In spite of its simplicity, the moving average filter is optimal for a common task: reducing random noise while retaining a sharp step response. This makes it the premier filter for time domain encoded signals. However, the moving average is the worst filter for frequency domain encoded signals, with little ability to separate one band of frequencies from another. Relatives of the moving average filter include the Gaussian, Blackman, and multiple- pass moving average. These have slightly better performance in the frequency domain, at the expense of increased computation time. Implementation by Convolution As the name implies, the moving average filter operates by averaging a number of points from the input signal to produce each point in the output signal. In equation form, this is written: EQUATION 15-1 Equation of the moving average filter. In M &1 this equation, x[ ] is the input signal, y[ ] is ' 1 % y[i] j x [i j ] the output signal, and M is the number of M j'0 points used in the moving average. This equation only uses points on one side of the output sample being calculated. Where x[ ] is the input signal, y[ ] is the output signal, and M is the number of points in the average. For example, in a 5 point moving average filter, point 80 in the output signal is given by: x [80] % x [81] % x [82] % x [83] % x [84] y [80] ' 5 277 278 The Scientist and Engineer's Guide to Digital Signal Processing As an alternative, the group of points from the input signal can be chosen symmetrically around the output point: x[78] % x[79] % x[80] % x[81] % x[82] y[80] ' 5 This corresponds to changing the summation in Eq. -
Power Grid Topology Classification Based on Time Domain Analysis
Power Grid Topology Classification Based on Time Domain Analysis Jia He, Maggie X. Cheng and Mariesa L. Crow, Fellow, IEEE Abstract—Power system monitoring is significantly im- all depend on the correct network topology information. proved with the use of Phasor Measurement Units (PMUs). Topology change, no matter what caused it, must be The availability of PMU data and recent advances in ma- immediately updated. An unattended topology error may chine learning together enable advanced data analysis that lead to cascading power outages and cause large scale is critical for real-time fault detection and diagnosis. This blackout ( [2], [3]). In this paper, we demonstrate that paper focuses on the problem of power line outage. We use a machine learning framework and consider the problem using a machine learning approach and real-time mea- of line outage identification as a classification problem in surement data we can timely and accurately identify the machine learning. The method is data-driven and does outage location. We leverage PMU data and consider not rely on the results of other analysis such as power the task of identifying the location of line outage as flow analysis and solving power system equations. Since it a classification problem. The methods can be applied does not involve using power system parameters to solve in real-time. Although training a classifier can be time- equations, it is applicable even when such parameters are consuming, the prediction of power line status can be unavailable. The proposed method uses only voltage phasor done in real-time. angles obtained from PMUs. -
LNCS 7215, Pp
ACoreCalculusforProvenance Umut A. Acar1,AmalAhmed2,JamesCheney3,andRolyPerera1 1 Max Planck Institute for Software Systems umut,rolyp @mpi-sws.org { 2 Indiana} University [email protected] 3 University of Edinburgh [email protected] Abstract. Provenance is an increasing concern due to the revolution in sharing and processing scientific data on the Web and in other computer systems. It is proposed that many computer systems will need to become provenance-aware in order to provide satisfactory accountability, reproducibility,andtrustforscien- tific or other high-value data. To date, there is not a consensus concerning ap- propriate formal models or security properties for provenance. In previous work, we introduced a formal framework for provenance security and proposed formal definitions of properties called disclosure and obfuscation. This paper develops a core calculus for provenance in programming languages. Whereas previous models of provenance have focused on special-purpose languages such as workflows and database queries, we consider a higher-order, functional language with sums, products, and recursive types and functions. We explore the ramifications of using traces based on operational derivations for the purpose of comparing other forms of provenance. We design a rich class of prove- nance views over traces. Finally, we prove relationships among provenance views and develop some solutions to the disclosure and obfuscation problems. 1Introduction Provenance, or meta-information about the origin, history, or derivation of an object, is now recognized as a central challenge in establishing trust and providing security in computer systems, particularly on the Web. Essentially, provenance management in- volves instrumenting a system with detailed monitoring or logging of auditable records that help explain how results depend on inputs or other (sometimes untrustworthy) sources. -
Logistic-Weighted Regression Improves Decoding of Finger Flexion from Electrocorticographic Signals
Logistic-weighted Regression Improves Decoding of Finger Flexion from Electrocorticographic Signals Weixuan Chen*-IEEE Student Member, Xilin Liu-IEEE Student Member, and Brian Litt-IEEE Senior Member Abstract— One of the most interesting applications of brain linear Wiener filter [7–10]. To take into account the computer interfaces (BCIs) is movement prediction. With the physiological, physical, and mechanical constraints that development of invasive recording techniques and decoding affect the flexion of limbs, some studies applied switching algorithms in the past ten years, many single neuron-based and models [11] or Bayesian models [12,13] to the results of electrocorticography (ECoG)-based studies have been able to linear regressions above. Other studies have explored the decode trajectories of limb movements. As the output variables utility of non-linear methods, including neural networks [14– are continuous in these studies, a regression model is commonly 17], multilinear perceptrons [18], and support vector used. However, the decoding of limb movements is not a pure machines [18], but they tend to have difficulty with high regression problem, because the trajectories can be apparently dimensional features and limited training data [13]. classified into a motion state and a resting state, which result in a binary property overlooked by previous studies. In this Nevertheless, the studies of limb movement translation paper, we propose an algorithm called logistic-weighted are in fact not pure regression problems, because the limbs regression to make use of the property, and apply the algorithm are not always under the motion state. Whether it is during an to a BCI system decoding flexion of human fingers from ECoG experiment or in the daily life, the resting state of the limbs is signals. -
11 Practice Lesso N 4 R O U N D W H Ole Nu M Bers U N It 1
CC04MM RPPSTG TEXT.indb 11 © Practice and Problem Solving Curriculum Associates, LLC Copying isnotpermitted. Practice Lesson 4 Round Whole Numbers Whole 4Round Lesson Practice Lesson 4 Round Whole Numbers Name: Solve. M 3 Round each number. Prerequisite: Round Three-Digit Numbers a. 689 rounded to the nearest ten is 690 . Study the example showing how to round a b. 68 rounded to the nearest hundred is 100 . three-digit number. Then solve problems 1–6. c. 945 rounded to the nearest ten is 950 . Example d. 945 rounded to the nearest hundred is 900 . Round 154 to the nearest ten. M 4 Rachel earned $164 babysitting last month. She earned $95 this month. Rachel rounded each 150 151 152 153 154 155 156 157 158 159 160 amount to the nearest $10 to estimate how much 154 is between 150 and 160. It is closer to 150. she earned. What is each amount rounded to the 154 rounded to the nearest ten is 150. nearest $10? Show your work. Round 154 to the nearest hundred. Student work will vary. Students might draw number lines, a hundreds chart, or explain in words. 100 110 120 130 140 150 160 170 180 190 200 Solution: ___________________________________$160 and $100 154 is between 100 and 200. It is closer to 200. C 5 Use the digits in the tiles to create a number that 154 rounded to the nearest hundred is 200. makes each statement true. Use each digit only once. B 1 Round 236 to the nearest ten. 1 2 3 4 5 6 7 8 9 Which tens is 236 between? Possible answer shown. -
Lecture 19: Wavelet Compression of Time Series and Images
Lecture 19: Wavelet compression of time series and images c Christopher S. Bretherton Winter 2014 Ref: Matlab Wavelet Toolbox help. 19.1 Wavelet compression of a time series The last section of wavelet leleccum notoolbox.m demonstrates the use of wavelet compression on a time series. The idea is to keep the wavelet coefficients of largest amplitude and zero out the small ones. 19.2 Wavelet analysis/compression of an image Wavelet analysis is easily extended to two-dimensional images or datasets (data matrices), by first doing a wavelet transform of each column of the matrix, then transforming each row of the result (see wavelet image). The wavelet coeffi- cient matrix has the highest level (largest-scale) averages in the first rows/columns, then successively smaller detail scales further down the rows/columns. The ex- ample also shows fine results with 50-fold data compression. 19.3 Continuous Wavelet Transform (CWT) Given a continuous signal u(t) and an analyzing wavelet (x), the CWT has the form Z 1 s − t W (λ, t) = λ−1=2 ( )u(s)ds (19.3.1) −∞ λ Here λ, the scale, is a continuous variable. We insist that have mean zero and that its square integrates to 1. The continuous Haar wavelet is defined: 8 < 1 0 < t < 1=2 (t) = −1 1=2 < t < 1 (19.3.2) : 0 otherwise W (λ, t) is proportional to the difference of running means of u over successive intervals of length λ/2. 1 Amath 482/582 Lecture 19 Bretherton - Winter 2014 2 In practice, for a discrete time series, the integral is evaluated as a Riemann sum using the Matlab wavelet toolbox function cwt. -
Adaptive Wavelet Clustering for Highly Noisy Data
Adaptive Wavelet Clustering for Highly Noisy Data Zengjian Chen Jiayi Liu Yihe Deng Department of Computer Science Department of Computer Science Department of Mathematics Huazhong University of University of Massachusetts Amherst University of California, Los Angeles Science and Technology Massachusetts, USA California, USA Wuhan, China [email protected] [email protected] [email protected] Kun He* John E. Hopcroft Department of Computer Science Department of Computer Science Huazhong University of Science and Technology Cornell University Wuhan, China Ithaca, NY, USA [email protected] [email protected] Abstract—In this paper we make progress on the unsupervised Based on the pioneering work of Sheikholeslami that applies task of mining arbitrarily shaped clusters in highly noisy datasets, wavelet transform, originally used for signal processing, on which is a task present in many real-world applications. Based spatial data clustering [12], we propose a new wavelet based on the fundamental work that first applies a wavelet transform to data clustering, we propose an adaptive clustering algorithm, algorithm called AdaWave that can adaptively and effectively denoted as AdaWave, which exhibits favorable characteristics for uncover clusters in highly noisy data. To tackle general appli- clustering. By a self-adaptive thresholding technique, AdaWave cations, we assume that the clusters in a dataset do not follow is parameter free and can handle data in various situations. any specific distribution and can be arbitrarily shaped. It is deterministic, fast in linear time, order-insensitive, shape- To show the hardness of the clustering task, we first design insensitive, robust to highly noisy data, and requires no pre- knowledge on data models. -
A Fourier-Wavelet Monte Carlo Method for Fractal Random Fields
JOURNAL OF COMPUTATIONAL PHYSICS 132, 384±408 (1997) ARTICLE NO. CP965647 A Fourier±Wavelet Monte Carlo Method for Fractal Random Fields Frank W. Elliott Jr., David J. Horntrop, and Andrew J. Majda Courant Institute of Mathematical Sciences, 251 Mercer Street, New York, New York 10012 Received August 2, 1996; revised December 23, 1996 2 2H k[v(x) 2 v(y)] l 5 CHux 2 yu , (1.1) A new hierarchical method for the Monte Carlo simulation of random ®elds called the Fourier±wavelet method is developed and where 0 , H , 1 is the Hurst exponent and k?l denotes applied to isotropic Gaussian random ®elds with power law spectral the expected value. density functions. This technique is based upon the orthogonal Here we develop a new Monte Carlo method based upon decomposition of the Fourier stochastic integral representation of the ®eld using wavelets. The Meyer wavelet is used here because a wavelet expansion of the Fourier space representation of its rapid decay properties allow for a very compact representation the fractal random ®elds in (1.1). This method is capable of the ®eld. The Fourier±wavelet method is shown to be straightfor- of generating a velocity ®eld with the Kolmogoroff spec- ward to implement, given the nature of the necessary precomputa- trum (H 5 Ad in (1.1)) over many (10 to 15) decades of tions and the run-time calculations, and yields comparable results scaling behavior comparable to the physical space multi- with scaling behavior over as many decades as the physical space multiwavelet methods developed recently by two of the authors. -
Sabermetrics: the Past, the Present, and the Future
Sabermetrics: The Past, the Present, and the Future Jim Albert February 12, 2010 Abstract This article provides an overview of sabermetrics, the science of learn- ing about baseball through objective evidence. Statistics and baseball have always had a strong kinship, as many famous players are known by their famous statistical accomplishments such as Joe Dimaggio’s 56-game hitting streak and Ted Williams’ .406 batting average in the 1941 baseball season. We give an overview of how one measures performance in batting, pitching, and fielding. In baseball, the traditional measures are batting av- erage, slugging percentage, and on-base percentage, but modern measures such as OPS (on-base percentage plus slugging percentage) are better in predicting the number of runs a team will score in a game. Pitching is a harder aspect of performance to measure, since traditional measures such as winning percentage and earned run average are confounded by the abilities of the pitcher teammates. Modern measures of pitching such as DIPS (defense independent pitching statistics) are helpful in isolating the contributions of a pitcher that do not involve his teammates. It is also challenging to measure the quality of a player’s fielding ability, since the standard measure of fielding, the fielding percentage, is not helpful in understanding the range of a player in moving towards a batted ball. New measures of fielding have been developed that are useful in measuring a player’s fielding range. Major League Baseball is measuring the game in new ways, and sabermetrics is using this new data to find better mea- sures of player performance. -
Molecular Symmetry
Molecular Symmetry Symmetry helps us understand molecular structure, some chemical properties, and characteristics of physical properties (spectroscopy) – used with group theory to predict vibrational spectra for the identification of molecular shape, and as a tool for understanding electronic structure and bonding. Symmetrical : implies the species possesses a number of indistinguishable configurations. 1 Group Theory : mathematical treatment of symmetry. symmetry operation – an operation performed on an object which leaves it in a configuration that is indistinguishable from, and superimposable on, the original configuration. symmetry elements – the points, lines, or planes to which a symmetry operation is carried out. Element Operation Symbol Identity Identity E Symmetry plane Reflection in the plane σ Inversion center Inversion of a point x,y,z to -x,-y,-z i Proper axis Rotation by (360/n)° Cn 1. Rotation by (360/n)° Improper axis S 2. Reflection in plane perpendicular to rotation axis n Proper axes of rotation (C n) Rotation with respect to a line (axis of rotation). •Cn is a rotation of (360/n)°. •C2 = 180° rotation, C 3 = 120° rotation, C 4 = 90° rotation, C 5 = 72° rotation, C 6 = 60° rotation… •Each rotation brings you to an indistinguishable state from the original. However, rotation by 90° about the same axis does not give back the identical molecule. XeF 4 is square planar. Therefore H 2O does NOT possess It has four different C 2 axes. a C 4 symmetry axis. A C 4 axis out of the page is called the principle axis because it has the largest n . By convention, the principle axis is in the z-direction 2 3 Reflection through a planes of symmetry (mirror plane) If reflection of all parts of a molecule through a plane produced an indistinguishable configuration, the symmetry element is called a mirror plane or plane of symmetry . -
Random Signals
Chapter 8 RANDOM SIGNALS Signals can be divided into two main categories - deterministic and random. The term random signal is used primarily to denote signals, which have a random in its nature source. As an example we can mention the thermal noise, which is created by the random movement of electrons in an electric conductor. Apart from this, the term random signal is used also for signals falling into other categories, such as periodic signals, which have one or several parameters that have appropriate random behavior. An example is a periodic sinusoidal signal with a random phase or amplitude. Signals can be treated either as deterministic or random, depending on the application. Speech, for example, can be considered as a deterministic signal, if one specific speech waveform is considered. It can also be viewed as a random process if one considers the ensemble of all possible speech waveforms in order to design a system that will optimally process speech signals, in general. The behavior of stochastic signals can be described only in the mean. The description of such signals is as a rule based on terms and concepts borrowed from probability theory. Signals are, however, a function of time and such description becomes quickly difficult to manage and impractical. Only a fraction of the signals, known as ergodic, can be handled in a relatively simple way. Among those signals that are excluded are the class of the non-stationary signals, which otherwise play an essential part in practice. Working in frequency domain is a powerful technique in signal processing. While the spectrum is directly related to the deterministic signals, the spectrum of a ran- dom signal is defined through its correlation function. -
Call Numbers
Call numbers: It is our recommendation that libraries NOT put J, +, E, Ref, etc. in the call number field in front of the Dewey or other call number. Use the Home Location field to indicate the collection for the item. It is difficult if not impossible to sort lists if the call number fields aren’t entered systematically. Dewey Call Numbers for Non-Fiction Each library follows its own practice for how long a Dewey number they use and what letters are used for the author’s name. Some libraries use a number (Cutter number from a table) after the letters for the author’s name. Other just use letters for the author’s name. Call Numbers for Fiction For fiction, the call number is usually the author’s Last Name, First Name. (Use a comma between last and first name.) It is usually already in the call number field when you barcode. Call Numbers for Paperbacks Each library follows its own practice. Just be consistent for easier handling of the weeding lists. WCTS libraries should follow the format used by WCTS for the items processed by them for your library. Most call numbers are either the author’s name or just the first letters of the author’s last name. Please DO catalog your paperbacks so they can be shared with other libraries. Call Numbers for Magazines To get the call numbers to display in the correct order by date, the call number needs to begin with the date of the issue in a number format, followed by the issue in alphanumeric format.