二元树复小波在图像特征提取和分类中的设计与应用

通过二元树复小波变换对图像进行4尺度分解,提取每一尺度下代表6个方向的高频带子图小波系数模的均值和标准方差组成48维的特征向量,利用支持向量机的一对一多分类算法对Brodatz图像库中的112幅图像进行了纹理特征提取和分类实验,结果表明二元树复小波变换提取的图像特征能有效提高图像的分类精度.     

基于多重分形的地形辅助导航路径规划算法

地形导航是一种利用航行器下方地形信息获取航行器位置的导航技术。为了得到较高的定位精度并使飞行长度尽可能短,需要预先规划飞行路径。该文将地形数字高程图(digital elevation model,DEM)看作二维灰度图像,引入在图像处理中得到广泛应用的多重分形理论,将利用小波变换求得的奇异指数作为地形提供定位精度能力的一种度量。选择合适的阈值划分得到定位优区,利用A*算法寻找最短路径,此路径即是规划路径。选用粒子滤波作为导航算法,沿规划路径和其他路径进行多次飞行仿真,结果显示规划路径的定位精度和稳定度都比较高,而且路径长度短,有较强的实用性。     

A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns

We propose a wavelet neural network (neuro‐wavelet) model for the short‐term forecast of stock returns from high‐frequency financial data. The proposed hybrid model combines the capability of wavelets and neural networks to capture non‐stationary nonlinear attributes embedded in financial time series. A comparison study was performed on the predictive power of two econometric models and four recurrent neural network topologies. Several statistical measures were applied to the predictions and standard errors to evaluate the performance of all models. A Jordan net that used as input the coefficients resulting from a non‐decimated wavelet‐based multi‐resolution decomposition of an exogenous signal showed a consistent superior forecasting performance. Reasonable forecasting accuracy for the one‐, three‐ and five step‐ahead horizons was achieved by the proposed model. The procedure used to build the neuro‐wavelet model is reusable and can be applied to any high‐frequency financial series to specify the model characteristics associated with that particular series. Copyright © 2013 John Wiley & Sons, Ltd.     

Traditional versus novel forecasting techniques: how much do we gain?

This article applies two novel techniques to forecast the value of US manufacturing shipments over the period 1956–2000: wavelets and support vector machines (SVM). Wavelets have become increasingly popular in the fields of economics and finance in recent years, whereas SVM has emerged as a more user‐friendly alternative to artificial neural networks. These two methodologies are compared with two well‐known time series techniques: multiplicative seasonal autoregressive integrated moving average (ARIMA) and unobserved components (UC). Based on forecasting accuracy and encompassing tests, and forecasting combination, we conclude that UC and ARIMA generally outperform wavelets and SVM. However, in some cases the latter provide valuable forecasting information that it is not contained in the former. Copyright © 2008 John Wiley & Sons, Ltd.     

一种基于小波网络模型参考自适应控制系统的设计与应用

根据神经网络内模控制的思想,提出了一种基于小波网络的模型参考自适应控制方法。该方法选用两个小波神经网络,分别作为系统模型的辨识器和控制器。此外,为了减小系统误差,在控制器和辨识器之间加入一个小波神经网络,作为非线性自适应滤波器。仿真结果和应用实例表明了该方法的有效性和合理性。     

基于小波变换的LMSV模型波动长记忆性估计与检验

将小波引入到LMSV模型波动长记忆性的估计与检验中，提出了基于小波变换的LMSV模型波动长记忆性的伪极大似然估计法和波动长记忆性的检验方法，用不同参数值和样本容量的数据进行了模拟实验．又用该方法对上海和深圳证券交易所综合指数收益序列的LMSV模型的波动长记忆性进行了检验和估计，结果表明该方法是有效且可行的．     

第2代图像压缩技术回顾与性能分析

在回顾图像压缩技术发展历程的基础上，对基于分形、基于小波和基于人工神经智能的3种第2代图像编码技术进行了分析比较，总结了它们的应用特点，并指出了它们的发展方向．     

Nonnegative matrix factorization with Log Gabor wavelets for image representation and classification

1.INTRODUCTION Inpatternanalysisandcomputervision,visualrecog nitionofobjectsisoneofthemostchallengingprob lems.Approachestoovercomesuchproblemshavefo cusedonusingseveralmethodologies.Appearance basedrepresentationandrecognitionisoneofthe mostsuccessfullyusedtoday.Itinvolvespreprocess ingofmultidimensionalsignals,suchasimagesof facesandcharactersorspectrogramsofspeech.In fact,thecoreofthepreprocessingisthesocalleddi mensionalityreduction.Thedimensionalityreductionaimstocompress thehighdi…     

小波分析在证券分析中的应用

传统股市投资分析中的证券分析方法之一———MACD法 ,利用DIF的移动平均值以确定证券的买卖时机 ,存在着时滞性 ,对非平稳的股市信息分析不能及时、较好地刻画股市的基本变化趋势 .作者根据证券投资理论 ,建立了相应的证券投资分析数学模型 ,根据小波分析多尺度分析能力强的特点 ,利用小波分解提取反映股市基本变化趋势的低频信息 ,改进了传统分析方法 ,建立了改进后的数学模型Ⅲ .该模型求解方便 ,同时与实际模型较好地逼近 ,具有时效性 .此外 ,以路桥建设股票 14 0个交易日的DIF和MACD值作为原始数据 ,用Matlab作为工具进行计算 ,求解模型Ⅲ .结果表明 :与传统分析方法相比 ,从模型Ⅲ中能得到更多的买卖点信息 ,而且价差更大 ,效果显著 ,充分显示了小波分析在股市技术分析中的强大生命力     

四带对称双正交小波的构造

利用求和法则设计了四带对称的双正交低通滤波器及其对应的尺度函数,并得到了满足对称性或反对称性、具有较高阶消失矩和较短支集的四带双正交小波滤波器;特别指出的是所构造的滤波器系数为有理数,而且分母是二进数,给应用带来很多方便。另外还利用Hanbin的方法估算出了所构造的尺度函数的光滑指标。