本文採用傅利葉轉換與小波轉換以探討非線性現象：長期相依的碎形結構與混沌現象。藉由傅利葉轉換與小波轉換兩種研究方法，所得到臺灣股票市場加權股價指數的實證結論如下：1.藉由傅利葉轉換所得到的H值為0.4632；藉由小波轉換所得到的H值為0.4750。這兩種研究方法皆顯示臺灣股票市場具有負的長期相依的碎形結構。2.藉由傅利葉轉換的研究方法，臺灣股票市場加權股價指數的頻譜由初始向下與寬的連續的頻帶所組成；臺灣股票市場加權股價指數的自我相關函數則隨著時間差距的增加而遞減。此顯示臺灣股票市場具有混沌現象。3.小波轉換可以檢測出臺灣股票市場加權股價指數的奇異之處，並且指出存有一能說明臺灣股票市場碎形結構的複雜性的機制。藉由以上的實證結論，可以得知臺灣股票市場具有反持續性的碎形結構，股票價格的變動來自於臺灣股票市場尺度上的自我相似性。即使如此，由於混沌不可預測性的本質，使得股票價格的預測似乎是不可能的。 / The Fourier transform and the wavelet transform are utilized in this research to explore the nonlinear phenomena: the fractal structure of long trem dependence and the phenomenon of chaos. 　　In terms of the two research methods of the Fourier transform and the wavelet transform, the empirical conclusions of the Taiwan stock exchange weighted stock index are derived as follows: 　　1. The $H$ value of the research method of the Fourier transform is 0.4632; the $H$ value of the research method of the wavelet transform is 0.4750. The two research methods show that the Taiwan stock market has a fractal structure of negative long term dependence. 　　2. In terms of the research method of the Fourier transform, the power spectrum of the Taiwan stock exchange weighted stock index consists of initially downward and wide continuous band of frequencies; the autocorrelation function of the Taiwan stock exchange weighted stock index decreases as the time lag increases. These observations show that there exists the phenomenon of chaos in the Taiwan stock market. 　　3. The wavelet transform can detect out the singularities of the Taiwan stock exchange weighted stock index and can point out the heirarchy that illustrates the complexity of the fractal sturcture in the Taiwan stock market. 　　By the above empirical conclusions, there exists the antipersistent fractal structure in the Taiwan stock market. The variations of stock prices result from the self-similarity of the scales of the Taiwan stock market. Even so, the prediction of stock prices seems very impossible as a result of the unpredictability of chaotic nature.

在本篇論文裏，我們將使用所謂的週期化(periodization)的裝置作用於Daubechies' compactly supported wavelets上而得到一族構成L²([0,1])和H^s-periodic (the space of periodic function locally in H^s)基底的正交的週期性波包(orthonormal periodic wavelets)。然後我們給出了對於一函數的波包近似值的誤差估計（參閱定理6）以及對於週期性邊界值的常微分方程問題的解的波包近似值的誤差估計（參閱定理7）。對於Burger equation的數值解也當作一個應用來討論。 / In this thesis,we shall construct a family of orthonormal periodic wavelets which form a basis of L²([0,l]) and H^s-periodic (the space of periodic functions locally in H^s) by using a device called periodization ([10,7]) on Daubechies' compactly supported wavelets.We then give the error estimates for the wavelet approximation to a given function (see theorem 6) and to a solution of periodic boundary value problem for ordinary differential equation(see theorem 7). Numerical solution for Burger equation is also discussed as an application.

Durant dècades s'ha observat i monitoritzat sistemàticament la Terra i el seu entorn des de l'espai o a partir de plataformes aerotransportades. Paral·lelament, s'ha tractat d'extreure el màxim d'informació qualitativa i quantitativa de les observacions realitzades. Les tècniques de fusió de dades donen un "ventall de procediments que ens permeten aprofitar les dades heterogènies obtingudes per diferents mitjans i instruments i integrar-les de manera que el resultat final sigui qualitativament superior". En aquesta tesi s'han desenvolupat noves tècniques que es poden aplicar a l'anàlisi de dades multiespectrals que provenen de sensors remots, adreçades a aplicacions oceanogràfiques. Bàsicament s'han treballat dos aspectes: les tècniques d'enregistrament o alineament d'imatges; i la interpolació de dades esparses i multiescalars, focalitzant els resultats als camps vectorials bidimensionals.En moltes aplicacions que utilitzen imatges derivades de satèl·lits és necessari mesclar o comparar imatges adquirides per diferents sensors, o bé comparar les dades d'un sòl sensor en diferents instants de temps, per exemple en: reconeixement, seguiment i classificació de patrons o en la monitorització mediambiental. Aquestes aplicacions necessiten una etapa prèvia d'enregistrament geomètric, que alinea els píxels d'una imatge, la imatge de treball, amb els píxels corresponents d'una altra imatge, la imatge de referència, de manera que estiguin referides a uns mateixos punts. En aquest treball es proposa una aproximació automàtica a l'enregistrament geomètric d'imatges amb els contorns de les imatges; a partir d'un mètode robust, vàlid per a imatges mutimodals, que a més poden estar afectades de distorsions, rotacions i de, fins i tot, oclusions severes. En síntesi, s'obté una correspondència punt a punt de la imatge de treball amb el mapa de referència, fent servir tècniques de processament multiresolució. El mètode fa servir les mesures de correlació creuada de les transformades wavelet de les seqüències que codifiquen els contorns de la línia de costa. Un cop s'estableix la correspondència punt a punt, es calculen els coeficients de la transformació global i finalment es poden aplicar a la imatge de treball per a enregistrar-la respecte la referència.A la tesi també es prova de resoldre la interpolació d'un camp vectorial espars mostrejat irregularment. Es proposa un algorisme que permet aproximar els valors intermitjos entre les mostres irregulars si es disposa de valors esparsos a escales de menys resolució. El procediment és òptim si tenim un model que caracteritzi l'esquema multiresolució de descomposició i reconstrucció del conjunt de dades. Es basa en la transformada wavelet discreta diàdica i en la seva inversa, realitzades a partir d'uns bancs de filtres d'anàlisi i síntesi. Encara que el problema està mal condicionat i té infinites solucions, la nostra aproximació, que primer treballarem amb senyals d'una dimensió, dóna una estratègia senzilla per a interpolar els valors d'un camp vectorial bidimensional, utilitzant tota la informació disponible a diferents resolucions. Aquest mètode de reconstrucció es pot utilitzar com a extensió de qualsevol interpolació inicial. També pot ser un mètode adequat si es disposa d'un conjunt de mesures esparses de diferents instruments que prenen dades d'una mateixa escena a diferents resolucions, sense cap restricció en les característiques de la distribució de mesures. Inicialment cal un model dels filtres d'anàlisi que generen les dades multiresolució i els filtres de síntesi corresponents, però aquest requeriment es pot relaxar parcialment, i és suficient tenir una aproximació raonable a la part passa baixes dels filtres. Els resultats de la tesi es podrien implementar fàcilment en el flux de processament d'una estació receptora de satèl·lits, i així es contribuiria a la millora d'aplicacions que utilitzessin tècniques de fusió de dades per a monitoritzar paràmetres mediambientals. / During the last decades a systematic survey of the Earth environment has been set up from many spatial and airborne platforms. At present, there is a continuous effort to extract and combine the maximum of quantitative information from these different data sets, often rather heterogeneous. Data fusion can be defined as "a set of means and tools for the alliance of data originating from different sources with the aims of a greater quality result". In this thesis we have developed new techniques and schemes that can be applied on multispectral data obtained from remote sensors, with particular interest in oceanographic applications. They are based on image and signal processing. We have worked mainly on two topics: image registration techniques or image alignment; and data interpolation of multiscale and sparse data sets, with focus on two dimensional vector fields. In many applications using satellite images, and specifically in those related to oceanographic studies, it is necessary to merge or compare multiple images of the same scene acquired from different captors or from one captor but at different times. Typical applications include pattern classification, recognition and tracking, multisensor data fusion and environmental monitoring. Image registration is the process of aligning the remotely sensed images to the same ground truth and transforming them into a known geographic projection (map coordinates). This step is crucial to correctly merge complementary information from multisensor data. The proposed approach to automatic image registration is a robust method, valid for multimodal images affected by distortions, rotations and, to a reasonably extend, with severe data occlusion. We derived a point to point matching of one image to a georeferenced map applying multiresolution signal processing techniques. The method is based on the contours of images: it uses a maximum cross correlation measure on the biorthogonal undecimated discrete wavelet transforms of the codified coastline contours sequences. Once this point to point correspondence is established, the coefficients of a global transform could be calculated and finally applied on the working image to register it to the georeferenced map. The second topic of this thesis focus on the interpolation of sparse irregularly-sampled vector fields when these sparse data belong to different resolutions. It is proposed a new algorithm to iteratively approximate the intermediate values between irregularly sampled data when a set of sparse values at coarser scales is known. The procedure is optimal if there is a characterized model for the multiresolution decomposition / reconstruction scheme of the dataset. The scheme is based on a fast dyadic wavelet transform and on its inversion using a filter bank analysis/synthesis implementation for the wavelet transform model. Although the problem is ill-posed, and there are infinite solutions, our approach, firstly worked for one dimension signals, gives an easy strategy to interpolate the values of a vector field using all the information available at different scales. This reconstruction method could be used as an extension on any initial interpolation. It can also be suitable in cases where there are sparse measures from different instruments that are sensing the same scene simultaneously at several resolutions, without any restriction to the characteristics of the data distribution. Initially a filter model for the generation of multiresolution data and their synthesis counterpart is the main requisite but; this assumption can be partially relaxed with the only requirement of a reasonable approximation to the low pass counterpart. The thesis results can be easily implemented on the process stream of any satellite receiving station and therefore constitute a first contribution to potential applications on data fusion of environmental monitoring.

Visualization, processing and editing of audio, directly on a time-frequency surface, is the scope of this thesis. More precisely the scalogram produced by a Gabor Wavelet transform is used, which is a powerful alternative to traditional techinques where the wave form is the main visual aid and editting is performed by parametric filters. Reconstruction properties, scalogram design and enhancements as well audio manipulation algorithms are investigated for this audio representation.The scalogram is designed to allow a flexible choice of time-frequency ratio, while maintaining high quality reconstruction. For this mean, the Loglet is used, which is observed to be the most suitable filter choice.  Re-assignmentare tested, and a novel weighting function using partial derivatives of phase is proposed.  An audio interpolation procedure is developed and shown to perform well in listening tests.The feasibility to use the transform coefficients directly for various purposes is investigated. It is concluded that Pitch shifts are hard to describe in the framework while noise thresh holding works well. A downsampling scheme is suggested that saves on operations and memory consumption as well as it speeds up real world implementations significantly. Finally, a Scalogram 'compression' procedure is developed, allowing the caching of an approximate scalogram.

In this work, the problem of detecting neuronal spikes or action potentials (AP) in noisy recordings from a Microelectrode Array (MEA) is investigated. In particular, the spike detection algorithms should be less complex and with low computational complexity so as to be amenable for real time applications. The use of the MEA is that it allows collection of extracellular signals from either a single unit or multiple (45) units within a small area. The noisy MEA recordings then undergo basic filtering, digitization and are presented to a computer for further processing. The challenge lies in using this data for detection of spikes from neuronal firings and extracting spatiotemporal patterns from the spike train which may allow control of a robotic limb or other neuroprosthetic device directly from the brain. The aim is to understand the spiking action of the neurons, and use this knowledge to devise efficient algorithms for Brain Machine Interfaces (BMIs). An effective BMI will require a realtime, computationally efficient implementation which can be carried out on a DSP board or FPGA system. The aim is to devise algorithms which can detect spikes and underlying spatio-temporal correlations having computational and time complexities to make a real time implementation feasible on a specialized DSP chip or an FPGA device. The time-frequency localization, multiresolution representation and analysis properties of wavelets make them suitable for analysing sharp transients and spikes in signals and distinguish them from noise resembling a transient or the spike. Three algorithms for the detection of spikes in low SNR MEA neuronal recordings are proposed: 1. A wavelet denoising method based on the Discrete Wavelet Transform (DWT) to suppress the noise power in the MEA signal or improve the SNR followed by standard thresholding techniques to detect the spikes from the denoised signal. 2. Directly thresholding the coefficients of the Stationary (Undecimated) Wavelet Transform (SWT) to detect the spikes. 3. Thresholding the output of a Teager Energy Operator (TEO) applied to the signal on the discrete wavelet decomposed signal resulting in a multiresolution TEO framework. The performance of the proposed three wavelet based algorithms in terms of the accuracy of spike detection, percentage of false positives and the computational complexity for different types of wavelet families in the presence of colored AR(5) (autoregressive model with order 5) and additive white Gaussian noise (AWGN) is evaluated. The performance is further evaluated for the wavelet family chosen under different levels of SNR in the presence of the colored AR(5) and AWGN noise. Chapter 1 gives an introduction to the concept behind Brain Machine Interfaces (BMIs), an overview of their history, the current state-of-the-art and the trends for the future. It also describes the working of the Microelectrode Arrays (MEAs). The generation of a spike in a neuron, the proposed mechanism behind it and its modeling as an electrical circuit based on the Hodgkin-Huxley model is described. An overview of some of the algorithms that have been suggested for spike detection purposes whether in MEA recordings or Electroencephalographic (EEG) signals is given. Chapter 2 describes in brief the underlying ideas that lead us to the Wavelet Transform paradigm. An introduction to the Fourier Transform, the Short Time Fourier Transform (STFT) and the Time-Frequency Uncertainty Principle is provided. This is followed by a brief description of the Continuous Wavelet Transform and the Multiresolution Analysis (MRA) property of wavelets. The Discrete Wavelet Transform (DWT) and its filter bank implementation are described next. It is proposed to apply the wavelet denoising algorithm pioneered by Donoho, to first denoise the MEA recordings followed by standard thresholding technique for spike detection. Chapter 3 deals with the use of the Stationary or Undecimated Wavelet Transform (SWT) for spike detection. It brings out the differences between the DWT and the SWT. A brief discussion of the analysis of non-stationary time series using the SWT is presented. An algorithm for spike detection based on directly thresholding the SWT coefficients without any need for reconstructing the denoised signal followed by thresholding technique as in the first method is presented. In chapter 4 a spike detection method based on multiresolution Teager Energy Operator is discussed. The Teager Energy Operator (TEO) picks up localized spikes in signal energy and thus is directly used for spike detection in many applications including R wave detection in ECG and various (alpha, beta) rhythms in EEG. Some basic properties of the TEO are discussed followed by the need for a multiresolution approach to TEO and the methods existing in literature. The wavelet decomposition and the subsampled signal involved at each level naturally lends it to a multiresolution TEO framework at the same time significantly reducing the computational complexity due the subsampled signal at each level. A wavelet-TEO algorithm for spike detection with similar accuracies as the previous two algorithms is proposed. The method proposed here differs significantly from that in literature since wavelets are used instead of time domain processing. Chapter 5 describes the method of evaluation of the three algorithms proposed in the previous chapters. The spike templates are obtained from MEA recordings, resampled and normalized for use in spike trains simulated as Poisson processes. The noise is modeled as colored autoregressive (AR) of order 5, i.e AR(5), as well as Additive White Gaussian Noise (AWGN). The noise in most human and animal MEA recordings conforms to the autoregressive model with orders of around 5. The AWGN Noise model is used in most spike detection methods in the literature. The performance of the proposed three wavelet based algorithms is measured in terms of the accuracy of spike detection, percentage of false positives and the computational complexity for different types of wavelet families. The optimal wavelet for this purpose is then chosen from the wavelet family which gives the best results. Also, optimal levels of decomposition and threshold factors are chosen while maintaining a balance between accuracy and false positives. The algorithms are then tested for performance under different levels of SNR with the noise modeled as AR(5) or AWGN. The proposed wavelet based algorithms exhibit a detection accuracy of approximately 90% at a low SNR of 2.35 dB with the false positives below 5%. This constitutes a significant improvement over the results in existing literature which claim an accuracy of 80% with false positives of nearly 10%. As the SNR increases, the detection accuracy increases to close to 100% and the false alarm rate falls to 0. Chapter 6 summarizes the work. A comparison is made between the three proposed algorithms in terms of detection accuracy and false positives. Directions in which future work may be carried out are suggested.

本文應用資產報酬率的多重碎形模型，該模型為一整合財務時間序列上的厚尾及波動持續性的連續時間過程。多重碎形的方法允許我們估計隨時間變動的報酬率高階動差，進而推論財務時間序列的產生機制。我們利用小波轉換的模數最大值計算多重碎形譜，透過譜分解得到資產報率分配的高階動差資訊。根據實證結果，我們得到S&P和DJIA的股價指數期貨報酬率符合動差尺度行為且資料也展現幕律的形態。根據估計出的譜形態為對數常態分配。實證結果也顯示S&P和DJIA的股價指數期貨報酬率均具有長記憶及多重碎形的特性。 / We apply the multifractal model of asset returns (MMAR), a class of continuous-time processes that incorporate the thick tails and volatility persistence of financial time series. The multifractal approach allows for higher moments of returns that may vary with the time horizon and leads to infer about the generating mechanism of the financial time series. The multifractal spectrum is calculated by the Wavelet Transform Modulus Maxima (WTMM) provides information on the higher moments of the distribution of asset returns and the multiplicative cascade of volatilities. We obtain the evidences of multifractality in the moment-scaling behavior of S&P and DJIA stock index futures returns and the moments of the data represent a power law. According to the shape of the estimated spectrum we infer a log normal distribution.The empirical evidences show that both of them have long memory and multifractal property.

意識的議題古老而難解，但是近年來認知神經科學領域對此議題的探討已經熱烈展開，本研究之主要目的即在探索視覺意識與大腦功能性連結之間的關係。 根據一項人臉知覺的實驗結果，本研究依照線性對非線性、局部對整體等兩項條件所構成的四個取向，分別擬定用以反映視覺意識的腦電波指標。結果發現，線性的局部指標—即γ波的強度，以及線性的整體指標—即γ波的相位耦合程度，兩者皆無法有效反映視覺意識。然而，非線性的局部指標—即吸子的相關維度，在特定通道上可以反映視覺意識；至於非線性的整體指標—即廣義的同步化程度，乃為四者中最能穩定反映視覺意識的指標。 除了得到上述若干可以有效反映視覺意識的腦電波指標之外，本研究實質上整合了認知神經科學、非線性動力系統理論、小波轉換理論以及小世界理論等當代思維，因此文中亦做出大量而深入的理論探討，並且提出對現有相關研究在邏輯或方法上的改進與澄清。 / Consciousness is an ancient and puzzling mystery. Until recently, scientists have made little significant progress on it. This study is aimed to search for the neural correlates of visual awareness. / Based on empirical data from an experiment of face perception, this study explores linear vs. nonlinear and local vs. global human EEG indexes of visual awareness. The results indicate that neither linear local index, i.e. γ-band power, nor linear global index, i.e. γ-band phase coherence, can reveal the participant’s state of awareness validly. However, nonlinear local index, i.e. correlation dimension of attractor, can be a valid index of visual awareness, but only on specific channels. Last but not least, nonlinear global index, i.e. generalized synchrony, can be the most valid and efficient index of visual awareness. / In addition to the empirical findings listed above, this study, an interdisciplinary combination of cognitive neuroscience, chaos theory, wavelet transform and small-world theory, also presents numerous theoretical discussions and modifications to other related studies logically or methodologically.

科学研究費補助金 研究種目:基盤研究(C)(2) 課題番号:16560330 研究代表者:山里 敬也 研究期間:2004-2005年度

[Truncated abstract] Transrectal ultrasound (TRUS) has become the urologist’s primary tool for diagnosing and staging prostate cancer due to its real-time and non-invasive nature, low cost, and minimal discomfort. However, the interpretation of a prostate ultrasound image depends critically on the experience and expertise of a urologist and is still difficult and subjective. To overcome the subjective interpretation and facilitate objective diagnosis, computer aided analysis of ultrasound images of the prostate would be very helpful. Computer aided analysis of images may improve diagnostic accuracy by providing a more reproducible interpretation of the images. This thesis is an attempt to address several key elements of computer aided analysis of ultrasound images of the prostate. Specifically, it addresses the following tasks: 1. modelling B-mode ultrasound image formation and statistical properties; 2. reducing ultrasound speckle; and 3. extracting prostate contour. Speckle refers to the granular appearance that compromises the image quality and resolution in optics, synthetic aperture radar (SAR), and ultrasound. Due to the existence of speckle the appearance of a B-mode ultrasound image does not necessarily relate to the internal structure of the object being scanned. A computer simulation of B-mode ultrasound imaging is presented, which not only provides an insight into the nature of speckle, but also a viable test-bed for any ultrasound speckle reduction methods. Motivated by analysis of the statistical properties of the simulated images, the generalised Fisher-Tippett distribution is empirically proposed to analyse statistical properties of ultrasound images of the prostate. A speckle reduction scheme is then presented, which is based on Mallat and Zhong’s dyadic wavelet transform (MZDWT) and modelling statistical properties of the wavelet coefficients and exploiting their inter-scale correlation. Specifically, the squared modulus of the component wavelet coefficients are modelled as a two-state Gamma mixture. Interscale correlation is exploited by taking the harmonic mean of the posterior probability functions, which are derived from the Gamma mixture. This noise reduction scheme is applied to both simulated and real ultrasound images, and its performance is quite satisfactory in that the important features of the original noise corrupted image are preserved while most of the speckle noise is removed successfully. It is also evaluated both qualitatively and quantitatively by comparing it with median, Wiener, and Lee filters, and the results revealed that it surpasses all these filters. A novel contour extraction scheme (CES), which fuses MZDWT and snakes, is proposed on the basis of multiresolution analysis (MRA). Extraction of the prostate contour is placed in a multi-scale framework provided by MZDWT. Specifically, the external potential functions of the snake are designated as the modulus of the wavelet coefficients at different scales, and thus are “switchable”. Such a multi-scale snake, which deforms and migrates from coarse to fine scales, eventually extracts the contour of the prostate

Conselho Nacional de Desenvolvimento Científico e Tecnológico / Many fatal traffic accidents are caused by fatigued and drowsy drivers. In this context, automatic drowsiness detection devices are an alternative to minimize this issue. In this work, two new methodologies to drowsiness detection are presented, considering a signal obtained from a single electroencephalography channel: (i) drowsiness detection through best m-term approximation, applied to the wavelet expansion of the analysed signal; (ii) drowsiness detection through Mahalanobis distance with wavelet coefficients. The results of both methodologies are compared with a method which uses Mahalanobis distance and Fourier coefficients to drowsiness detection. All methodologies consider the medical evaluation of the brain signal, given by the hypnogram, as a reference. / A sonolência diurna em motoristas, principal consequência da privação de sono, tem sido a causa de diversos acidentes graves de trânsito. Neste contexto, a utilização de dispositivos que alertem o condutor ao detectar automaticamente o estado de sonolência é uma alternativa para a minimização deste problema. Neste trabalho, duas novas metodologias para a detecção automática da sonolência são apresentadas, utilizando um único canal de eletroencefalografia para a obtenção do sinal: (i) detecção da sonolência via melhor aproximação por m-termos, aplicada aos coeficientes wavelets da expansão em série do sinal; e (ii) detecção da sonolência via distância de Mahalanobis e coeficientes wavelets. Os resultados de ambas as metodologias são comparados a uma implementação utilizando distância de Mahalanobis e coeficientes de Fourier. Para todas as metodologias, utiliza-se como referência a avaliação médica do sinal cerebral, dada pelo hipnograma.