Digital image watermarking is used to protect the copyright of digital images. In this thesis, a novel blind logo image watermarking technique for RGB images is proposed. The proposed technique exploits the error correction capabilities of the Human Visual System (HVS). It embeds two different watermarks in the wavelet/multiwavelet domains. The two watermarks are embedded in different sub-bands, are orthogonal, and serve different purposes. One is a high capacity multi-bit watermark used to embed the logo, and the other is a 1-bit watermark which is used for the detection and reversal of geometrical attacks. The two watermarks are both embedded using a spread spectrum approach, based on a pseudo-random noise (PN) sequence and a unique secret key. Robustness against geometric attacks such as Rotation, Scaling, and Translation (RST) is achieved by embedding the 1-bit watermark in the Wavelet Transform Modulus Maxima (WTMM) coefficients of the wavelet transform. Unlike normal wavelet coefficients, WTMM coefficients are shift invariant, and this important property is used to facilitate the detection and reversal of RST attacks. The experimental results show that the proposed watermarking technique has better distortion parameter detection capabilities, and compares favourably against existing techniques in terms of robustness against geometrical attacks such as rotation, scaling, and translation.

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.