This thesis aims to provide new insights into the importance of decomposing aggregate time series data using the Maximum Overlap Discrete Wavelet Transform. In particular, the analysis throughout this thesis involves decomposing aggregate financial time series data at hand into approximation (low-frequency) and detail (high-frequency) components. Following this, information and hidden relations can be extracted for different investment horizons, as matched with the detail components. The first study examines the ability of different GARCH models to forecast stock return volatility in eight international stock markets. The results demonstrate that de-noising the returns improves the accuracy of volatility forecasts regardless of the statistical test employed. After de-noising, the asymmetric GARCH approach tends to be preferred, although that result is not universal. Furthermore, wavelet de-noising is found to be more important at the key 99% Value-at-Risk level compared to the 95% level. The second study examines the impact of fourteen macroeconomic news announcements on the stock and bond return dynamic correlation in the U.S. from the day of the announcement up to sixteen days afterwards. Results conducted over the full sample offer very little evidence that macroeconomic news announcements affect the stock-bond return dynamic correlation. However, after controlling for the financial crisis of 2007-2008 several announcements become significant both on the announcement day and afterwards. Furthermore, the study observes that news released early in the day, i.e. before 12 pm, and in the first half of the month, exhibit a slower effect on the dynamic correlation than those released later in the month or later in the day. While several announcements exhibit significance in the 2008 crisis period, only CPI and Housing Starts show significant and consistent effects on the correlation outside the 2001, 2008 and 2011 crises periods. The final study investigates whether recent returns and the time-scaled return can predict the subsequent trading in ten stock markets. The study finds little evidence that recent returns do predict the subsequent trading, though this predictability is observed more over the long-run horizon. The study also finds a statistical relation between trading and return over the long-time investment horizons of [8-16] and [16-32] day periods. Yet, this relation is mostly a negative one, only being positive for developing countries. It also tends to be economically stronger during bull-periods.

Este trabalho apresenta o estudo e o desenvolvimento de um algoritmo híbrido para detecção, classificação e localização de faltas em sistemas com três terminais utilizando como principal ferramenta a transformada wavelet (TW) em suas versões discreta (TWD) e estacionária (TWE). O algoritmo é dito híbrido, pois alia duas metodologias para localizar a falta. A primeira baseada na análise de componentes de alta freqüência (ondas viajantes) e a segunda, baseada na extração dos componentes fundamentais para o cálculo da impedância aparente. A metodologia proposta foi concebida de maneira a trabalhar com dados sincronizados dos três terminais ou apenas dados locais para estimar a localização da falta. O localizador híbrido escolhe automaticamente qual a melhor técnica de localização ser utilizada para alcançar uma localização confiável e precisa. Deste modo, um método pode suprir as dificuldades do outro, ou, no mínimo, fornecer mais informações para que, junto ao conhecimento do operador, uma localização próxima da ótima possa ser alcançada. Com o objetivo de testar e validar a aplicabilidade do algoritmo de localização de faltas híbrido para linhas com três terminais, utilizou-se de dados de sinais faltosos obtidos através de simulações do software ATP (Altenative Transients Program), levando-se em conta a variação de diversos parâmetros que poderiam influenciar o desempenho do algoritmo proposto. Os resultados alcançados pelo algoritmo frente às situações avaliadas são bastante animadores, apontando a uma promissora aplicabilidade do mesmo. / This work presents a study and development of a hybrid algorithm for fault detection, classification and location in tree terminal lines based on wavelet transform (WT). It will be presented in two versions: discrete wavelet transform (DWT) and stationary wavelet transform (SWT). The algorithm is called hybrid because it uses two fault location methodologies: one based on fundamental components and other based on traveling waves. The proposed methodology works either with synchronized tree terminal data or only local data. The hybrid fault locator chooses automatically which location technique to be used in order to reach a reliable and accurate fault location. In this manner, this technique can avoid some difficulties present in other techniques, aiming to reach an optimized fault location. The proposed hybrid fault location was evaluated by simulated fault signals obtained by alternative transient program (ATP). In the tests, several parameters, which would influence the performance of the hybrid algorithm, were varied, such as: fault inception angle, fault resistance, fault type, etc. The results obtained by the proposed methodology are very encouraging and it points out to a very promising application.

Este trabalho apresenta uma análise de algoritmos computacionais aplicados à estimação de fasores elétricos em SEPs. A medição dos fasores é realizada por meio da alocação de Unidades de Medição Fasorial nestes sistemas e encontra diversas aplicações nas áreas de operação, controle, proteção e planejamento. Para que os fasores possam ser aplicados, são definidos padrões de medição, sincronização e comunicação, por meio da norma IEEE C37.118.1. A norma apresenta os padrões de mensagens, timetag, fasores, sistema de sincronização, e define testes para avaliar a estimação. Apesar de abranger todos esses critérios, a diretriz não define um algoritmo de estimação padrão, abrindo espaço para uso de diversos métodos, desde que a precisão seja atendida. Nesse contexto, o presente trabalho analisa alguns algoritmos de estimação de fasores definidos na literatura, avaliando o comportamento deles em determinados casos. Foram considerados, dessa forma, os métodos: Transformada Discreta de Fourier, Método dos Mínimos Quadrados e Transformada Wavelet Discreta, nas versões recursivas e não-recursivas. Esses métodos foram submetidos a sinais sintéticos, a fim de verificar o comportamento diante dos testes propostos pela norma, avaliando o Total Vector Error, tempo de resposta e atraso e overshoot. Os algoritmos também foram embarcados em um hardware, denominado PC104, e avaliados de acordo com os sinais medidos pelo equipamento na saída analógica de um simulador em tempo real (Real Time Digital Simulator). / This work presents an analysis of computational algorithms applied to phasor estimation in Electrical Power Systems. The phasor estimation process uses the allocation of Phasor Measurement Units in the system and the measures can be used in many control, operation, planing and protection applications. Therefore, the power system phasors are very useful, specially if they have a common time reference, allowing the determination of the system\'s condition at a given time. The procedures necessary for power system\'s phasors estimation and application are defined by IEEE C37.118.1 standard. The standard defines the requirements for phasor estimation, presenting tests and a methodology to evaluate the algorithms performance. Thus, the standard defines the time tag and data patterns, some synchronization methods, and message examples, simplifying the communication requirements. Despite defining all these parts, the standard does not state which estimation algorithm should be used, making room for the use of various methods, since the standard precision is met. In this context, this work analyzes some phasor estimation algorithms defined in the literature, evaluating their behavior for some cases. It was adopted the recursive and non-recursive versions of the methods: Discrete Fourier Transform, Least Squares and Discrete Wavelet Transform. They were submitted to the standard signals, evaluating the Total Vector Error, time delays, and overshoots. The algorithms were also embedded in hardware (named PC104) and evaluated by real time simulated signals, measured by the PC104 using the analog outputs of a Real Time Digital Simulator.

Este trabalho apresenta uma análise de algoritmos computacionais aplicados à estimação de fasores elétricos em SEPs. A medição dos fasores é realizada por meio da alocação de Unidades de Medição Fasorial nestes sistemas e encontra diversas aplicações nas áreas de operação, controle, proteção e planejamento. Para que os fasores possam ser aplicados, são definidos padrões de medição, sincronização e comunicação, por meio da norma IEEE C37.118.1. A norma apresenta os padrões de mensagens, timetag, fasores, sistema de sincronização, e define testes para avaliar a estimação. Apesar de abranger todos esses critérios, a diretriz não define um algoritmo de estimação padrão, abrindo espaço para uso de diversos métodos, desde que a precisão seja atendida. Nesse contexto, o presente trabalho analisa alguns algoritmos de estimação de fasores definidos na literatura, avaliando o comportamento deles em determinados casos. Foram considerados, dessa forma, os métodos: Transformada Discreta de Fourier, Método dos Mínimos Quadrados e Transformada Wavelet Discreta, nas versões recursivas e não-recursivas. Esses métodos foram submetidos a sinais sintéticos, a fim de verificar o comportamento diante dos testes propostos pela norma, avaliando o Total Vector Error, tempo de resposta e atraso e overshoot. Os algoritmos também foram embarcados em um hardware, denominado PC104, e avaliados de acordo com os sinais medidos pelo equipamento na saída analógica de um simulador em tempo real (Real Time Digital Simulator). / This work presents an analysis of computational algorithms applied to phasor estimation in Electrical Power Systems. The phasor estimation process uses the allocation of Phasor Measurement Units in the system and the measures can be used in many control, operation, planing and protection applications. Therefore, the power system phasors are very useful, specially if they have a common time reference, allowing the determination of the system\'s condition at a given time. The procedures necessary for power system\'s phasors estimation and application are defined by IEEE C37.118.1 standard. The standard defines the requirements for phasor estimation, presenting tests and a methodology to evaluate the algorithms performance. Thus, the standard defines the time tag and data patterns, some synchronization methods, and message examples, simplifying the communication requirements. Despite defining all these parts, the standard does not state which estimation algorithm should be used, making room for the use of various methods, since the standard precision is met. In this context, this work analyzes some phasor estimation algorithms defined in the literature, evaluating their behavior for some cases. It was adopted the recursive and non-recursive versions of the methods: Discrete Fourier Transform, Least Squares and Discrete Wavelet Transform. They were submitted to the standard signals, evaluating the Total Vector Error, time delays, and overshoots. The algorithms were also embedded in hardware (named PC104) and evaluated by real time simulated signals, measured by the PC104 using the analog outputs of a Real Time Digital Simulator.

Dans cette thèse, nous nous intéressons aux méthodes de la fusion d'images multi focales. Cette technique consiste à fusionner plusieurs images capturées avec différentes distances focales de la même scène. Cela permet d'obtenir une image de meilleure qualité à partir des deux images sources. Nous proposons une méthode de fusion d'images s'appuyant sur les techniques des pyramides Laplaciennes en utilisant comme règle de sélection les transformées d'ondelettes discretes(DWT: Discrete Wavelet Transform). Nous développons, par la suite, deux méthodes de fusion d'images multi focales basée sur la variabilité locale de chaque pixel. Elle tient en compte les informations dans la région environnante des pixels. La première consiste à utiliser la variabilité locale comme information dans la méthode de Dempster-Shafer. La seconde utilise une métrique basée sur la variabilité locale. En effet, la fusion proposée effectue une pondération de chaque pixel par une exponentielle de sa variabilité locale. Une étude comparative entre les méthodes proposées et celles existantes a été réalisée. Les résultats expérimentaux démontrent que nos méthodes proposées donnent des meilleurs fusions, tant dans la perception visuelle que dans l'analyse quantitative. / In this thesis, we are interested in the multi-focus image fusion method. This technique consists of fusing several captured images with different focal lengths of the same scene to obtain an image with better quality than the two source images. We propose an image fusion method based on Laplacian pyramid technique using Discrete Wavelet Transform (DWT) as a selection rule. We then develop two multi-focus image fusion methods based on the local variability of each pixel. It takes into account the information in the surrounding pixel area. The first method is to use local variability as an information in the Dempster-Shafer theory. The second method uses a metric based on local variability. Indeed, the proposed fusion method weighs each pixel by an exponential of its local variability. A comparative study between the proposed methods and the existing methods was carried out. The experimental results show that our proposed methods give better fusions, both in visual perception and in quantitative analysis.

Submitted by Lucienne Costa (lucienneferreira@ufcg.edu.br) on 2018-04-24T17:30:10Z No. of bitstreams: 1 CAIO MARCO DOS SANTOS JUNQUEIRA – DISSERTAÇÃO (PPGEE) 2017.pdf: 6011061 bytes, checksum: 25c9c9fad6015613e54aae9e700918af (MD5) / Made available in DSpace on 2018-04-24T17:30:10Z (GMT). No. of bitstreams: 1 CAIO MARCO DOS SANTOS JUNQUEIRA – DISSERTAÇÃO (PPGEE) 2017.pdf: 6011061 bytes, checksum: 25c9c9fad6015613e54aae9e700918af (MD5) Previous issue date: 2017-03-09 / Capes / Um algoritmo para alocação ótima de detectores de afundamentos de tensão (AT) é apresentado nesta dissertação. O algoritmo utiliza a Transformada Wavelet Discreta (TWD) paraa detecção de AT e o conceito de Matriz de Observabilidade Topológica (MOT) para avaliar o desempenho dos Sistemas de Distribuição de Energia Elétrica (SDEE) quando submetidos à tais distúrbios. Para resolver o problema de alocação ótima dos dispositivos detectores de AT, utilizou-se o método Binary Particle Swarm Optimi- tization (BPSO). Adicionalmente, apresenta-se uma metodologia de criação de uma base de dados para geração automática de AT. O algoritmo foi avaliado considerando-se dois sistemas: um sistema-testedo IEEE e um SDEE que simula um alimentador real da cidade de BoaVista-PB, os quais foram simulados no software Alternative Transient Pro- gram (ATP). Osresultados obtidos indicaram que o algoritmo é capaz de detectar AT em todo o sistema, fazendo o uso da instalação de detectores em poucas barras, oque indubitavelmente, reduzirá o custo do sistema de monitoramento. / An algorithm for optimal placement of voltage sags (VS) detectors is presented in this dissertation. The algorithm uses the Discrete Wavelet Transform (DWT) for VS detection and the Topological Observability Matrix (TOM) concept to evaluate the per- formance of the Electric Power Distribution Systems (EPDS) when subjected to such disturbances. In order to solve the problem of optimal placement of the VS detecting devices, the Binary Particle Swarm Optimization (BPSO) method was used. Additionally, a methodology for the creation of a database for automatic VS generation is presented. The algorithm was evaluated considering two systems: an IEEE test system and a EPDS that simulates a real feeder in Boa Vista-PB city, which were simulated in the Alternative Transient Program (ATP) software. The results indicate that the algorithm is capable of detecting VS throughout the system, using the installation of detectors in a few buses, which will undoubtedly reduce the cost of the monitoring system.

The master thesis deals with the issue of gaining the respiratory rate from ECG and PPG signals, which are not only in clinical practice widely used measurable signals. The theoretical part of the work outlines the issue of obtaining a breath curve from these signals. The practical part of the work is focused on the implementation of five selected methods and their final evaluation and comparison.

This thesis deals with discrete wavelet transform of a two dimensional discrete signal using the CDF9/7 wavelet. It contains theoretical principles of discrete wavelet transformation, a description of the convolution and Lifting calculation principle, characteristics of the CDF9/7 wavelet, the possibilities of processing a two dimensional input signal and boundary handling. Both principles (convolution, Lifting) of the calculation of two dimensional discrete wavelet transformation have been implemented within the thesis using the CDF9/7 wavelet in the C++ and Java programming languages. Four applications have been created that way which have been described in detail and then compared with one another especially in light of the calculation speed of discrete wavelet transformation. Finally an analysis of the acquired results and an evaluation of the whole thesis has been performed.

Work is aimed at the time-frequency decomposition of a signal application for monitoring the EKG trend progression. Goal is to create algorithm which would watch changes in the ST segment in EKG recording and its realization in the Matlab program. Analyzed is substance of the origin of EKG and its measuring. For trend calculations after reading the signal is necessary to preprocess the signal, it consists of filtration and detection of necessary points of EKG signal. For taking apart, also filtration and measuring the signal is used wavelet transformation. Source of the data is biomedicine database Physionet. As an outcome of the algorithm are drawn ST segment trends for three recordings from three different patients and its comparison with reference method of ST qualification. For qualification of the heart stability, as a system, where designed methods watching differences in position of the maximal value in two-zone spectrum and the Poincare mapping method. Realized method is attached to this thesis.

Digital image watermarking has developed for the purpose of protecting intellectual property rights to multimedia data. The focus of this thesis is searching for an alternative solution of digital image watermarking methods. A detailed analysis of watermarking methods particularly in the frequency domain, and the modification of these methods are the main aim of this work. Improved performance in watermark extraction is one of the main goals. First, the common static image watermarking methods, possible attacks on the watermarked data and techniques for objective measurement of watermarked image quality are shortly introduced. Techniques which use the space domain for watermarking ar described in the next part of this work. It is about techniques which insert the watermark into the least significant bits of an image both in the RGB domain and in the YUV domain. The main part of the thesis depicts modified and newly developed static image watermarking methods in the frequency domain. These methods use various transforms and error-correction codes, by means of which the watermark robustness increases. All the methods developed are tested in MATLAB. Results together with tables and graphs are one part of work. The end of the thesis is devoted to a comparison of all the developed methods and their evaluation.