Wavelet Neural Networks: A Practical Guide

Wavelet networks (WNs) are a new class of networks which have been used with great success in a wide range of application. However a general accepted framework for applying WNs is missing from the literature. In this study, we present a complete statistical model identification framework in order to apply WNs in various applications. The following subjects were thorough examined: the structure of a WN, training methods, initialization algorithms, variable significance and variable selection algorithms, model selection methods and finally methods to construct confidence and prediction intervals. In addition the complexity of each algorithm is discussed. Our proposed framework was tested in two simulated cases, in one chaotic time series described by the Mackey-Glass equation and in three real datasets described by daily temperatures in Berlin, daily wind speeds in New York and breast cancer classification. Our results have shown that the proposed algorithms produce stable and robust results indicating that our proposed framework can be applied in various applications

Wavelet Lifting over Information-Based EEG Graphs for Motor Imagery Data Classification

The imagination of limb movements offers an intuitive paradigm for the control of electronic devices via brain computer interfacing (BCI). The analysis of electroencephalographic (EEG) data related to motor imagery potentials has proved to be a difficult task. EEG readings are noisy, and the elicited patterns occur in different parts of the scalp, at different instants and at different frequencies. Wavelet transform has been widely used in the BCI field as it offers temporal and spectral capabilities, although it lacks spatial information. In this study we propose a tailored second generation wavelet to extract features from these three domains. This transform is applied over a graph representation of motor imaginary trials, which encodes temporal and spatial information. This graph is enhanced using per-subject knowledge in order to optimise the spatial relationships among the electrodes, and to improve the filter design. This method improves the performance of classifying different imaginary limb movements maintaining the low computational resources required by the lifting transform over graphs. By using an online dataset we were able to positively assess the feasibility of using the novel method in an online BCI context

A comparison of polynomial and wavelet expansions for the identification of chaotic coupled map lattices

A comparison between polynomial and wavelet expansions for the identification of coupled map lattice (CML) models for deterministic spatio-temporal dynamical systems is presented in this paper. The pattern dynamics generated by smooth and non-smooth nonlinear maps in a well-known 2-dimensional CML structure are analysed. By using an orthogonal feedforward regression algorithm (OFR), polynomial and wavelet models are identified for the CML’s in chaotic regimes. The quantitative dynamical invariants such as the largest Lyapunov exponents and correlation dimensions are estimated and used to evaluate the performance of the identified models

Selective Principal Component Extraction and Reconstruction: A Novel Method for Ground Based Exoplanet Spectroscopy

Context: Infrared spectroscopy of primary and secondary eclipse events probes the composition of exoplanet atmospheres and, using space telescopes, has detected H2O, CH4 and CO2 in three hot Jupiters. However, the available data from space telescopes has limited spectral resolution and does not cover the 2.4 - 5.2 micron spectral region. While large ground based telescopes have the potential to obtain molecular-abundance-grade spectra for many exoplanets, realizing this potential requires retrieving the astrophysical signal in the presence of large Earth-atmospheric and instrument systematic errors. Aims: Here we report a wavelet-assisted, selective principal component extraction method for ground based retrieval of the dayside spectrum of HD 189733b from data containing systematic errors. Methods: The method uses singular value decomposition and extracts those critical points of the Rayleigh quotient which correspond to the planet induced signal. The method does not require prior knowledge of the planet spectrum or the physical mechanisms causing systematic errors. Results: The spectrum obtained with our method is in excellent agreement with space based measurements made with HST and Spitzer (Swain et al. 2009b; Charbonneau et al. 2008) and confirms the recent ground based measurements (Swain et al. 2010) including the strong 3.3 micron emission.Comment: 4 pages, 3 figures; excepted for publication by A&

The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets

This paper proposes a powerful methodology wavelet networks to investigate the effects of international F/X markets on emerging markets currencies. We used EUR/USD parity as input indicator (international F/X markets) and three emerging markets currencies as Brazilian Real, Turkish Lira and Russian Ruble as output indicator (emerging markets currency). We test if the effects of international F/X markets change across different timescale. Using wavelet networks, we showed that the effects of international F/X markets increase with higher timescale. This evidence shows that the causality of international F/X markets on emerging markets should be tested based on 64-128 days effect. We also find that the effects of EUR/USD parity on Turkish Lira is higher on 17-32 days and 65-128 days scales and this evidence shows that Turkish lira is less stable compare to other emerging markets currencies as international F/X markets effects Turkish lira on shorten time scale.F/X Markets; Emerging markets; Wavelet networks; Wavelets; Neural networks

On The Continuous Steering of the Scale of Tight Wavelet Frames

In analogy with steerable wavelets, we present a general construction of adaptable tight wavelet frames, with an emphasis on scaling operations. In particular, the derived wavelets can be "dilated" by a procedure comparable to the operation of steering steerable wavelets. The fundamental aspects of the construction are the same: an admissible collection of Fourier multipliers is used to extend a tight wavelet frame, and the "scale" of the wavelets is adapted by scaling the multipliers. As an application, the proposed wavelets can be used to improve the frequency localization. Importantly, the localized frequency bands specified by this construction can be scaled efficiently using matrix multiplication

Effect of noise filtering on predictions : on the routes of chaos

The detection of chaotic behaviors in commodities, stock markets and weather data is usually complicated by large noise perturbation inherent to the underlying system. It is well known, that predictions, from pure deterministic chaotic systems can be accurate mainly in the short term. Thus, it will be important to be able to reconstruct in a robust way the attractor in which evolves the data, if this attractor exists. In chaotic theory, the deconvolution methods have been largely studied and there exist different approaches which are competitive and complementary. In this work, we apply two methods : the singular value method and the wavelet approach. This last one has not been investigated a lot of filtering chaotic systems. Using very large Monte Carlo simulations, we show the ability of this last deconvolution method. Then, we use the de-noised data set to do forecast, and we discuss deeply the possibility to do long term forecasts with chaotic systems.Deconvolution, chaos, SVD, state space method, wavelets method.