يقترح هذا البحث طريقة جديدة لتقدير دالة كثافة الرابطة باستخدام تحليل المويجات كطريقة لامعلمية، من أجل الحصول على نتائج أكثر دقة وخالية من مشكلة تاثيرات الحدود التي تعاني منها طرائق التقدير اللامعلمية. اذ تعد طريقة المويجات طريقة اوتماتيكية للتعامل مع تاثيرات الحدود وذلك لانها لا تأخذ بنظر الاعتبار إذا كانت السلسلة الزمنية مستقرة او غير مستقرة. ولتقدير دالة كثافة الرابطة تم استعمال المحاكاة لتوليد البيانات وباستعمال خمسة دوال رابطة مختلفة مثل Gaussian وFrank وTawn وRotation Tawn وJoe وبخمسة أحجام مختلفة للعينات عند ثلاثة مستويات ارتباط موجبة، واعتمادًا على الحلول المتعددة، أظهرت النتائج أن تقدير دالة الكثافة الرابطة بطريقة المويجات عندما يكون مستوى الارتباط كانت الرابطة Gaussian في المرتبة الأولى تليها الرابطةFrank واحتلت الرابطة Joe المرتبة الأخيرة. اما في حالة الارتباطات المتوسطة والضعيفة كانت الرابطة Tawn في المرتبة الأولى تليها الرابطة Rotation Tawn في حين جاءت Gaussian بالمرتبة الأخيرة. بالاعتماد على المعايير (Root Mean Square Error, Akiake Information Criteria, and Logarithm likelihood criteria) ، وتبين من خلال الرسم (Contour plot) والشكل ثلاثي الابعاد (3D plot) لدوال الرابطة الحقيقية. فضلا عن اشكال التمهيد لكل منها باستخدام طريقة (ECDWT)، ويتضح من خلال الاشكال الدائرية ان توزيع مشاهدات الدالة الرابطة المقدرة بطريقة (ECDWT) كان دقيقا عند الاطراف بينما كان اقل دقة عند المركز لكل من الدوال Gaussian وTawn.
Copula modeling is widely used in modern statistics. The boundary bias problem is one of the problems faced when estimating by nonparametric methods, as kernel estimators are the most common in nonparametric estimation. In this paper, the copula density function was estimated using the probit transformation nonparametric method in order to get rid of the boundary bias problem that the kernel estimators suffer from. Using simulation for three nonparametric methods to estimate the copula density function and we proposed a new method that is better than the rest of the methods by five types of copulas with different sample sizes and different levels of correlation between the copula variables and the different parameters for the function. The
... Show MoreThe current research creates an overall relative analysis concerning the estimation of Meixner process parameters via the wavelet packet transform. Of noteworthy presentation relevance, it compares the moment method and the wavelet packet estimator for the four parameters of the Meixner process. In this paper, the research focuses on finding the best threshold value using the square root log and modified square root log methods with the wavelet packets in the presence of noise to enhance the efficiency and effectiveness of the denoising process for the financial asset market signal. In this regard, a simulation study compares the performance of moment estimation and wavelet packets for different sample sizes. The results show that wavelet p
... Show MoreIn this paper, visible image watermarking algorithm based on biorthogonal wavelet
transform is proposed. The watermark (logo) of type binary image can be embedded in the
host gray image by using coefficients bands of the transformed host image by biorthogonal
transform domain. The logo image can be embedded in the top-left corner or spread over the
whole host image. A scaling value (α) in the frequency domain is introduced to control the
perception of the watermarked image. Experimental results show that this watermark
algorithm gives visible logo with and no losses in the recovery process of the original image,
the calculated PSNR values support that. Good robustness against attempt to remove the
watermark was s
FG Mohammed, HM Al-Dabbas, Science International, 2018 - Cited by 2
The Field Programmable Gate Array (FPGA) approach is the most recent category, which takes the place in the implementation of most of the Digital Signal Processing (DSP) applications. It had proved the capability to handle such problems and supports all the necessary needs like scalability, speed, size, cost, and efficiency.
In this paper a new proposed circuit design is implemented for the evaluation of the coefficients of the two-dimensional Wavelet Transform (WT) and Wavelet Packet Transform (WPT) using FPGA is provided.
In this implementation the evaluations of the WT & WPT coefficients are depending upon filter tree decomposition using the 2-D discrete convolution algorithm. This implementation w
... Show MoreEmbedding an identifying data into digital media such as video, audio or image is known as digital watermarking. In this paper, a non-blind watermarking algorithm based on Berkeley Wavelet Transform is proposed. Firstly, the embedded image is scrambled by using Arnold transform for higher security, and then the embedding process is applied in transform domain of the host image. The experimental results show that this algorithm is invisible and has good robustness for some common image processing operations.
Semi-parametric regression models have been studied in a variety of applications and scientific fields due to their high flexibility in dealing with data that has problems, as they are characterized by the ease of interpretation of the parameter part while retaining the flexibility of the non-parametric part. The response variable or explanatory variables can have outliers, and the OLS approach have the sensitivity to outliers. To address this issue, robust (resistance) methods were used, which are less sensitive in the presence of outlier values in the data. This study aims to estimate the partial regression model using the robust estimation method with the wavel
... Show MoreThe denoising of a natural image corrupted by Gaussian noise is a problem in signal or image processing. Much work has been done in the field of wavelet thresholding but most of it was focused on statistical modeling of wavelet coefficients and the optimal choice of thresholds. This paper describes a new method for the suppression of noise in image by fusing the stationary wavelet denoising technique with adaptive wiener filter. The wiener filter is applied to the reconstructed image for the approximation coefficients only, while the thresholding technique is applied to the details coefficients of the transform, then get the final denoised image is obtained by combining the two results. The proposed method was applied by usin
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