Haar wavelet

Abstract: Time series stored as feature vectors can be indexed by multidimensional index trees like R-Trees for fast retrieval. Due to the dimensionality curse problem, transformations are applied to time series to reduce the number of dimensions of the feature vectors. Different transformations like Discrete Fourier Transform (DFT) Discrete Wavelet Transform (DWT), Karhunen-Loeve (KL) transform or Singular Value Decomposition (SVD) can be applied. While the use of DFT and K-L transform or SVD have been studied on the literature, to our knowledge, there is no in-depth study on the application of DWT. In this paper we propose to use Haar Wavelet Transform for time series indexing. The major contributions are: (1) we show that Euclidean distance is preserved in the Haar transformed domain and no false dismissal will occur, (2) we show that Haar transform can outperform DFT through experiments, (3) a new similarity model is suggested to accommodate vertical shift of time series, and (4) a two-phase method is proposed for efficient n-nearest neighbor query in time series databases.

Abstract: Wavelets have proven to be powerful bases for use in numerical analysis and signal processing. Their power lies in the fact that they only require a small number of coefficients to represent general functions and large data sets accurately. This allows compression and efficient computations. Classical constructions have been limited to simple domains such as intervals and rectangles. In this paper we present a wavelet construction for scalar functions defined on the sphere. We show how biorthogonal wavelets with custom properties can be constructed with the lifting scheme. The bases are extremely easy to implement and allow fully adaptive subdivisions. We give examples of functions defined on the sphere, such as topographic data, bidirectional reflection distribution functions, and illumination, and show how they can be efficiently represented with spherical wavelets. CR

Abstract: Large calibrated datasets of 'random' natural images have recently become available. These make possible precise and intensive statistical studies of the local nature of images. We report results ranging from the simplest single pixel intensity to joint distribution of 3 Haar wavelet responses. Some of these statistics shed light on old issues such as the near scale-invariance of image statistics and some are entirely new. We fit mathematical models to some of the statistics and explain others in terms of local image features.

Abstract: We develop a new multiscale modeling framework for characterizing positive-valued data with long-range-dependent correlations (1/f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the model provides a rapid O(N) cascade algorithm for synthesizing N-point data sets. We study both the second-order and multifractal properties of the model, the latter after a tutorial overview of multifractal analysis. We derive a scheme for matching the model to real data observations and, to demonstrate its effectiveness, apply the model to network traffic synthesis. The flexibility and accuracy of the model and fitting procedure result in a close fit to the real data statistics (variance-time plots and moment scaling) and queuing behavior. Although for illustrative purposes we focus on applications in network traffic modeling, the multifractal wavelet model could be useful in a number of other areas involving positive data, including image processing, finance, and geophysics.