In this paper we apply the wavelets methodology to the analysis of the comovements of for some MENA countries from June 1997 until March 2005. We decompose weekly stock market returns into di¤erent time scale components using the non-decimated discrete wavelet transform and then analyze the relationships among these variables at the di¤erent time scales. Keywords : Stock market returns, Wavelet...

A signal processed by the Discrete Wavelet Transform (DWT) must be periodic for perfect reconstruction to be possible. A signal that is non-periodic but which exists for a nite time can be \periodised" by repeating the signal again at its own end, making it suitable for processing by the DWT. For a continuous-time non-periodic signal, the signal has no end and as such it cannot be periodised an...

For seismic resistant design of critical structures, a dynamic analysis, based on either response spectrum or time history is frequently required. Due to the lack of recorded data and randomness of earthquake ground motion that might be experienced by the structure under probable future earthquakes, it is usually difficult to obtain recorded data which fit the necessary parameters (e.g. soil ty...

The problem of change detection of time series with abrupt and smooth changes in the spectral characteristics is addressed. We first review the main characteristics of the discrete wavelet transform and the maximal overlap discrete wavelet transform. An algorithm for sequential change detection in time series is then reported based on the maximal overlap discrete wavelet transform and Bayesian ...

This paper discusses the application of complex discrete wavelet transform (CDWT) which has significant advantages over real wavelet transform for certain signal processing problems. CDWT is a form of discrete wavelet transform, which generates complex coefficients by using a dual tree of wavelet filters to obtain their real and imaginary parts. The paper is divided into three sections. The fir...

During their service life, marine pipelines continually accumulate damage as a result of the action of various environmental forces. Clearly, the development of robust techniques for early damage detection is very important to avoid the possible occurrence of a disastrous structural failure. Most of vibration-based damage detection methods require the modal properties that are obtained from mea...

Image fusion is processes of combining complementary information from a set of input images. The resultant fused image give large and reliable information. In this paper we study about Discrete wavelet and Discrete Multiwavelet and there use in image fusion. Discrete wavelet transform (DWT) technique is used for multi Resolution fusion. Multi Resolution fusion uses wavelet transform at multi sc...