A body of work using the continuous wavelet transform has been growing. We provide a self‐contained summary on its most relevant theoretical results, describe how such transforms can be implemented ...in practice, and generalize the concept of simple coherency to partial wavelet coherency and multiple wavelet coherency, moving beyond bivariate analysis. We also describe a family of wavelets, which emerges as an alternative to the popular Morlet wavelet, the generalized Morse wavelets. A user‐friendly toolbox, with examples, is attached to this paper.
We empirically examine the connectedness between the oil market and the major precious metals (gold, silver platinum, palladium) and the base metal copper over the available period covering December ...06, 1988 to August 31, 2018, using the wavelet coherence and quantile cross-spectral analyses. The major findings can be summed up as follows. First, regarding the connectedness among the considered precious metal markets, there is no evidence of identifying the causal interplays. Second, gold and platinum are highly connected with oil and they influence oil prices, especially during global markets' turmoil. Third, the cross-quantile coherency analysis shows that gold and silver exhibit the highest quantile coherency. Fourth, the intensity of the nexus between gold and copper attains its nadir at the extreme upper and lower quantiles. Our empirical findings have relevant implications for investors. It is important for investors in commodity markets to make appropriate investment market decisions in extreme market circumstances. On the other hand, policymakers may benefit from our research, as they could generate suitable strategies.
•We analyse the lead-lag relationship between oil and metals.•We applied the quantile and wavelet coherency methods.•Gold and silver exhibit the highest quantile coherency.•Gold and platinum are highly connected with oil.
Extracting moving and salient objects from videos is important for many applications like surveillance and video retargeting. In this paper we use spatial and temporal coherency information to ...segment salient objects in videos. While many methods use motion information from videos, they do not exploit coherency information which has the potential to give more accurate saliency maps. Spatial coherency maps identify regions belonging to regular objects, while temporal coherency maps identify regions with high coherent motion. The two coherency maps are combined to obtain the final spatio-temporal map identifying salient regions. Experimental results on public datasets show that our method outperforms two competing methods in segmenting moving objects from videos.
Scale‐ and location‐dependent relationships between soil water content (SWC) and individual environmental factors have been widely explored. SWC is controlled by multiple factors concurrently; ...however, the multivariate relationship is rarely explored at different scales and locations. Multivariate controls of SWC at different scales and locations in two seasons within a hummocky landscape of North America were identified using bivariate wavelet coherency and multiple wavelet coherence. Results showed that depth to CaCO3 layer, which was correlated with elevation over all locations at scales of 36–144 m and cos(aspect), provided the best individual factor for explaining SWC variations in spring (May 2) and summer (August 23), respectively. Although spatial patterns of SWC were temporally stable, different topographic indices affected spatial distribution of SWC in different seasons (elevation in spring and aspect in summer) due to different dominating hydrological processes. These varying hydrological processes also resulted in the distinct role of soil organic carbon (SOC) content in different seasons: a positive correlation in spring and a negative correlation in summer. Multiple wavelet coherence identified a combination of depth to CaCO3 layer and SOC in spring and a combination of cos(aspect) and SOC in summer that controlled SWC at different scales and locations, respectively. This indicated a combined effect of soil and topographic properties on SWC distribution and a clear need for these two factors in developing scale‐dependent prediction of SWC in the hummocky landscape of North America.
•A fast copy-move forgery detection method is proposed.•Enhanced coherency sensitive hashing method is proposed to establish the feature correspondences.•Local bidirectional coherency error is ...proposed to refine the feature correspondences.•Copy-move forgery regions are detected using the local bidirectional coherency.
In this paper, we present an algorithm that can accurately and robustly detect regions of copy-move forgery. We firstly adapt and enhance a coherency sensitive hashing method to establish the feature correspondences in an image. Then, a local bidirectional coherency error is proposed to refine the feature correspondences via iteration over the enhanced coherency sensitive search. When the variation in the local bidirectional coherency error of the host image is not larger than a specified threshold, the iterative process stops, indicating that the feature correspondences are stable. In the end, from the stable feature correspondences, the copy-move forgery regions are easily detected using the local bidirectional coherency error of each feature. The experimental results show the proposed detection method achieves real-time or near real-time effectiveness; at the same time, it can achieve very good detection results compared with the state-of-the-art copy-move forgery detection algorithms, even under various challenging conditions.
Identifying generator coherency with respect to slow oscillatory modes has numerous power system use cases including dynamic model reduction, dynamic security analysis, or system integrity protection ...schemes (e.g., power system islanding). Despite their popularity in both research and industry, classic eigenvector-based slow coherency techniques may not always return accurate results. The multiple past endeavors to improve their accuracy often lack a solid mathematical foundation. Motivated by these deficiencies, we propose an alternative consistent approach to generator slow coherency. Firstly, a new approach is introduced to accurately detect slow coherent generators by effectively minimizing generic normalized cuts. As a by-product, the new approach can also guide the choice of the number of slow coherent groups. Secondly, it is shown that the combination of the the proposed slow coherency approach and an enhanced version of the inertial generator aggregation method allows to produce accurate dynamic equivalents even if the selected number of generator groups is relatively low.
Seismic coherence is of the essence for seismic interpretation as it highlights seismic discontinuity features caused by the deposition process, reservoir boundaries, tectonic movements, etc. Since ...its appearance in 1995, seismic coherence has become one of the most popular and highly recognized interpretation tools. In the last 25 years, there have been different kinds of approaches to calculate seismic coherence attributes, such as cross-correlation, semblance, and eigen-structure. We have also seen different coherence enhancement techniques and modified ways for coherence calculation to address different problems in diverse field applications. In this survey, we provide a general overview of seismic coherence, which is commonly used to delineate structural and stratigraphic discontinuities. We cover the development of the seismic coherence attributes via introducing existing approaches for coherence calculation, enhancement, spectral band-limited coherence methods, and offset-/azimuth-limited coherence methods. In addition, we also discuss the possible coherence artifacts and pitfalls. To better compare different techniques, field applications are provided, where different disciplinary coherence attributes with enhancement techniques are calculated for the channel, fault, carbonate karst, and volcano interpretation.
This article provides a fresh insight into the dynamic nexus between oil prices, the Saudi/US dollar exchange rate, inflation, and output growth rate in Saudi Arabia' economy, using novel Morlet' ...wavelet methods. Specifically, it implements various tools of methodology: the continuous wavelet power spectrum, the cross-wavelet power spectrum, the wavelet coherency, the multiple and the partial wavelet coherence to the annual sample period 1969-2014. Our results unveil that the relationships among the variables evolve through time and frequency. From the time-domain view, we show strong but non-homogenous linkages between the four variables. From the frequency-domain view, we uncover significant wavelet coherences and strong lead-lag relationships. From an economic view, the wavelet analysis shows that Saudi economy is still exposed to several global risk factors, which are mainly related to the oil market volatility, and the pegging of the local currency to the US dollar. Such risk factors strongly and negatively affect the real economic growth, exert more pressure on inflation, and substantially limit the freedom to pursue an independent monetary policy.
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