Now showing items 1-9 of 9

    • Correlation tracking based on wavelet domain information 

      İpek, H. L.; Yılmaz, İ.; Yardımcı, Y. C.; Çetin, A. Enis (SPIE, 2004)
      Tracking moving objects in video can be carried out by correlating a template containing object pixels with pixels of the current frame. This approach may produce erroneous results under noise. We determine a set of ...
    • Differentiating intraday seasonalities through wavelet multi-scaling 

      Gençay, R.; Selçuk, F.; Whitcher, B. (Elsevier BV, 2001)
      It is well documented that strong intraday seasonalities may induce distortions in the estimation of volatility models. These seasonalities are also the dominant source for the underlying misspecifications of the various ...
    • A multiresolution nonrectangular wavelet representation for two-dimensional signals 

      Çetin, A. Enis (Elsevier, 1993)
      In this paper, a new multiresolution wavelet representation for two-dimensional signals is described. This wavelet representation is based on a nonrectangular decomposition of the frequency domain. The decomposition can ...
    • Multiscale systematic risk 

      Gençay, R.; Selçuk, F.; Whitcher, B. (Pergamon Press, 2005)
      In this paper we propose a new approach to estimating systematic risk (the beta of an asset). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. ...
    • Scaling properties of foreign exchange volatility 

      Gençay, R.; Selçuk, F.; Whitcher, B. (Elsevier BV, 2001)
      In this paper, we investigate the scaling properties of foreign exchange volatility. Our methodology is based on a wavelet multi-scaling approach which decomposes the variance of a time series and the covariance between ...
    • Video fire detection-Review 

      Çetin, A. Enis; Dimitropoulos, K.; Gouverneur, B.; Grammalidis, N.; Günay, O.; Habiboğlu, Y. H.; Töreyin, B. U.; Verstockt, S. (Elsevier, 2013)
      This is a review article describing the recent developments in Video based Fire Detection (VFD). Video surveillance cameras and computer vision methods are widely used in many security applications. It is also possible to ...
    • Watermarking via zero assigned filter banks 

      Yücel, Zeynep (Bilkent University, 2005)
      A watermarking scheme for audio and image files is proposed based on wavelet decomposition via zero assigned filter banks. Zero assigned filter banks are perfect reconstruction, conjugate quadrature mirror filter banks ...
    • Watermarking via zero assigned filter banks 

      Yücel, Z.; Özgüler, A. B. (Elsevier, 2009-07-17)
      In order to identify the owner and distributor of digital data, a watermarking scheme in frequency domain for multimedia files is proposed. The scheme satisfies the imperceptibility and persistence requirements and it is ...
    • Wavelet energy ratio unit root tests 

      Trokić, M. (Taylor and Francis Inc., 2016)
      This article uses wavelet theory to propose a frequency domain nonparametric and tuning parameter-free family of unit root tests. The proposed test exploits the wavelet power spectrum of the observed series and its fractional ...