Search results for: quantile dispersion graphs

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

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Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: combining forecasts, MCMC, predictive density functions, quantile forecasting, quantile modelling

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Authors: Yaeji Lim, Hee-Seok Oh

Abstract:

The coherence analysis measures the linear time-invariant relationship between two data sets and has been studied various fields such as signal processing, engineering, and medical science. However classical coherence analysis tends to be sensitive to outliers and focuses only on mean relationship. In this paper, we generalized cross periodogram to quantile cross periodogram and provide richer inter-relationship between two data sets. This is a general version of Laplace cross periodogram. We prove its asymptotic distribution under the long range process and compare them with ordinary coherence through numerical examples. We also present real data example to confirm the usefulness of quantile coherence analysis.

Keywords: coherence, cross periodogram, spectrum, quantile

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Authors: Behnaz Pahlousay, Farshad Kazemnejad, Elisa Palezzato, Michele Torielli

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In this paper, we study the notions of connected domination number and of outer-connected domination number for middle graphs. Indeed, we obtain tight bounds for these numbers in terms of the order of the middle graph M(G). We also compute the outer-connected domination number of some families of graphs such as star graphs, cycle graphs, wheel graphs, complete graphs, complete bipartite graphs and some operation on graphs, explicitly. Moreover, some Nordhaus-Gaddum-like relations are presented for the outer-connected domination number of middle graphs.

Keywords: connected domination number, outer-connected dom- ination number, domination number, middle graph, nordhaus- gaddum-like relation.

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Authors: Kajingulu Malandala, Ranganai Edmore

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The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.

Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation

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Authors: Semra Turkan

Abstract:

In this paper, we have examined the factors that affect the productivity of Turkey’s Top 500 Industrial Enterprises in 2014. The labor productivity of enterprises is taken as an indicator of productivity of industrial enterprises. When the relationships between some financial ratios and labor productivity, it is seen that there is a nonparametric relationship between labor productivity and return on sales. In addition, the distribution of labor productivity of enterprises is right-skewed. If the dependent distribution is skewed, the quantile regression is more suitable for this data. Hence, the nonparametric relationship between labor productivity and return on sales by quantile smoothing splines.

Keywords: quantile regression, smoothing spline, labor productivity, financial ratios

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Authors: Gete Umbrey, Saifur Rahman

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Graphs are found to be most capable in computing, and its abstract structures have been applied in some specific computations and algorithms like in phase encoding controller, processor microcontroller, and synthesis of a CMOS switching network, etc. Being motivated by these works, we develop an independent approach to study semiring structures and various properties by defining the binary operations which in fact, seems analogous to an existing definition in some sense but with a different approach. This work emphasizes specifically on the construction of semigroup and semiring structures on the set of undirected graphs, and their properties are investigated therein. It is expected that the investigation done here may have some interesting applications in theoretical computer science, networking and decision making, and also on joining of two network systems.

Keywords: graphs, join and union of graphs, semiring, weighted graphs

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Authors: Rene Valdiviezo-Issa

Abstract:

In this paper, we use Mexico’s Households Income and Expenditures (ENIGH) survey to explain the behaviour that the urban-rural expenditure gap has had since Mexico’s incorporation to the North American Free Trade Agreement (NAFTA) in 1994 and we compare it with the latest available survey, which took place in 2014. We use real trimestral expenditure per capita (RTEPC) as the measure of welfare. We use quantile regressions and a quantile regression decomposition to describe the gap between urban and rural distributions of log RTEPC. We discover that the decrease in the difference between the urban and rural distributions of log RTEPC, or inequality, is motivated because of a deprivation of the urban areas, in very specific characteristics, rather than an improvement of the urban areas. When using the decomposition we observe that the gap is primarily brought about because differences in returns to covariates between the urban and rural areas.

Keywords: quantile regression, urban-rural inequality, inequality in Mexico, income decompositon

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Authors: Shabbir Chowdhury

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A signal is broadened when it is gone through a channel, this phenomenon is known as dispersion. And dispersion is different for different wavelength. So bandwidth become limited. Research have tried to design an optical fiber with flattened dispersion to use more bandwidth and also for wavelength division multiplexing. In this paper, a single mode photonic crystal fiber with a flattened dispersion and less effective area has been proposed where silica is used as fiber materials. The effective dispersion varies from -1.996 to 0.1783 [ps/(nm-km)] for enter E-band to U-band. This fiber will take only 3.048 [micrometer^2] (for 1.75 micrometer wavelength). Silica is being used as the fiber material.

Keywords: photonic crystal fiber, dispersion, bandwidth, chromatic dispersion, effective dispersion, dispersion compensation, effective area, effective refractive index

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Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: Seyed Ahmad Mojallal

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Let G be a connected threshold graph of order n with m edges and trace T. In this talk we give a lower bound on Laplacian energy in terms of n, m, and T of G. From this we determine the threshold graphs with the first four minimal Laplacian energies. We also list the first 20 minimal Laplacian energies among threshold graphs. Let σ=σ(G) be the number of Laplacian eigenvalues greater than or equal to average degree of graph G. Using this concept, we obtain the threshold graphs with the largest and the second largest Laplacian energies.

Keywords: Laplacian eigenvalues, Laplacian energy, threshold graphs, extremal graphs

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Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

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Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Y. Wang

Abstract:

The Traveling salesman problem (TSP) is NP-hard in combinatorial optimization. The research shows the algorithms for TSP on the sparse graphs have the shorter computation time than those for TSP according to the complete graphs. We present an improved iterative algorithm to compute the sparse graphs for TSP by frequency graphs computed with frequency quadrilaterals. The iterative algorithm is enhanced by adjusting two parameters of the algorithm. The computation time of the algorithm is O(CN_maxn²) where C is the iterations, N_max is the maximum number of frequency quadrilaterals containing each edge and n is the scale of TSP. The experimental results showed the computed sparse graphs generally have less than 5n edges for most of these Euclidean instances. Moreover, the maximum degree and minimum degree of the vertices in the sparse graphs do not have much difference. Thus, the computation time of the methods to resolve the TSP on these sparse graphs will be greatly reduced.

Keywords: frequency quadrilateral, iterative algorithm, sparse graph, traveling salesman problem

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Authors: T. Pathinathan, M. Peter

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Fuzzy graphs incorporate concepts from graph theory with fuzzy principles. In this paper, we make a study on the properties of fuzzy graphs which are non-cyclic and are of two-dimensional in structure. In particular, this paper presents 2D structure or the structure of double layer for a non-cyclic fuzzy graph whose underlying crisp graph is non-cyclic. In any graph structure, introducing 2D structure may lead to an inherent cycle. We propose relevant conditions for 2D structured non-cyclic fuzzy graphs. These conditions are extended even to fuzzy graphs of the 3D structure. General theoretical properties that are studied for any fuzzy graph are verified to 2D structured or double layered fuzzy graphs. Concepts like Order, Degree, Strong and Size for a fuzzy graph are studied for 2D structured or double layered non-cyclic fuzzy graphs. Using different types of fuzzy graphs, the proposed concepts relating to 2D structured fuzzy graphs are verified.

Keywords: double layered fuzzy graph, double layered non–cyclic fuzzy graph, order, degree and size

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Authors: Swapnil Gupta, C. Pandu Rangan

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A uniquely restricted matching is defined to be a matching M whose matched vertices induces a sub-graph which has only one perfect matching. In this paper, we make progress on the open question of the status of this problem on interval graphs (graphs obtained as the intersection graph of intervals on a line). We give an algorithm to compute maximum cardinality uniquely restricted matchings on certain sub-classes of interval graphs. We consider two sub-classes of interval graphs, the former contained in the latter, and give O(|E|^2) time algorithms for both of them. It is to be noted that both sub-classes are incomparable to proper interval graphs (graphs obtained as the intersection graph of intervals in which no interval completely contains another interval), on which the problem can be solved in polynomial time.

Keywords: uniquely restricted matching, interval graph, matching, induced matching, witness counting

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Authors: Yoonsuh Jung, Steven N. MacEachern

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Check loss function is used to define quantile regression. In the prospect of cross validation, it is also employed as a validation function when underlying truth is unknown. However, our empirical study indicates that the validation with check loss often leads to choosing an over estimated fits. In this work, we suggest a modified or L2-adjusted check loss which rounds the sharp corner in the middle of check loss. It has a large effect of guarding against over fitted model in some extent. Through various simulation settings of linear and non-linear regressions, the improvement of check loss by L2 adjustment is empirically examined. This adjustment is devised to shrink to zero as sample size grows.

Keywords: cross-validation, model selection, quantile regression, tuning parameter selection

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Authors: Vadim E. Levit, Eugen Mandrescu

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A graph is well-covered if all its maximal independent sets are of the same size. A well-covered graph is 1-well-covered if deletion of every vertex of the graph leaves it well-covered. It is known that a graph without isolated vertices is 1-well-covered if and only if every two disjoint independent sets are included in two disjoint maximum independent sets. Well-covered graphs are related to combinatorial commutative algebra (e.g., every Cohen-Macaulay graph is well-covered, while each Gorenstein graph without isolated vertices is 1-well-covered). Our intent is to construct several infinite families of 1-well-covered graphs using the following known graph operations: corona, join, and rooted product of graphs. Adopting some known techniques used to advantage for well-covered graphs, one can prove that: if the graph G has no isolated vertices, then the corona of G and H is 1-well-covered if and only if H is a complete graph of order two at least; the join of the graphs G and H is 1-well-covered if and only if G and H have the same independence number and both are 1-well-covered; if H satisfies the property that every three pairwise disjoint independent sets are included in three pairwise disjoint maximum independent sets, then the rooted product of G and H is 1-well-covered, for every graph G. These findings show not only how to generate some more families of 1-well-covered graphs, but also that, to this aim, sometimes, one may use graphs that are not necessarily 1-well-covered.

Keywords: maximum independent set, corona, concatenation, join, well-covered graph

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Authors: Robert Gold

Abstract:

Control flow graphs are a well-known representation of the sequential control flow structure of programs with a multitude of applications. Not only single functions but also sets of functions or complete programs can be modelled by control flow graphs. In this case the size of the graphs can grow considerably and thus makes it difficult for software engineers to analyse the control flow. Graph reductions are helpful in this situation. In this paper we define reductions to subsets of nodes. Since executions of programs are represented by paths through the control flow graphs, paths should be preserved. Furthermore, the composition of reductions makes a stepwise analysis approach possible.

Keywords: control flow graph, graph reduction, software engineering, software applications

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Authors: Komlan Sedzro

Abstract:

We apply the non-parametric, unconditional, hyperbolic order-α quantile estimator to appraise the relative efficiency of Microfinance Institutions in Africa in terms of outreach. Our purpose is to verify if these institutions, which must constantly try to strike a compromise between their social role and financial sustainability are operationally efficient. Using data on African MFIs extracted from the Microfinance Information eXchange (MIX) database and covering the 2004 to 2006 periods, we find that more efficient MFIs are also the most profitable. This result is in line with the view that social performance is not in contradiction with the pursuit of excellent financial performance. Our results also show that large MFIs in terms of asset and those charging the highest fees are not necessarily the most efficient.

Keywords: data envelopment analysis, microfinance institutions, quantile estimation of efficiency, social and financial performance

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Authors: Khidir R. Sharaf, Didar A. Ali

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The nullity η (G) of a graph is the occurrence of zero as an eigenvalue in its spectra. A zero-sum weighting of a graph G is real valued function, say f from vertices of G to the set of real numbers, provided that for each vertex of G the summation of the weights f (w) over all neighborhood w of v is zero for each v in G.A high zero-sum weighting of G is one that uses maximum number of non-zero independent variables. If G is graph with an end vertex, and if H is an induced sub-graph of G obtained by deleting this vertex together with the vertex adjacent to it, then, η(G)= η(H). In this paper, a high zero-sum weighting technique and the end vertex procedure are applied to evaluate the nullity of t-tupple and generalized t-tupple graphs are derived and determined for some special types of graphs. Also, we introduce and prove some important results about the t-tupple coalescence, Cartesian and Kronecker products of nut graphs.

Keywords: graph theory, graph spectra, nullity of graphs, statistic

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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Authors: Masao Fujisawa, Hirohito Ikeda, Tomonori Ohata, Miho Yukawa, Hatsumi Aki, Takayoshi Kimura

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We attempted to predict adsorption coefficients by utilizing dispersion energies. We performed liquid-phase free energy calculations based on gas-phase geometries of organic compounds using the DFT and studied the relationship between the adsorption of organic compounds by activated carbon and dispersion energies of the organic compounds. A linear correlation between absorption coefficients and dispersion energies was observed.

Keywords: activated carbon, adsorption, prediction, dispersion energy

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Authors: An-Shik Yang, Chin-Ting Kuo, Yung-Chun Yang, Wen-Hsin Hsieh, Chiang-Ho Cheng

Abstract:

Optical biosensors have become a powerful detection and analysis tool for wide-ranging applications in biomedical research, pharmaceuticals and environmental monitoring. This study carried out the computational fluid dynamics (CFD)-based simulations to explore the dispersion phenomenon in the microchannel of a optical biosensor. The predicted time sequences of concentration contours were utilized to better understand the dispersion development occurred in different geometric shapes of microchannels. The simulation results showed the surface concentrations at the sensing probe (with the best performance of a grating coupler) in respect of time to appraise the dispersion effect and therefore identify the design configurations resulting in minimum dispersion.

Keywords: CFD simulations, dispersion, microfluidic, optical waveguide sensors

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Authors: Yuzhi Cai

Abstract:

In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, financial returns, predictive distribution, quantile function model

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Authors: Charles-Olivier Amédée-Manesme, Benoit Faye, Eric Le Fur

Abstract:

In this paper, the heterogeneity of the Bordeaux Legends 50 wine market price segment is addressed. For this purpose, quantile regression is applied – with market segmentation based on wine bottle price quantile – and the hedonic price of wine attributes is computed for various price segments of the market. The approach is applied to a major privately held data set which consists of approximately 30,000 transactions over the 2003–2014 period. The findings suggest that the relative hedonic prices of several wine attributes differ significantly among deciles. In particular, the elasticity coefficient of the expert ratings shows strong variation among prices. If - as suggested in the literature - expert ratings have a positive influence on wine price on average, they have a clearly decreasing impact over the quantiles. Finally, the lower the wine price, the higher the potential for price appreciation over time. Other variables such as chateaux or vintage are also shown to vary across the distribution of wine prices. While enhancing our understanding of the complex market dynamics that underlie Bordeaux wines’ price, this research provides empirical evidence that the QR approach adequately captures heterogeneity among wine price ranges, which simultaneously applies to wine stock, vintage and auctions’ house.

Keywords: hedonics, market segmentation, quantile regression, heterogeneity, wine economics

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Authors: Priya Kedia, Kiranmoy Das

Abstract:

There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

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Authors: A. Perdomo, J. R. Bacca, Q. E. Jabid

Abstract:

In recent years, technological and investigative progress has been achieved in the area of monitoring of equipment and installation as a result of a deeper understanding of physical phenomenon associated with the non-destructive tests (NDT). The modal analysis proposes an efficient solution to determine the dispersion curves of an arbitrary waveguide cross-sectional. Dispersion curves are essential in the discontinuity localization based on guided waves. In this work, an isotropic hollow cylinder is dynamically analyzed in ANSYS to obtain resonant frequencies and mode shapes all of them associated with the dispersion curves. The numerical results provide the relation between frequency and wavelength which is the foundation of the dispersion curves. Results of the simulation process are validated with the software GUIGW.

Keywords: ansys APDL, dispersion curves, guide waves, modal analysis

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Authors: S. R. Nayaka, Putta Swamy

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Graph polynomial is one of the algebraic representations of the Graph. The degree polynomial is one of the simple algebraic representations of graphs. The degree polynomial of a graph G of order n is the polynomial Deg(G, x) with the coefficients deg(G,i) where deg(G,i) denotes the number of vertices of degree i in G. In this article, we investigate the behavior of the roots of some families of Graphs in the complex field. We investigate for the graphs having only integral roots. Further, we characterize the graphs having single roots or having real roots and behavior of the polynomial at the particular value is also obtained.

Keywords: degree polynomial, regular graph, minimum and maximum degree, graph operations

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Authors: Josef Slapal

Abstract:

Digital images are approximations of real ones and, therefore, to be able to study them, we need the digital plane Z2 to be equipped with a convenient structure that behaves analogously to the Euclidean topology on the real plane. In particular, it is required that such a structure allows for a digital analogue of the Jordan curve theorem. We introduce certain adjacency graphs on the digital plane and prove digital Jordan curves for them thus showing that the graphs provide convenient structures on Z2 for the study and processing of digital images. Further convenient structures including the wellknown Khalimsky and Marcus-Wyse adjacency graphs may be obtained as quotients of the graphs introduced. Since digital Jordan curves represent borders of objects in digital images, the adjacency graphs discussed may be used as background structures on the digital plane for solving the problems of digital image processing that are closely related to borders like border detection, contour filling, pattern recognition, thinning, etc.

Keywords: digital plane, adjacency graph, Jordan curve, quotient adjacency

Procedia PDF Downloads 380