Search results for: time series segmentation
20197 A Posteriori Trading-Inspired Model-Free Time Series Segmentation
Authors: Plessen Mogens Graf
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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.Keywords: time series segmentation, model-free, trading-inspired, multivariate data
Procedia PDF Downloads 13620196 Image Segmentation Using 2-D Histogram in RGB Color Space in Digital Libraries
Authors: El Asnaoui Khalid, Aksasse Brahim, Ouanan Mohammed
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This paper presents an unsupervised color image segmentation method. It is based on a hierarchical analysis of 2-D histogram in RGB color space. This histogram minimizes storage space of images and thus facilitates the operations between them. The improved segmentation approach shows a better identification of objects in a color image and, at the same time, the system is fast.Keywords: image segmentation, hierarchical analysis, 2-D histogram, classification
Procedia PDF Downloads 38020195 Arabic Handwriting Recognition Using Local Approach
Authors: Mohammed Arif, Abdessalam Kifouche
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Optical character recognition (OCR) has a main role in the present time. It's capable to solve many serious problems and simplify human activities. The OCR yields to 70's, since many solutions has been proposed, but unfortunately, it was supportive to nothing but Latin languages. This work proposes a system of recognition of an off-line Arabic handwriting. This system is based on a structural segmentation method and uses support vector machines (SVM) in the classification phase. We have presented a state of art of the characters segmentation methods, after that a view of the OCR area, also we will address the normalization problems we went through. After a comparison between the Arabic handwritten characters & the segmentation methods, we had introduced a contribution through a segmentation algorithm.Keywords: OCR, segmentation, Arabic characters, PAW, post-processing, SVM
Procedia PDF Downloads 7420194 Distributed Perceptually Important Point Identification for Time Series Data Mining
Authors: Tak-Chung Fu, Ying-Kit Hung, Fu-Lai Chung
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In the field of time series data mining, the concept of the Perceptually Important Point (PIP) identification process is first introduced in 2001. This process originally works for financial time series pattern matching and it is then found suitable for time series dimensionality reduction and representation. Its strength is on preserving the overall shape of the time series by identifying the salient points in it. With the rise of Big Data, time series data contributes a major proportion, especially on the data which generates by sensors in the Internet of Things (IoT) environment. According to the nature of PIP identification and the successful cases, it is worth to further explore the opportunity to apply PIP in time series ‘Big Data’. However, the performance of PIP identification is always considered as the limitation when dealing with ‘Big’ time series data. In this paper, two distributed versions of PIP identification based on the Specialized Binary (SB) Tree are proposed. The proposed approaches solve the bottleneck when running the PIP identification process in a standalone computer. Improvement in term of speed is obtained by the distributed versions.Keywords: distributed computing, performance analysis, Perceptually Important Point identification, time series data mining
Procedia PDF Downloads 43520193 Digital Retinal Images: Background and Damaged Areas Segmentation
Authors: Eman A. Gani, Loay E. George, Faisel G. Mohammed, Kamal H. Sager
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Digital retinal images are more appropriate for automatic screening of diabetic retinopathy systems. Unfortunately, a significant percentage of these images are poor quality that hinders further analysis due to many factors (such as patient movement, inadequate or non-uniform illumination, acquisition angle and retinal pigmentation). The retinal images of poor quality need to be enhanced before the extraction of features and abnormalities. So, the segmentation of retinal image is essential for this purpose, the segmentation is employed to smooth and strengthen image by separating the background and damaged areas from the overall image thus resulting in retinal image enhancement and less processing time. In this paper, methods for segmenting colored retinal image are proposed to improve the quality of retinal image diagnosis. The methods generate two segmentation masks; i.e., background segmentation mask for extracting the background area and poor quality mask for removing the noisy areas from the retinal image. The standard retinal image databases DIARETDB0, DIARETDB1, STARE, DRIVE and some images obtained from ophthalmologists have been used to test the validation of the proposed segmentation technique. Experimental results indicate the introduced methods are effective and can lead to high segmentation accuracy.Keywords: retinal images, fundus images, diabetic retinopathy, background segmentation, damaged areas segmentation
Procedia PDF Downloads 40420192 An Adaptive Decomposition for the Variability Analysis of Observation Time Series in Geophysics
Authors: Olivier Delage, Thierry Portafaix, Hassan Bencherif, Guillaume Guimbretiere
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Most observation data sequences in geophysics can be interpreted as resulting from the interaction of several physical processes at several time and space scales. As a consequence, measurements time series in geophysics have often characteristics of non-linearity and non-stationarity and thereby exhibit strong fluctuations at all time-scales and require a time-frequency representation to analyze their variability. Empirical Mode Decomposition (EMD) is a relatively new technic as part of a more general signal processing method called the Hilbert-Huang transform. This analysis method turns out to be particularly suitable for non-linear and non-stationary signals and consists in decomposing a signal in an auto adaptive way into a sum of oscillating components named IMFs (Intrinsic Mode Functions), and thereby acts as a bank of bandpass filters. The advantages of the EMD technic are to be entirely data driven and to provide the principal variability modes of the dynamics represented by the original time series. However, the main limiting factor is the frequency resolution that may give rise to the mode mixing phenomenon where the spectral contents of some IMFs overlap each other. To overcome this problem, J. Gilles proposed an alternative entitled “Empirical Wavelet Transform” (EWT) which consists in building from the segmentation of the original signal Fourier spectrum, a bank of filters. The method used is based on the idea utilized in the construction of both Littlewood-Paley and Meyer’s wavelets. The heart of the method lies in the segmentation of the Fourier spectrum based on the local maxima detection in order to obtain a set of non-overlapping segments. Because linked to the Fourier spectrum, the frequency resolution provided by EWT is higher than that provided by EMD and therefore allows to overcome the mode-mixing problem. On the other hand, if the EWT technique is able to detect the frequencies involved in the original time series fluctuations, EWT does not allow to associate the detected frequencies to a specific mode of variability as in the EMD technic. Because EMD is closer to the observation of physical phenomena than EWT, we propose here a new technic called EAWD (Empirical Adaptive Wavelet Decomposition) based on the coupling of the EMD and EWT technics by using the IMFs density spectral content to optimize the segmentation of the Fourier spectrum required by EWT. In this study, EMD and EWT technics are described, then EAWD technic is presented. Comparison of results obtained respectively by EMD, EWT and EAWD technics on time series of ozone total columns recorded at Reunion island over [1978-2019] period is discussed. This study was carried out as part of the SOLSTYCE project dedicated to the characterization and modeling of the underlying dynamics of time series issued from complex systems in atmospheric sciencesKeywords: adaptive filtering, empirical mode decomposition, empirical wavelet transform, filter banks, mode-mixing, non-linear and non-stationary time series, wavelet
Procedia PDF Downloads 13920191 A Comparative Study of Medical Image Segmentation Methods for Tumor Detection
Authors: Mayssa Bensalah, Atef Boujelben, Mouna Baklouti, Mohamed Abid
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Image segmentation has a fundamental role in analysis and interpretation for many applications. The automated segmentation of organs and tissues throughout the body using computed imaging has been rapidly increasing. Indeed, it represents one of the most important parts of clinical diagnostic tools. In this paper, we discuss a thorough literature review of recent methods of tumour segmentation from medical images which are briefly explained with the recent contribution of various researchers. This study was followed by comparing these methods in order to define new directions to develop and improve the performance of the segmentation of the tumour area from medical images.Keywords: features extraction, image segmentation, medical images, tumor detection
Procedia PDF Downloads 16820190 Morphology Operation and Discrete Wavelet Transform for Blood Vessels Segmentation in Retina Fundus
Authors: Rita Magdalena, N. K. Caecar Pratiwi, Yunendah Nur Fuadah, Sofia Saidah, Bima Sakti
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Vessel segmentation of retinal fundus is important for biomedical sciences in diagnosing ailments related to the eye. Segmentation can simplify medical experts in diagnosing retinal fundus image state. Therefore, in this study, we designed a software using MATLAB which enables the segmentation of the retinal blood vessels on retinal fundus images. There are two main steps in the process of segmentation. The first step is image preprocessing that aims to improve the quality of the image to be optimum segmented. The second step is the image segmentation in order to perform the extraction process to retrieve the retina’s blood vessel from the eye fundus image. The image segmentation methods that will be analyzed in this study are Morphology Operation, Discrete Wavelet Transform and combination of both. The amount of data that used in this project is 40 for the retinal image and 40 for manually segmentation image. After doing some testing scenarios, the average accuracy for Morphology Operation method is 88.46 % while for Discrete Wavelet Transform is 89.28 %. By combining the two methods mentioned in later, the average accuracy was increased to 89.53 %. The result of this study is an image processing system that can segment the blood vessels in retinal fundus with high accuracy and low computation time.Keywords: discrete wavelet transform, fundus retina, morphology operation, segmentation, vessel
Procedia PDF Downloads 19720189 The Feasibility of Online, Interactive Workshops to Facilitate Anatomy Education during the UK COVID-19 Lockdowns
Authors: Prabhvir Singh Marway, Kai Lok Chan, Maria-Ruxandra Jinga, Rachel Bok Ying Lee, Matthew Bok Kit Lee, Krishan Nandapalan, Sze Yi Beh, Harry Carr, Christopher Kui
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We piloted a structured series of online workshops on the 3D segmentation of anatomical structures from CT scans. 33 participants were recruited from four UK universities for two-day workshops between 2020 and 2021. Open-source software (3D-Slicer) was used. We hypothesized that active participation via real-time screen-sharing and voice-communication via Discord would enable improved engagement and learning, despite national lockdowns. Written feedback indicated positive learning experiences, with subjective measures of anatomical understanding and software confidence improving.Keywords: medical education, workshop, segmentation, anatomy
Procedia PDF Downloads 20120188 Semi-Automatic Segmentation of Mitochondria on Transmission Electron Microscopy Images Using Live-Wire and Surface Dragging Methods
Authors: Mahdieh Farzin Asanjan, Erkan Unal Mumcuoglu
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Mitochondria are cytoplasmic organelles of the cell, which have a significant role in the variety of cellular metabolic functions. Mitochondria act as the power plants of the cell and are surrounded by two membranes. Significant morphological alterations are often due to changes in mitochondrial functions. A powerful technique in order to study the three-dimensional (3D) structure of mitochondria and its alterations in disease states is Electron microscope tomography. Detection of mitochondria in electron microscopy images due to the presence of various subcellular structures and imaging artifacts is a challenging problem. Another challenge is that each image typically contains more than one mitochondrion. Hand segmentation of mitochondria is tedious and time-consuming and also special knowledge about the mitochondria is needed. Fully automatic segmentation methods lead to over-segmentation and mitochondria are not segmented properly. Therefore, semi-automatic segmentation methods with minimum manual effort are required to edit the results of fully automatic segmentation methods. Here two editing tools were implemented by applying spline surface dragging and interactive live-wire segmentation tools. These editing tools were applied separately to the results of fully automatic segmentation. 3D extension of these tools was also studied and tested. Dice coefficients of 2D and 3D for surface dragging using splines were 0.93 and 0.92. This metric for 2D and 3D for live-wire method were 0.94 and 0.91 respectively. The root mean square symmetric surface distance values of 2D and 3D for surface dragging was measured as 0.69, 0.93. The same metrics for live-wire tool were 0.60 and 2.11. Comparing the results of these editing tools with the results of automatic segmentation method, it shows that these editing tools, led to better results and these results were more similar to ground truth image but the required time was higher than hand-segmentation timeKeywords: medical image segmentation, semi-automatic methods, transmission electron microscopy, surface dragging using splines, live-wire
Procedia PDF Downloads 16920187 Chern-Simons Equation in Financial Theory and Time-Series Analysis
Authors: Ognjen Vukovic
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Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics
Procedia PDF Downloads 47420186 Toward Automatic Chest CT Image Segmentation
Authors: Angely Sim Jia Wun, Sasa Arsovski
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Numerous studies have been conducted on the segmentation of medical images. Segmenting the lungs is one of the common research topics in those studies. Our research stemmed from the lack of solutions for automatic bone, airway, and vessel segmentation, despite the existence of multiple lung segmentation techniques. Consequently, currently, available software tools used for medical image segmentation do not provide automatic lung, bone, airway, and vessel segmentation. This paper presents segmentation techniques along with an interactive software tool architecture for segmenting bone, lung, airway, and vessel tissues. Additionally, we propose a method for creating binary masks from automatically generated segments. The key contribution of our approach is the technique for automatic image thresholding using adjustable Hounsfield values and binary mask extraction. Generated binary masks can be successfully used as a training dataset for deep-learning solutions in medical image segmentation. In this paper, we also examine the current software tools used for medical image segmentation, discuss our approach, and identify its advantages.Keywords: lung segmentation, binary masks, U-Net, medical software tools
Procedia PDF Downloads 9820185 A Product-Specific/Unobservable Approach to Segmentation for a Value Expressive Credit Card Service
Authors: Manfred F. Maute, Olga Naumenko, Raymond T. Kong
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Using data from a nationally representative financial panel of Canadian households, this study develops a psychographic segmentation of the customers of a value-expressive credit card service and tests for effects on relational response differences. The variety of segments elicited by agglomerative and k means clustering and the familiar profiles of individual clusters suggest that the face validity of the psychographic segmentation was quite high. Segmentation had a significant effect on customer satisfaction and relationship depth. However, when socio-demographic characteristics like household size and income were accounted for in the psychographic segmentation, the effect on relational response differences was magnified threefold. Implications for the segmentation of financial services markets are considered.Keywords: customer satisfaction, financial services, psychographics, response differences, segmentation
Procedia PDF Downloads 33420184 Investigation on Performance of Change Point Algorithm in Time Series Dynamical Regimes and Effect of Data Characteristics
Authors: Farhad Asadi, Mohammad Javad Mollakazemi
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In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.Keywords: time series, fluctuation in statistical characteristics, optimal learning, change-point algorithm
Procedia PDF Downloads 42820183 A Comparison between Different Segmentation Techniques Used in Medical Imaging
Authors: Ibtihal D. Mustafa, Mawia A. Hassan
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Tumor segmentation from MRI image is important part of medical images experts. This is particularly a challenging task because of the high assorting appearance of tumor tissue among different patients. MRI images are advance of medical imaging because it is give richer information about human soft tissue. There are different segmentation techniques to detect MRI brain tumor. In this paper, different procedure segmentation methods are used to segment brain tumors and compare the result of segmentations by using correlation and structural similarity index (SSIM) to analysis and see the best technique that could be applied to MRI image.Keywords: MRI, segmentation, correlation, structural similarity
Procedia PDF Downloads 41020182 Multidimensional Sports Spectators Segmentation and Social Media Marketing
Authors: B. Schmid, C. Kexel, E. Djafarova
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Understanding consumers is elementary for practitioners in marketing. Consumers of sports events, the sports spectators, are a particularly complex consumer crowd. In order to identify and define their profiles different segmentation approaches can be found in literature, one of them being multidimensional segmentation. Multidimensional segmentation models correspond to the broad range of attitudes, behaviours, motivations and beliefs of sports spectators, other than earlier models. Moreover, in sports there are some well-researched disciplines (e.g. football or North American sports) where consumer profiles and marketing strategies are elaborate and others where no research at all can be found. For example, there is almost no research on athletics spectators. This paper explores the current state of research on sports spectators segmentation. An in-depth literature review provides the framework for a spectators segmentation in athletics. On this basis, additional potential consumer groups and implications for social media marketing will be explored. The findings are the basis for further research.Keywords: multidimensional segmentation, social media, sports marketing, sports spectators segmentation
Procedia PDF Downloads 30720181 Nonstationarity Modeling of Economic and Financial Time Series
Authors: C. Slim
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Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.Keywords: stationarity, unit root tests, economic time series, ADF tests
Procedia PDF Downloads 42320180 Hierarchical Piecewise Linear Representation of Time Series Data
Authors: Vineetha Bettaiah, Heggere S. Ranganath
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This paper presents a Hierarchical Piecewise Linear Approximation (HPLA) for the representation of time series data in which the time series is treated as a curve in the time-amplitude image space. The curve is partitioned into segments by choosing perceptually important points as break points. Each segment between adjacent break points is recursively partitioned into two segments at the best point or midpoint until the error between the approximating line and the original curve becomes less than a pre-specified threshold. The HPLA representation achieves dimensionality reduction while preserving prominent local features and general shape of time series. The representation permits course-fine processing at different levels of details, allows flexible definition of similarity based on mathematical measures or general time series shape, and supports time series data mining operations including query by content, clustering and classification based on whole or subsequence similarity.Keywords: data mining, dimensionality reduction, piecewise linear representation, time series representation
Procedia PDF Downloads 27620179 pscmsForecasting: A Python Web Service for Time Series Forecasting
Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou
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pscmsForecasting is an open-source web service that implements a variety of time series forecasting algorithms and exposes them to the user via the ubiquitous HTTP protocol. It allows developers to enhance their applications by adding time series forecasting functionalities through an intuitive and easy-to-use interface. This paper provides some background on time series forecasting and gives details about the implemented algorithms, aiming to enhance the end user’s understanding of the underlying methods before incorporating them into their applications. A detailed description of the web service’s interface and its various parameterizations is also provided. Being an open-source project, pcsmsForecasting can also be easily modified and tailored to the specific needs of each application.Keywords: time series, forecasting, web service, open source
Procedia PDF Downloads 8420178 Imp_hist-Si: Improved Hybrid Image Segmentation Technique for Satellite Imagery to Decrease the Segmentation Error Rate
Authors: Neetu Manocha
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Image segmentation is a technique where a picture is parted into distinct parts having similar features which have a place with similar items. Various segmentation strategies have been proposed as of late by prominent analysts. But, after ultimate thorough research, the novelists have analyzed that generally, the old methods do not decrease the segmentation error rate. Then author finds the technique HIST-SI to decrease the segmentation error rates. In this technique, cluster-based and threshold-based segmentation techniques are merged together. After then, to improve the result of HIST-SI, the authors added the method of filtering and linking in this technique named Imp_HIST-SI to decrease the segmentation error rates. The goal of this research is to find a new technique to decrease the segmentation error rates and produce much better results than the HIST-SI technique. For testing the proposed technique, a dataset of Bhuvan – a National Geoportal developed and hosted by ISRO (Indian Space Research Organisation) is used. Experiments are conducted using Scikit-image & OpenCV tools of Python, and performance is evaluated and compared over various existing image segmentation techniques for several matrices, i.e., Mean Square Error (MSE) and Peak Signal Noise Ratio (PSNR).Keywords: satellite image, image segmentation, edge detection, error rate, MSE, PSNR, HIST-SI, linking, filtering, imp_HIST-SI
Procedia PDF Downloads 14120177 Performance Evaluation of Various Segmentation Techniques on MRI of Brain Tissue
Authors: U.V. Suryawanshi, S.S. Chowhan, U.V Kulkarni
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Accuracy of segmentation methods is of great importance in brain image analysis. Tissue classification in Magnetic Resonance brain images (MRI) is an important issue in the analysis of several brain dementias. This paper portraits performance of segmentation techniques that are used on Brain MRI. A large variety of algorithms for segmentation of Brain MRI has been developed. The objective of this paper is to perform a segmentation process on MR images of the human brain, using Fuzzy c-means (FCM), Kernel based Fuzzy c-means clustering (KFCM), Spatial Fuzzy c-means (SFCM) and Improved Fuzzy c-means (IFCM). The review covers imaging modalities, MRI and methods for noise reduction and segmentation approaches. All methods are applied on MRI brain images which are degraded by salt-pepper noise demonstrate that the IFCM algorithm performs more robust to noise than the standard FCM algorithm. We conclude with a discussion on the trend of future research in brain segmentation and changing norms in IFCM for better results.Keywords: image segmentation, preprocessing, MRI, FCM, KFCM, SFCM, IFCM
Procedia PDF Downloads 33420176 Efficient Residual Road Condition Segmentation Network Based on Reconstructed Images
Authors: Xiang Shijie, Zhou Dong, Tian Dan
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This paper focuses on the application of real-time semantic segmentation technology in complex road condition recognition, aiming to address the critical issue of how to improve segmentation accuracy while ensuring real-time performance. Semantic segmentation technology has broad application prospects in fields such as autonomous vehicle navigation and remote sensing image recognition. However, current real-time semantic segmentation networks face significant technical challenges and optimization gaps in balancing speed and accuracy. To tackle this problem, this paper conducts an in-depth study and proposes an innovative Guided Image Reconstruction Module. By resampling high-resolution images into a set of low-resolution images, this module effectively reduces computational complexity, allowing the network to more efficiently extract features within limited resources, thereby improving the performance of real-time segmentation tasks. In addition, a dual-branch network structure is designed in this paper to fully leverage the advantages of different feature layers. A novel Hybrid Attention Mechanism is also introduced, which can dynamically capture multi-scale contextual information and effectively enhance the focus on important features, thus improving the segmentation accuracy of the network in complex road condition. Compared with traditional methods, the proposed model achieves a better balance between accuracy and real-time performance and demonstrates competitive results in road condition segmentation tasks, showcasing its superiority. Experimental results show that this method not only significantly improves segmentation accuracy while maintaining real-time performance, but also remains stable across diverse and complex road conditions, making it highly applicable in practical scenarios. By incorporating the Guided Image Reconstruction Module, dual-branch structure, and Hybrid Attention Mechanism, this paper presents a novel approach to real-time semantic segmentation tasks, which is expected to further advance the development of this field.Keywords: hybrid attention mechanism, image reconstruction, real-time, road status recognition
Procedia PDF Downloads 2520175 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques
Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt
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Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.Keywords: forecasting, time series, auto regression, ARCH, ARMA
Procedia PDF Downloads 34920174 Analysis of Dynamics Underlying the Observation Time Series by Using a Singular Spectrum Approach
Authors: O. Delage, H. Bencherif, T. Portafaix, A. Bourdier
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The main purpose of time series analysis is to learn about the dynamics behind some time ordered measurement data. Two approaches are used in the literature to get a better knowledge of the dynamics contained in observation data sequences. The first of these approaches concerns time series decomposition, which is an important analysis step allowing patterns and behaviors to be extracted as components providing insight into the mechanisms producing the time series. As in many cases, time series are short, noisy, and non-stationary. To provide components which are physically meaningful, methods such as Empirical Mode Decomposition (EMD), Empirical Wavelet Transform (EWT) or, more recently, Empirical Adaptive Wavelet Decomposition (EAWD) have been proposed. The second approach is to reconstruct the dynamics underlying the time series as a trajectory in state space by mapping a time series into a set of Rᵐ lag vectors by using the method of delays (MOD). Takens has proved that the trajectory obtained with the MOD technic is equivalent to the trajectory representing the dynamics behind the original time series. This work introduces the singular spectrum decomposition (SSD), which is a new adaptive method for decomposing non-linear and non-stationary time series in narrow-banded components. This method takes its origin from singular spectrum analysis (SSA), a nonparametric spectral estimation method used for the analysis and prediction of time series. As the first step of SSD is to constitute a trajectory matrix by embedding a one-dimensional time series into a set of lagged vectors, SSD can also be seen as a reconstruction method like MOD. We will first give a brief overview of the existing decomposition methods (EMD-EWT-EAWD). The SSD method will then be described in detail and applied to experimental time series of observations resulting from total columns of ozone measurements. The results obtained will be compared with those provided by the previously mentioned decomposition methods. We will also compare the reconstruction qualities of the observed dynamics obtained from the SSD and MOD methods.Keywords: time series analysis, adaptive time series decomposition, wavelet, phase space reconstruction, singular spectrum analysis
Procedia PDF Downloads 10620173 Sea-Land Segmentation Method Based on the Transformer with Enhanced Edge Supervision
Authors: Lianzhong Zhang, Chao Huang
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Sea-land segmentation is a basic step in many tasks such as sea surface monitoring and ship detection. The existing sea-land segmentation algorithms have poor segmentation accuracy, and the parameter adjustments are cumbersome and difficult to meet actual needs. Also, the current sea-land segmentation adopts traditional deep learning models that use Convolutional Neural Networks (CNN). At present, the transformer architecture has achieved great success in the field of natural images, but its application in the field of radar images is less studied. Therefore, this paper proposes a sea-land segmentation method based on the transformer architecture to strengthen edge supervision. It uses a self-attention mechanism with a gating strategy to better learn relative position bias. Meanwhile, an additional edge supervision branch is introduced. The decoder stage allows the feature information of the two branches to interact, thereby improving the edge precision of the sea-land segmentation. Based on the Gaofen-3 satellite image dataset, the experimental results show that the method proposed in this paper can effectively improve the accuracy of sea-land segmentation, especially the accuracy of sea-land edges. The mean IoU (Intersection over Union), edge precision, overall precision, and F1 scores respectively reach 96.36%, 84.54%, 99.74%, and 98.05%, which are superior to those of the mainstream segmentation models and have high practical application values.Keywords: SAR, sea-land segmentation, deep learning, transformer
Procedia PDF Downloads 18420172 An Overview of Posterior Fossa Associated Pathologies and Segmentation
Authors: Samuel J. Ahmad, Michael Zhu, Andrew J. Kobets
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Segmentation tools continue to advance, evolving from manual methods to automated contouring technologies utilizing convolutional neural networks. These techniques have evaluated ventricular and hemorrhagic volumes in the past but may be applied in novel ways to assess posterior fossa-associated pathologies such as Chiari malformations. Herein, we summarize literature pertaining to segmentation in the context of this and other posterior fossa-based diseases such as trigeminal neuralgia, hemifacial spasm, and posterior fossa syndrome. A literature search for volumetric analysis of the posterior fossa identified 27 papers where semi-automated, automated, manual segmentation, linear measurement-based formulas, and the Cavalieri estimator were utilized. These studies produced superior data than older methods utilizing formulas for rough volumetric estimations. The most commonly used segmentation technique was semi-automated segmentation (12 studies). Manual segmentation was the second most common technique (7 studies). Automated segmentation techniques (4 studies) and the Cavalieri estimator (3 studies), a point-counting method that uses a grid of points to estimate the volume of a region, were the next most commonly used techniques. The least commonly utilized segmentation technique was linear measurement-based formulas (1 study). Semi-automated segmentation produced accurate, reproducible results. However, it is apparent that there does not exist a single semi-automated software, open source or otherwise, that has been widely applied to the posterior fossa. Fully-automated segmentation via such open source software as FSL and Freesurfer produced highly accurate posterior fossa segmentations. Various forms of segmentation have been used to assess posterior fossa pathologies and each has its advantages and disadvantages. According to our results, semi-automated segmentation is the predominant method. However, atlas-based automated segmentation is an extremely promising method that produces accurate results. Future evolution of segmentation technologies will undoubtedly yield superior results, which may be applied to posterior fossa related pathologies. Medical professionals will save time and effort analyzing large sets of data due to these advances.Keywords: chiari, posterior fossa, segmentation, volumetric
Procedia PDF Downloads 10720171 Applying a Noise Reduction Method to Reveal Chaos in the River Flow Time Series
Authors: Mohammad H. Fattahi
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Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. The noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.Keywords: chaotic behavior, wavelet, noise reduction, river flow
Procedia PDF Downloads 46920170 Segmentation of Liver Using Random Forest Classifier
Authors: Gajendra Kumar Mourya, Dinesh Bhatia, Akash Handique, Sunita Warjri, Syed Achaab Amir
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Nowadays, Medical imaging has become an integral part of modern healthcare. Abdominal CT images are an invaluable mean for abdominal organ investigation and have been widely studied in the recent years. Diagnosis of liver pathologies is one of the major areas of current interests in the field of medical image processing and is still an open problem. To deeply study and diagnose the liver, segmentation of liver is done to identify which part of the liver is mostly affected. Manual segmentation of the liver in CT images is time-consuming and suffers from inter- and intra-observer differences. However, automatic or semi-automatic computer aided segmentation of the Liver is a challenging task due to inter-patient Liver shape and size variability. In this paper, we present a technique for automatic segmenting the liver from CT images using Random Forest Classifier. Random forests or random decision forests are an ensemble learning method for classification that operate by constructing a multitude of decision trees at training time and outputting the class that is the mode of the classes of the individual trees. After comparing with various other techniques, it was found that Random Forest Classifier provide a better segmentation results with respect to accuracy and speed. We have done the validation of our results using various techniques and it shows above 89% accuracy in all the cases.Keywords: CT images, image validation, random forest, segmentation
Procedia PDF Downloads 31320169 Change Point Analysis in Average Ozone Layer Temperature Using Exponential Lomax Distribution
Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani Alghamdi
Abstract:
Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.Keywords: binary segmentation, change point, exponentialLomax distribution, information criterion
Procedia PDF Downloads 17520168 U-Net Based Multi-Output Network for Lung Disease Segmentation and Classification Using Chest X-Ray Dataset
Authors: Jaiden X. Schraut
Abstract:
Medical Imaging Segmentation of Chest X-rays is used for the purpose of identification and differentiation of lung cancer, pneumonia, COVID-19, and similar respiratory diseases. Widespread application of computer-supported perception methods into the diagnostic pipeline has been demonstrated to increase prognostic accuracy and aid doctors in efficiently treating patients. Modern models attempt the task of segmentation and classification separately and improve diagnostic efficiency; however, to further enhance this process, this paper proposes a multi-output network that follows a U-Net architecture for image segmentation output and features an additional CNN module for auxiliary classification output. The proposed model achieves a final Jaccard Index of .9634 for image segmentation and a final accuracy of .9600 for classification on the COVID-19 radiography database.Keywords: chest X-ray, deep learning, image segmentation, image classification
Procedia PDF Downloads 145