Search results for: Multivariate Gaussian Classifier
354 A Robust Wavelet-Based Watermarking Algorithm Using Edge Detection
Authors: John N. Ellinas
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In this paper, a robust watermarking algorithm using the wavelet transform and edge detection is presented. The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The watermark embedding process is carried over the subband coefficients that lie on edges, where distortions are less noticeable, with a subband level dependent strength. Also, the watermark is embedded to selected coefficients around edges, using a different scale factor for watermark strength, that are captured by a morphological dilation operation. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency to various attacks such as median filtering, Gaussian noise, JPEG compression and geometrical transformations.Keywords: Watermarking, wavelet transform, edge detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2353353 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition
Authors: Robert E. Hursig, Jane X. Zhang
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A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1628352 Categorical Missing Data Imputation Using Fuzzy Neural Networks with Numerical and Categorical Inputs
Authors: Pilar Rey-del-Castillo, Jesús Cardeñosa
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There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson-s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.
Keywords: Classifier, imputation techniques, fuzzy systems, fuzzy min-max neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1779351 An Efficient Classification Method for Inverse Synthetic Aperture Radar Images
Authors: Sang-Hong Park
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This paper proposes an efficient method to classify inverse synthetic aperture (ISAR) images. Because ISAR images can be translated and rotated in the 2-dimensional image place, invariance to the two factors is indispensable for successful classification. The proposed method achieves invariance to translation and rotation of ISAR images using a combination of two-dimensional Fourier transform, polar mapping and correlation-based alignment of the image. Classification is conducted using a simple matching score classifier. In simulations using the real ISAR images of five scaled models measured in a compact range, the proposed method yields classification ratios higher than 97 %.Keywords: Radar, ISAR, radar target classification, radar imaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2194350 3D Face Recognition Using Modified PCA Methods
Authors: Omid Gervei, Ahmad Ayatollahi, Navid Gervei
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In this paper we present an approach for 3D face recognition based on extracting principal components of range images by utilizing modified PCA methods namely 2DPCA and bidirectional 2DPCA also known as (2D) 2 PCA.A preprocessing stage was implemented on the images to smooth them using median and Gaussian filtering. In the normalization stage we locate the nose tip to lay it at the center of images then crop each image to a standard size of 100*100. In the face recognition stage we extract the principal component of each image using both 2DPCA and (2D) 2 PCA. Finally, we use Euclidean distance to measure the minimum distance between a given test image to the training images in the database. We also compare the result of using both methods. The best result achieved by experiments on a public face database shows that 83.3 percent is the rate of face recognition for a random facial expression.Keywords: 3D face recognition, 2DPCA, (2D) 2 PCA, Rangeimage
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3066349 Performance Comparison and Analysis of Serial Concatenated Convolutional Codes
Authors: Dongwon Lee, Eon Kyeong Joo
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In this paper, the performance of three types of serial concatenated convolutional codes (SCCC) is compared and analyzed in additive white Gaussian noise (AWGN) channel. In Type I, only the parity bits of outer encoder are passed to inner encoder. In Type II and Type III, both the information bits and the parity bits of outer encoder are transferred to inner encoder. As results of simulation, Type I shows the best bit error rate (BER) performance at low signal-to-noise ratio (SNR). On the other hand, Type III shows the best BER performance at high SNR in AWGN channel. The simulation results are analyzed using the distance spectrum.Keywords: Distance spectrum, MAP algorithm, SCCC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1755348 A Tool for Audio Quality Evaluation Under Hostile Environment
Authors: Akhil Kumar Arya, Jagdeep Singh Lather, Lillie Dewan
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In this paper is to evaluate audio and speech quality with the help of Digital Audio Watermarking Technique under the different types of attacks (signal impairments) like Gaussian Noise, Compression Error and Jittering Effect. Further attacks are considered as Hostile Environment. Audio and Speech Quality Evaluation is an important research topic. The traditional way for speech quality evaluation is using subjective tests. They are reliable, but very expensive, time consuming, and cannot be used in certain applications such as online monitoring. Objective models, based on human perception, were developed to predict the results of subjective tests. The existing objective methods require either the original speech or complicated computation model, which makes some applications of quality evaluation impossible.Keywords: Digital Watermarking, DCT, Speech Quality, Attacks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1624347 Face Detection using Gabor Wavelets and Neural Networks
Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani
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This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2162346 A Novel Single-Wavelength All-Optical Flip-Flop Employing Single SOA-MZI
Authors: H. Kaatuzian, M. Sedghi, S. Khatami
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In this paper, by exploiting a single semiconductor optical amplifier-Mach Zehnder Interferometer (SOA-MZI), an integratable all-optical flip-flop (AOFF) is proposed. It is composed of a SOA-MZI with a bidirectional coupler at the output. Output signals of both bar and crossbar of the SOA-MZI is fed back to SOAs located in the arms of the Mach-Zehnder Interferometer (MZI). The injected photon-rates to the SOAs are modulated by feedback signals in order to form optical flip-flop. According to numerical analysis, Gaussian optical pulses with the energy of 15.2 fJ and 20 ps duration with the full width at half-maximum criterion, can switch the states of the SR-AOFF. Also simulation results show that the SR-AOFF has the contrast ratio of 8.5 dB between two states with the transition time of nearly 20 ps.Keywords: All Optical, Flip-Flop, Mach-Zehnder Interferometer (MZI), Semiconductor Optical Amplifier (SOA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2025345 Improving Academic Performance Prediction using Voting Technique in Data Mining
Authors: Ikmal Hisyam Mohamad Paris, Lilly Suriani Affendey, Norwati Mustapha
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In this paper we compare the accuracy of data mining methods to classifying students in order to predicting student-s class grade. These predictions are more useful for identifying weak students and assisting management to take remedial measures at early stages to produce excellent graduate that will graduate at least with second class upper. Firstly we examine single classifiers accuracy on our data set and choose the best one and then ensembles it with a weak classifier to produce simple voting method. We present results show that combining different classifiers outperformed other single classifiers for predicting student performance.Keywords: Classification, Data Mining, Prediction, Combination of Multiple Classifiers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2754344 DeClEx-Processing Pipeline for Tumor Classification
Authors: Gaurav Shinde, Sai Charan Gongiguntla, Prajwal Shirur, Ahmed Hambaba
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Health issues are significantly increasing, putting a substantial strain on healthcare services. This has accelerated the integration of machine learning in healthcare, particularly following the COVID-19 pandemic. The utilization of machine learning in healthcare has grown significantly. We introduce DeClEx, a pipeline which ensures that data mirrors real-world settings by incorporating gaussian noise and blur and employing autoencoders to learn intermediate feature representations. Subsequently, our convolutional neural network, paired with spatial attention, provides comparable accuracy to state-of-the-art pre-trained models while achieving a threefold improvement in training speed. Furthermore, we provide interpretable results using explainable AI techniques. We integrate denoising and deblurring, classification and explainability in a single pipeline called DeClEx.
Keywords: Machine learning, healthcare, classification, explainability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 66343 Fast and Accuracy Control Chart Pattern Recognition using a New cluster-k-Nearest Neighbor
Authors: Samir Brahim Belhaouari
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By taking advantage of both k-NN which is highly accurate and K-means cluster which is able to reduce the time of classification, we can introduce Cluster-k-Nearest Neighbor as "variable k"-NN dealing with the centroid or mean point of all subclasses generated by clustering algorithm. In general the algorithm of K-means cluster is not stable, in term of accuracy, for that reason we develop another algorithm for clustering our space which gives a higher accuracy than K-means cluster, less subclass number, stability and bounded time of classification with respect to the variable data size. We find between 96% and 99.7 % of accuracy in the lassification of 6 different types of Time series by using K-means cluster algorithm and we find 99.7% by using the new clustering algorithm.Keywords: Pattern recognition, Time series, k-Nearest Neighbor, k-means cluster, Gaussian Mixture Model, Classification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1965342 A New Face Recognition Method using PCA, LDA and Neural Network
Authors: A. Hossein Sahoolizadeh, B. Zargham Heidari, C. Hamid Dehghani
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In this paper, a new face recognition method based on PCA (principal Component Analysis), LDA (Linear Discriminant Analysis) and neural networks is proposed. This method consists of four steps: i) Preprocessing, ii) Dimension reduction using PCA, iii) feature extraction using LDA and iv) classification using neural network. Combination of PCA and LDA is used for improving the capability of LDA when a few samples of images are available and neural classifier is used to reduce number misclassification caused by not-linearly separable classes. The proposed method was tested on Yale face database. Experimental results on this database demonstrated the effectiveness of the proposed method for face recognition with less misclassification in comparison with previous methods.Keywords: Face recognition Principal component analysis, Linear discriminant analysis, Neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3213341 The Labeled Classification and its Application
Authors: M. Nemissi, H. Seridi, H. Akdag
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This paper presents and evaluates a new classification method that aims to improve classifiers performances and speed up their training process. The proposed approach, called labeled classification, seeks to improve convergence of the BP (Back propagation) algorithm through the addition of an extra feature (labels) to all training examples. To classify every new example, tests will be carried out each label. The simplicity of implementation is the main advantage of this approach because no modifications are required in the training algorithms. Therefore, it can be used with others techniques of acceleration and stabilization. In this work, two models of the labeled classification are proposed: the LMLP (Labeled Multi Layered Perceptron) and the LNFC (Labeled Neuro Fuzzy Classifier). These models are tested using Iris, wine, texture and human thigh databases to evaluate their performances.Keywords: Artificial neural networks, Fusion of neural networkfuzzysystems, Learning theory, Pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1410340 Object Detection based Weighted-Center Surround Difference
Authors: Seung-Hun Kim, Kye-Hoon Jeon, Byoung-Doo Kang, I1-Kyun Jung
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Intelligent traffic surveillance technology is an issue in the field of traffic data analysis. Therefore, we need the technology to detect moving objects in real-time while there are variations in background and natural light. In this paper, we proposed a Weighted-Center Surround Difference method for object detection in outdoor environments. The proposed system detects objects using the saliency map that is obtained by analyzing the weight of each layers of Gaussian pyramid. In order to validate the effectiveness of our system, we implemented the proposed method using a digital signal processor, TMS320DM6437. Experimental results show that blurred noisy around objects was effectively eliminated and the object detection accuracy is improved.Keywords: Saliency Map, Center Surround Difference, Object Detection, Surveillance System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736339 A new Adaptive Approach for Histogram based Mouth Segmentation
Authors: Axel Panning, Robert Niese, Ayoub Al-Hamadi, Bernd Michaelis
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The segmentation of mouth and lips is a fundamental problem in facial image analyisis. In this paper we propose a method for lip segmentation based on rg-color histogram. Statistical analysis shows, using the rg-color-space is optimal for this purpose of a pure color based segmentation. Initially a rough adaptive threshold selects a histogram region, that assures that all pixels in that region are skin pixels. Based on that pixels we build a gaussian model which represents the skin pixels distribution and is utilized to obtain a refined, optimal threshold. We are not incorporating shape or edge information. In experiments we show the performance of our lip pixel segmentation method compared to the ground truth of our dataset and a conventional watershed algorithm.Keywords: Feature extraction, Segmentation, Image processing, Application
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1788338 Estimating 3D-Position of A Stationary Random Acoustic Source Using Bispectral Analysis of 4-Point Detected Signals
Authors: Katsumi Hirata
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To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.
Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1437337 Terrain Classification for Ground Robots Based on Acoustic Features
Authors: Bernd Kiefer, Abraham Gebru Tesfay, Dietrich Klakow
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The motivation of our work is to detect different terrain types traversed by a robot based on acoustic data from the robot-terrain interaction. Different acoustic features and classifiers were investigated, such as Mel-frequency cepstral coefficient and Gamma-tone frequency cepstral coefficient for the feature extraction, and Gaussian mixture model and Feed forward neural network for the classification. We analyze the system’s performance by comparing our proposed techniques with some other features surveyed from distinct related works. We achieve precision and recall values between 87% and 100% per class, and an average accuracy at 95.2%. We also study the effect of varying audio chunk size in the application phase of the models and find only a mild impact on performance.Keywords: Terrain classification, acoustic features, autonomous robots, feature extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1132336 GIS-based Approach for Land-Use Analysis: A Case Study
Authors: M. Giannopoulou, I. Roukounis, A. Roukouni.
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Geographical Information Systems are an integral part of planning in modern technical systems. Nowadays referred to as Spatial Decision Support Systems, as they allow synergy database management systems and models within a single user interface machine and they are important tools in spatial design for evaluating policies and programs at all levels of administration. This work refers to the creation of a Geographical Information System in the context of a broader research in the area of influence of an under construction station of the new metro in the Greek city of Thessaloniki, which included statistical and multivariate data analysis and diagrammatic representation, mapping and interpretation of the results.Keywords: Databases, Geographical information systems (GIS), Land-use planning, Metro stations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1603335 Performance Assessment and Optimization of the After-Sale Networks
Authors: H. Izadbakhsh, M.Hour Ali, A. Amirkhani, A. Montazeri, M. Saberi
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The after–sales activities are nowadays acknowledged as a relevant source of revenue, profit and competitive advantage in most manufacturing industries. Top and middle management, therefore, should focus on the definition of a structured business performance measurement system for the after-sales business. The paper aims at filling this gap, and presents an integrated methodology for the after-sales network performance measurement, and provides an empirical application to automotive case companies and their official service network. This is the first study that presents an integrated multivariate approach for total assessment and improvement of after-sale services.Keywords: Data Envelopment Analysis (DEA), Principal Component Analysis (PCA), Automotive companies, After-sale services.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1885334 Characteristic Study on Conventional and Soliton Based Transmission System
Authors: Bhupeshwaran Mani, S. Radha, A. Jawahar, A. Sivasubramanian
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Here, we study the characteristic feature of conventional (ON-OFF keying) and soliton based transmission system. We consider 20Gbps transmission system implemented with Conventional Single Mode Fiber (C-SMF) to examine the role of Gaussian pulse which is the characteristic of conventional propagation and Hyperbolic-secant pulse which is the characteristic of soliton propagation in it. We note the influence of these pulses with respect to different dispersion lengths and soliton period in conventional and soliton system respectively and evaluate the system performance in terms of Quality factor. From the analysis, we could prove that the soliton pulse has the consistent performance even for long distance without dispersion compensation than the conventional system as it is robust to dispersion. For the length of transmission of 200Km, soliton system yielded Q of 33.958 while the conventional system totally exhausted with Q=0.Keywords: Soliton, dispersion length, Soliton period, Return-tozero (RZ), Q-factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640333 Region Based Hidden Markov Random Field Model for Brain MR Image Segmentation
Authors: Terrence Chen, Thomas S. Huang
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In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2102332 EMD-Based Signal Noise Reduction
Authors: A.O. Boudraa, J.C. Cexus, Z. Saidi
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This paper introduces a new signal denoising based on the Empirical mode decomposition (EMD) framework. The method is a fully data driven approach. Noisy signal is decomposed adaptively into oscillatory components called Intrinsic mode functions (IMFs) by means of a process called sifting. The EMD denoising involves filtering or thresholding each IMF and reconstructs the estimated signal using the processed IMFs. The EMD can be combined with a filtering approach or with nonlinear transformation. In this work the Savitzky-Golay filter and shoftthresholding are investigated. For thresholding, IMF samples are shrinked or scaled below a threshold value. The standard deviation of the noise is estimated for every IMF. The threshold is derived for the Gaussian white noise. The method is tested on simulated and real data and compared with averaging, median and wavelet approaches.
Keywords: Empirical mode decomposition, Signal denoisingnonstationary process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4002331 A Content Vector Model for Text Classification
Authors: Eric Jiang
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As a popular rank-reduced vector space approach, Latent Semantic Indexing (LSI) has been used in information retrieval and other applications. In this paper, an LSI-based content vector model for text classification is presented, which constructs multiple augmented category LSI spaces and classifies text by their content. The model integrates the class discriminative information from the training data and is equipped with several pertinent feature selection and text classification algorithms. The proposed classifier has been applied to email classification and its experiments on a benchmark spam testing corpus (PU1) have shown that the approach represents a competitive alternative to other email classifiers based on the well-known SVM and naïve Bayes algorithms.Keywords: Feature Selection, Latent Semantic Indexing, Text Classification, Vector Space Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1885330 Multiuser Detection in CDMA Fast Fading Multipath Channel using Heuristic Genetic Algorithms
Authors: Muhammad Naeem, Syed Ismail Shah, Habibullah Jamal
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In this paper, a simple heuristic genetic algorithm is used for Multistage Multiuser detection in fast fading environments. Multipath channels, multiple access interference (MAI) and near far effect cause the performance of the conventional detector to degrade. Heuristic Genetic algorithms, a rapidly growing area of artificial intelligence, uses evolutionary programming for initial search, which not only helps to converge the solution towards near optimal performance efficiently but also at a very low complexity as compared with optimal detector. This holds true for Additive White Gaussian Noise (AWGN) and multipath fading channels. Experimental results are presented to show the superior performance of the proposed techque over the existing methods.Keywords: Genetic Algorithm (GA), Multiple AccessInterference (MAI), Multistage Detectors (MSD), SuccessiveInterference Cancellation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2047329 Hybrid Modeling Algorithm for Continuous Tamil Speech Recognition
Authors: M. Kalamani, S. Valarmathy, M. Krishnamoorthi
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In this paper, Fuzzy C-Means clustering with Expectation Maximization-Gaussian Mixture Model based hybrid modeling algorithm is proposed for Continuous Tamil Speech Recognition. The speech sentences from various speakers are used for training and testing phase and objective measures are between the proposed and existing Continuous Speech Recognition algorithms. From the simulated results, it is observed that the proposed algorithm improves the recognition accuracy and F-measure up to 3% as compared to that of the existing algorithms for the speech signal from various speakers. In addition, it reduces the Word Error Rate, Error Rate and Error up to 4% as compared to that of the existing algorithms. In all aspects, the proposed hybrid modeling for Tamil speech recognition provides the significant improvements for speechto- text conversion in various applications.
Keywords: Speech Segmentation, Feature Extraction, Clustering, HMM, EM-GMM, CSR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2139328 Feature Subset Selection approach based on Maximizing Margin of Support Vector Classifier
Authors: Khin May Win, Nan Sai Moon Kham
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Identification of cancer genes that might anticipate the clinical behaviors from different types of cancer disease is challenging due to the huge number of genes and small number of patients samples. The new method is being proposed based on supervised learning of classification like support vector machines (SVMs).A new solution is described by the introduction of the Maximized Margin (MM) in the subset criterion, which permits to get near the least generalization error rate. In class prediction problem, gene selection is essential to improve the accuracy and to identify genes for cancer disease. The performance of the new method was evaluated with real-world data experiment. It can give the better accuracy for classification.Keywords: Microarray data, feature selection, recursive featureelimination, support vector machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541327 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1198326 A Methodological Approach for Detecting Burst Noise in the Time Domain
Authors: Liu Dan, Wang Xue, Wang Guiqin, Qian Zhihong
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The burst noise is a kind of noises that are destructive and frequently found in semiconductor devices and ICs, yet detecting and removing the noise has proved challenging for IC designers or users. According to the properties of burst noise, a methodological approach is presented (proposed) in the paper, by which the burst noise can be analysed and detected in time domain. In this paper, principles and properties of burst noise are expounded first, Afterwards, feasibility (viable) of burst noise detection by means of wavelet transform in the time domain is corroborated in the paper, and the multi-resolution characters of Gaussian noise, burst noise and blurred burst noise are discussed in details by computer emulation. Furthermore, the practical method to decide parameters of wavelet transform is acquired through a great deal of experiment and data statistics. The methodology may yield an expectation in a wide variety of applications.Keywords: Burst noise, detection, wavelet transform
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1912325 Face Recognition Using Discrete Orthogonal Hahn Moments
Authors: Fatima Akhmedova, Simon Liao
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One of the most critical decision points in the design of a face recognition system is the choice of an appropriate face representation. Effective feature descriptors are expected to convey sufficient, invariant and non-redundant facial information. In this work we propose a set of Hahn moments as a new approach for feature description. Hahn moments have been widely used in image analysis due to their invariance, nonredundancy and the ability to extract features either globally and locally. To assess the applicability of Hahn moments to Face Recognition we conduct two experiments on the Olivetti Research Laboratory (ORL) database and University of Notre-Dame (UND) X1 biometric collection. Fusion of the global features along with the features from local facial regions are used as an input for the conventional k-NN classifier. The method reaches an accuracy of 93% of correctly recognized subjects for the ORL database and 94% for the UND database.Keywords: Face Recognition, Hahn moments, Recognition-by-parts, Time-lapse.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777