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An application of logistic model in stock forecasting

An application of logistic model in stock forecasting

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： Sulin Pang Department of Mathematics Jinan University Guangzhou Guangdong China

ISBN: (纸本)0780386531

this paper uses weekly closing price of Shenzhen Integrated Index to research on the volatility of Shenzhen Stock Market based on a logistic forecasting model. the results prove that most of the results are reasonably exact, whereas only several forecasting outcome produce a little deviation. In addition, the paper also adopts the statistical methods of the ME, MAE, RMSE, MAPE to test the out-of-sample. the results show us that the error statistical test results of the ME, MAE, MAPE are all the same, however only the results of RMSE have a little error.

关键词： Logistics Predictive models Economic forecasting Stock markets Testing Mathematics Mathematical model Statistical analysis USA Councils Neural networks

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Speaker recognition using kernel mutual subspace method

Speaker recognition using kernel mutual subspace method

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： M. Ichino H. Sakano N. Komatsu Department of Science and Engineering Waseda University Shinjuku Tokyo Japan NTT Data Corporation Limited Chuo Tokyo Japan

We propose a method of person authentication based on lip movement by using the kernel mutual subspace method. Algorithms for person authentication using lip movements have already been developed, but in case that the distribution of lip images has a nonlinear structure, the identification accuracy is degraded because the conventional recognition methods do not assume such nonlinearity. We have investigated the distributions of lip images in feature space and experimentally obtained their nonlinear properties. To solve the problem of nonlinearity, we propose a labiate person authentication method based on the kernel mutual subspace method. We evaluated accuracy and stability of the proposed method with demonstration experiments results.

关键词： Speaker recognition Kernel Authentication Image recognition Principal component analysis Ear Feature extraction Streaming media Hidden Markov models Petroleum

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Measure and DMC control of battery separator thickness uniformity

Measure and DMC control of battery separator thickness unifo...

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： Zhi Lin Zhang Yi Shen Yan Wang Department of Control Science and Engineering Harbin Institute of Technology Harbin China

ISBN: (纸本)0780386531

Usually, effects of a system under PID control with considerable time delay are not satisfied. However, model-based predictive control is an advanced control strategy that uses a move optimization method for achieving satisfactory closed-loop dynamic responses of complex systems. this paper describes a real time scheme that utilizes DMC algorithm to deal with a large pure time delay in process and adopts nuclear radiation to measure thickness of battery separator. the system has been designed and implemented in one of the battery separator plants of China. And the method of measure and control has wide applicability for similar continuous thin material process.

关键词： Battery charge measurement thickness measurement thickness control Particle separators Delay effects three-term control Control systems Predictive models Predictive control Optimization methods

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A bilinear transform approach for vocal tract length normalization

A bilinear transform approach for vocal tract length normali...

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： Xu Wang Wang Bing-xi Ding Qi Information and Engineering University Zhengzhou Henan China

ISBN: (纸本)0780386531

We have developed and evaluated a set of speaker normalization procedures derived by bilinear transform (BLT) to compensate for variations in vocal tract lengths of different classes of speakers. the warping factors are estimated using the average third formants and their bandwidth, leaving out the exhaustive search. the MFCC of the testing data are transformed by the warped Mel filterbanks to match the models of the training data. the effectiveness of this set of speaker normalization procedures is examined in an experimental study performed using an isolated digit database of man, woman and children comparing to other standard speaker normalization method. the results of experiments demonstrate their capacity to achieve recognition accuracy increase of 19.5% and 16.5% at the best.

关键词： Bandwidth Mel frequency cepstral coefficient Testing Speech recognition Feature extraction Matched filters Training data Databases Piecewise linear techniques Iterative methods

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Efficient identification of speakers in news video based on shot segmentation

Efficient identification of speakers in news video based on ...

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： Qing Chang Xiang-yang Xue Hong Lu You-san Nie Department of Computer Science and Engineering Fudan University Shanghai China

ISBN: (纸本)0780386531

An effective method for speaker identification in news video is presented in this paper, which is based on shot segmentation and exploits both audio and visual cues. Firstly, audio is segmented by shot segmentation based on the observation that there is only one speaker in a shot of news video in most cases. Furthermore, speech/non-speech discrimination is implemented on each shot. Finally, text-independent speaker identification is proposed using audio features on the discriminated speech shots. Experimental results show that our algorithm can obtain satisfactory performance in identifying speakers, so it can be used in real application.

关键词： Speech Hidden Markov models Multimedia computing Bayesian methods Gunshot detection systems Neural networks Computer science Information retrieval Video compression Loudspeakers

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Continuous human activity recognition

Continuous human activity recognition

引用

international conference on Control, automation, robotics and Vision (ICARCV)

作者： R.D. Green L. Guan Department of Computer Science University of Canterbury Christchurch New Zealand Department of Electrical and Computer Engineering Ryerson University Toronto ONT Canada

Effectively recognizing human activities requires at least 32 joint related degrees of freedom to be estimated so as to reliably track the human body in 3D. the particle filter is robust to distracting clutter by maintaining multiple hypotheses for each of these joint angles. Real-time tracking is difficult however with the computational overhead of such a large search space. this paper optimizes this search space utilizing feedback from a continuous human activity recognition (CHAR) system and improves the robustness and efficiency of each particle calculation using a novel body model. the joint angles are estimated for the next frame using a particle filter with forward smoothing. A new paradigm enables the temporal segmentation of continuous motion into dynemes. Using HMM, the CHAR system attempts to infer the human movement skill that could have produced the observed sequence of dynemes. Hundreds of movement skills, from gait to saltos, are successfully tracked and recognized.

关键词： Humans Joints Particle filters Robustness Hidden Markov models Maintenance Feedback Biological system modeling Smoothing methods Tracking

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A comparison of Gaussian and mean curvatures estimation methods on triangular meshes

A comparison of Gaussian and mean curvatures estimation meth...

引用

20th IEEE international conference on robotics and automation (ICRA)

作者： Surazhsky, T Magid, E Soldea, O Elber, G Rivlin, E Technion Israel Inst Technol Ctr Graph & Geometr Comp Dept Appl Math IL-32000 Haifa Israel

ISBN: (纸本)0780377362

Estimating intrinsic geometric properties of a surface from a polygonal mesh obtained from range data is an important stage of numerous algorithms in computer and robot vision, computer graphics, geometric modeling, industrial and biomedical engineering. this work considers different computational schemes for local estimation of intrinsic curvature geometric properties. Five different algorithms and their modifications were tested on triangular meshes that represent tesselations of synthetic geometric models. the results were compared with the analytically computed values of the Gaussian and mean curvatures of the non uniform rational B-spline (NURBs) surfaces, these meshes originated from. this work manifests the best algorithms suited for total (Gaussian) and mean curvature estimation, and shows that indeed different alogrithms should be employed to compute the Gaussian and mean curvatures.

关键词： geometric modeling principal curvatures Gaussian curvature total curvature mean curvature polygonal mesh triangular mesh range data

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Weak models and cue integration for real-time tracking

Weak models and cue integration for real-time tracking

引用

19th IEEE international conference on robotics and automation (ICRA)

作者： Kragic, D Christensen, HI Royal Inst Technol Ctr Autonomous Syst Numer Anal & Comp Sci Stockholm Sweden

ISBN: (纸本)0780372727

Traditionally, fusion of visual information for tracking has been based on explicit models for uncertainty and integration. Most of the approaches use some form of Bayesian statistics where strong models are employed. We argue that for cases where a large number of visual features are available, weak models for integration may be employed. We analyze integration by voting where two methods are proposed and evaluated: i) response and ii) action fusion. the methods differ in the choice of Voting space: the former integrates visual information in image space and latter in velocity space. We also evaluate four weighting techniques for integration.

关键词： Computer vision

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the growing neural map: An on-line competitive clustering algorithm

The growing neural map: An on-line competitive clustering al...

引用

19th IEEE international conference on robotics and automation (ICRA)

作者： Mattone, R Univ Roma La Sapienza Dept Informat & Syst Sci Antonio Ruberti Rome Italy

ISBN: (纸本)0780372727

On-line clustering is required whenever huge amounts or continuous flows of data must be classified and/or described in a compact way. Most available unsupervised competitive learning methods exhibit the problem that the units of the self-organizing map "accumulate" in the regions, of the sample space characterized by higher data density, while in clustering it is generally desired that just one node represents each data cluster, independently of the relative density of points in the different clusters. this paper presents a novel on-line, hard-competitive algorithm that deals with this basic limitation, showing very good performance in clustering data from artificial distributions, as well as real data within the problem of motion-based scene segmentation in automated video surveillance.

关键词： on-line clustering competitive learning gaussian mixture models

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Extracting Cloud Motion from Satellite Image Sequences

Extracting Cloud Motion from Satellite Image Sequences

引用

Proceedings of the 7th international conference on Control, automation, robotics and Vision, ICARC 2002

作者： Brad, Remus Letia, Ioan Alfred Lucian Blaga University of Sibiu Computer Science Department Bulevardul Victoriei 10 2400 Sibiu Romania Technical University of Cluj Napoca Computer Science Department Str. Gh. Baritiu 26-28 3400 Cluj-Napoca Romania

ISBN: (纸本)9810474806

this paper present a new technique for the estimation of cloud motion, using a sequence of infrared satellite images. It can be considered a challenging task due to the complexity of phenomena implied, as non-linear events and a non-rigid motion. In this circumstances most motion models are not suitable and new algorithms have to be developed. We propose a novel method, combining an Automatic Multilevel thresholding for image segmentation, a Block Matching Algorithm (BMA) and a best candidate block search along with a vector median regularization.

关键词： Feature extraction

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