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检索条件"主题词=Change Detection Algorithms"

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Non-parametric prediction of the mid-price dynamics in a limit order book

Non-parametric prediction of the mid-price dynamics in a lim...

引用

IEEE/SP Workshop on Statistical Signal Processing (SSP)

作者： Deepan Palguna Ilya Pollak School of Electrical and Computer Engineering Purdue University West Lafayette IN USA

We propose a novel non-parametric approach to short-term forecasting of the mid-price change in a limit order book (i.e., the change in the average of the best offer and the best bid prices). We construct a state vector describing the state of the order book at each time, and compute a feature vector for each value of the state vector. The features get updated during the course of a trading day, as new order flow information arrives. Our prediction at every time instant during the trading day is based on the feature vector computed at that time. The distinction of our approach from the previous ones is that it does not impose a restrictive parametric model. Implicit assumptions of our method are very mild. Initial experiments with real order book data from NYSE suggest that our algorithms show promise.

关键词： Prediction algorithms change detection algorithms Vectors Forecasting Portfolios Computer crashes Heuristic algorithms

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ReDSOM: Relative Density Visualization of Temporal changes in Cluster Structures Using Self-Organizing Maps

ReDSOM: Relative Density Visualization of Temporal Changes i...

引用

IEEE International Conference on Data Mining (ICDM)

作者： Denny Graham J. Williams Peter Christen Faculty of Computer Science University of Indonesia Indonesia Department of Computer Science Australian National University Canberra Australia Australian Taxation Office Canberra Australia

We introduce a self-organizing map (SOM) based visualization method that compares cluster structures in temporal datasets using relative density SOM (ReDSOM) visualization. Our method, combined with a distance matrix-based visualization, is capable of visually identifying emerging clusters, disappearing clusters, enlarging clusters, contracting clusters, the shifting of cluster centroids, and changes in cluster density. For example, when a region in a SOM becomes significantly more dense compared to an earlier SOM, and well separated from other regions, then the new region can be said to represent a new cluster. The capabilities of ReDSOM are demonstrated using synthetic datasets, as well as real-life datasets from the World Bank and the Australian Taxation Office. The results on the real-life datasets demonstrate that changes identified interactively can be related to actual changes. The identification of such cluster changes is important in many contexts, including the exploration of changes in population behavior in the context of compliance and fraud in taxation.

关键词： Self organizing feature maps Data mining Data visualization Computer science Supervised learning change detection algorithms Data analysis Australia Government Degradation

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Model based video segmentation

Model based video segmentation

引用

IEEE Workshop on Signal Processing Systems (SIPS)

作者： Dalong Li Hanqing Lu National Lab of Pattem Recognition Institute of Automation Chinese Academy and Sciences China

With the fast growth of video resources, efficient video classification and management are becoming more and more important. Video partitioning is a key issue in video classification. The video partitioning involves the detection of boundaries between uninterrupted segments (video shots) of scenes. Shot boundaries can be classified into two categories, gradual transition and instantaneous change (called camera break). detection of a gradual transition is considered to be difficult. Block-based image comparison was proposed to detect shot boundaries. Unfortunately, if the differences of the corresponding blocks in the images are measured by gray levels, the method will make false alarms when the gray level change suddenly due to reasons other than shot shifts such as illumination variation which is common in news video. What is more, the step-variable algorithm can not distinguish wipe and dissolve. It is likely that step-variable algorithm will make false alarms of gradual transitions. In this paper, the proposed algorithm named MVS (model based video segmentation) can distinguish illumination variation from camera breaks as well as wipe from dissolve. Moreover, the positions of the gradual transition are located correctly. MVS is especially efficient in detecting wipes. Experimental results are reported in the paper to validate the proposed method.

关键词： Cameras Gunshot detection systems Layout Lighting change detection algorithms Histograms Automation Resource management Image segmentation Partitioning algorithms

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New abrupt change detector using Walsh functions

New abrupt change detector using Walsh functions

引用

IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis

作者： T. Robert C. Mailhes ENSEEIHT GAPSE Toulouse France

This paper deals with parametric model abrupt change detection. Within this field, a time varying autoregressive (TAR) modeling is presented, using Walsh functions as basis functions. Then, a new abrupt change detector based on this modeling is derived. An associated deflation algorithm leads to a complete detection tool with a maximum error of about 2 or 4 points around the estimated value.< >

关键词： Detectors Parametric statistics Polynomials Vectors change detection algorithms Time frequency analysis Spectral analysis Signal processing White noise Difference equations

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Simulation models of TBM's echo and its signal processing algorithms

Simulation models of TBM's echo and its signal processing al...

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International Conference on Microwaves, Radar and Wireless Communications

作者： T. Brenner J. Goca W. Komorniczak Cz. Lesnik A. Modrzewski J. Pietrasinski Faculty of Electronics Institute of Radar Teclmology Military University of Technology Warsaw Poland

Difficulties concerning the detection of TBMs result from their radial speed, which is higher than a fighter's, and radar cross section (RCS) value, which is lower than a fighter's, so that fluctuations are very complicated. Signal processing algorithms relating radar echoes from TBMs in radar with stacked receiving beams are described. Moreover, a simulation model of such echoes is considered. On the basis of these models, introductory research results are presented (see Brenner, T. et al., ibid., p.773-7).

关键词： Signal processing algorithms Radar detection Statistics Radar cross section Azimuth Fluctuations Radar signal processing Radar antennas change detection algorithms Trajectory

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Lifting the Burden of History in Adaptive Ordering of Pipelined Stream Filters

Lifting the Burden of History in Adaptive Ordering of Pipeli...

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International Conference on Data Engineering Workshops

作者： Efthymia Tsamoura Anastasios Gounaris Yannis Manolopoulos Department of Informatics Aristotle University of Thessaloniki Greece

Ordering of commutative and correlated pipelined stream filters in a dynamic environment is a problem of high interest due to its application in data stream scenarios and its relevance to many query optimization problems. Current state-of-the-art adaptive techniques continuously reoptimize filter orderings utilizing statistics that are collected during the execution of the query, however, both the up-to-date and the out-of-date collected statistical data may be considered with the consequence of not always taking effective reoptimization decisions. In this work, we propose a technique for adaptive filter ordering that tries to lift the burden of out-of-date statistical data after detecting changes in the filter drop probabilities. To this end, we propose a novel drop probability change detection algorithm. The experimental evaluation shows that the proposed technique can yield significant performance improvements while decreasing the runtime overhead.

关键词： change detection algorithms Runtime detection algorithms Training Probability distribution Query processing

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Controlling a gas/odor plume-tracking robot based on transient responses of gas sensors

Controlling a gas/odor plume-tracking robot based on transie...

引用

IEEE SENSORS

作者： H. Ishida G. Nakayama T. Nakamoto T. Moriizumi Department of Physical Electronics Tokyo Institute of Technology Tokyo Japan

Gas sensors provide the artificial sense of smell for a mobile robot to track an airborne gas/odor plume and to locate its source. However, a slow response of gas sensors has been the major factor limiting the development of plume-tracking robots. This paper describes a new control algorithm that overcomes the limitation. The basic idea is to detect the onset of a gas sensor response and start recovery by monitoring the relative change in each sensor output. Fast plume tracking is accomplished by making the robot take appropriate actions immediately when the sensor outputs start changing from one state to another. The detection of output change also leads to reliable plume detection and comparison of multiple sensor outputs since it is less affected by drift or sensitivity mismatch than the previous algorithm based on the absolute levels of sensor outputs. Experimental results have shown that the robot can track down a gas source within the distance of 2 m in 30 s even though semiconductor gas sensors with a long recovery time (> 60 s) are used.

关键词： Robot sensing systems Gas detectors Mobile robots change detection algorithms Signal processing algorithms Monitoring Oceans Animals Navigation Chemical hazards

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Belief Propagation in a 3D Spatio-temporal MRF for Moving Object detection

Belief Propagation in a 3D Spatio-temporal MRF for Moving Ob...

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Conference on Computer Vision and Pattern Recognition (CVPR)

作者： Zhaozheng Yin Robert Collins Department of Computer Science and Engineering Pennsylvania State University University Park PA USA

Previous pixel-level change detection methods either contain a background updating step that is costly for moving cameras (background subtraction) or can not locate object position and shape accurately (frame differencing). In this paper we present a belief propagation approach for moving object detection using a 3D Markov random field (MRF) model. Each hidden state in the 3D MRF model represents a pixel's motion likelihood and is estimated using message passing in a 6-connected spatio-temporal neighborhood. This approach deals effectively with difficult moving object detection problems like objects camouflaged by similar appearance to the background, or objects with uniform color that frame difference methods can only partially detect. Three examples are presented where moving objects are detected and tracked successfully while handling appearance change, shape change, varied moving speed/direction, scale change and occlusion/clutter.

关键词： Belief propagation Object detection Cameras Shape State estimation Message passing Image motion analysis Inference algorithms change detection algorithms Motion detection

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A comparative study of QoS routing schemes that tolerate imprecise state information

A comparative study of QoS routing schemes that tolerate imp...

引用

International Conference on Computer Communications and Networks (ICCCN)

作者： Xin Yuan Wei Zheng Shiling Ding Department of Computer Science Florida State University Tallahassee FL USA

ISBN: (纸本)078037553X

In large networks, maintaining precise global network state information is almost impossible. Many factors, including non-negligible propagation delay, infrequent link state update due to overhead concerns, link state update policy, resource reservation, and hierarchical topology aggregation, have impacts on the precision of the global network state information. To achieve efficient quality of service (QoS) routing, a practical routing algorithm must be able to make effective routing decisions in the presence of imprecise global network state information. In this paper, we compare five QoS routing algorithms that were proposed to tolerate imprecise global network state information, safety-based routing, randomized routing, multi-path routing, localized routing, and static multi-path routing. The performance of these routing algorithms are evaluated under two link state update policies, the timer based policy and the threshold based policy. The strengths and limitations of each scheme are identified.

关键词： Routing Quality of service change detection algorithms Propagation delay Maintenance Computer science Network topology Degradation Probes

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Extracting key moving objects in video

Extracting key moving objects in video

引用

International Conference on Advanced Communication Technology (ICACT)

作者： Dong Xu Zhengkai Liu Yuan Yuan Xuelong Li Information Processing Center University of Science and Technology Anhui China Department of Electronic and Electrical Engineering University of Bath Bath UK School of Computing and Intelligent Systems University of Ulster Londonderry UK

ISBN: (纸本)8955191197

This Paper presents a novel scheme for extracting the key moving objects in picture in picture news video. In this kind of video, some moving objects undergo the static camera while the others do not. Actually it is very difficult for computer to distinguish whether the motion is caused by the moving objects themselves or the moving camera by the frame difference only. So in the paper, the fast, automatic and robust anchorperson extraction is achieved by the simple anchorperson model. The experimental results demonstrate good performances.

关键词： Cameras Data mining Video sequences Image segmentation change detection algorithms Merging Intelligent systems Robustness Modems Information processing

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