19 resultados para Implied volatility


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Temporal synchronization of multiple video recordings of the same dynamic event is a critical task in many computer vision applications e.g. novel view synthesis and 3D reconstruction. Typically this information is implied, since recordings are made using the same timebase, or time-stamp information is embedded in the video streams. Recordings using consumer grade equipment do not contain this information; hence, there is a need to temporally synchronize signals using the visual information itself. Previous work in this area has either assumed good quality data with relatively simple dynamic content or the availability of precise camera geometry. In this paper, we propose a technique which exploits feature trajectories across views in a novel way, and specifically targets the kind of complex content found in consumer generated sports recordings, without assuming precise knowledge of fundamental matrices or homographies. Our method automatically selects the moving feature points in the two unsynchronized videos whose 2D trajectories can be best related, thereby helping to infer the synchronization index. We evaluate performance using a number of real recordings and show that synchronization can be achieved to within 1 sec, which is better than previous approaches. Copyright 2013 ACM.

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The discusser read with interest the paper by Diakoumi & Powrie (2013) proposing an interesting method for the analysis of propped flexible retaining walls based on the mobilisation of active and passive pressures on the wall due to movement of wall segments. An assumed deformation mechanism within the soil is used to estimate the strain associated with rotation of a particular wall segment. This mechanism is then superposed for each wall segment, the resulting earth pressures are calculated; the equality between the wall bending moments implied by equilibrium and those required to achieve the appropriate bending of the wall is used to calculate the rotation of each segment. Although the method of analysis provides insight into the conservatism of conventional design calculations for different wall flexibilities, there are two aspects of the paper which provoke further discussion.

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An important first step in spray combustion simulation is an accurate determination of the fuel properties which affects the modelling of spray formation and reaction. In a practical combustion simulation, the implementation of a multicomponent model is important in capturing the relative volatility of different fuel components. A Discrete Multicomponent (DM) model is deemed to be an appropriate candidate to model a composite fuel like biodiesel which consists of four components of fatty acid methyl esters (FAME). In this paper, the DM model is compared with the traditional Continuous Thermodynamics (CTM) model for both diesel and biodiesel. The CTM model is formulated based on mixing rules that incorporate the physical and thermophysical properties of pure components into a single continuous surrogate for the composite fuel. The models are implemented within the open-source CFD code OpenFOAM, and a semi-quantitative comparison is made between the predicted spray-combustion characteristics and optical measurements of a swirl-stabilised flame of diesel and biodiesel. The DM model performs better than the CTM model in predicting a higher magnitude of heat release rate in the top flame brush region of the biodiesel flame compared to that of the diesel flame. Using both the DM and CTM models, the simulation successfully reproduces the droplet size, volume flux, and droplet density profiles of diesel and biodiesel. The DM model predicts a longer spray penetration length for biodiesel compared to that of diesel, as seen in the experimental data. Also, the DM model reproduces a segregated biodiesel fuel vapour field and spray in which the most abundant FAME component has the longest vapour penetration. In the biodiesel flame, the relative abundance of each fuel component is found to dominate over the relative volatility in terms of the vapour species distribution and vice versa in the liquid species distribution. © 2014 Elsevier Ltd. All rights reserved.

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Temporal synchronization of multiple video recordings of the same dynamic event is a critical task in many computer vision applications e.g. novel view synthesis and 3D reconstruction. Typically this information is implied through the time-stamp information embedded in the video streams. User-generated videos shot using consumer grade equipment do not contain this information; hence, there is a need to temporally synchronize signals using the visual information itself. Previous work in this area has either assumed good quality data with relatively simple dynamic content or the availability of precise camera geometry. Our first contribution is a synchronization technique which tries to establish correspondence between feature trajectories across views in a novel way, and specifically targets the kind of complex content found in consumer generated sports recordings, without assuming precise knowledge of fundamental matrices or homographies. We evaluate performance using a number of real video recordings and show that our method is able to synchronize to within 1 sec, which is significantly better than previous approaches. Our second contribution is a robust and unsupervised view-invariant activity recognition descriptor that exploits recurrence plot theory on spatial tiles. The descriptor is individually shown to better characterize the activities from different views under occlusions than state-of-the-art approaches. We combine this descriptor with our proposed synchronization method and show that it can further refine the synchronization index. © 2013 ACM.