44 resultados para volatiltiy clustering


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The standard, ad-hoc stopping criteria used in decision tree-based context clustering are known to be sub-optimal and require parameters to be tuned. This paper proposes a new approach for decision tree-based context clustering based on cross validation and hierarchical priors. Combination of cross validation and hierarchical priors within decision tree-based context clustering offers better model selection and more robust parameter estimation than conventional approaches, with no tuning parameters. Experimental results on HMM-based speech synthesis show that the proposed approach achieved significant improvements in naturalness of synthesized speech over the conventional approaches. © 2011 IEEE.

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We propose a novel model for the spatio-temporal clustering of trajectories based on motion, which applies to challenging street-view video sequences of pedestrians captured by a mobile camera. A key contribution of our work is the introduction of novel probabilistic region trajectories, motivated by the non-repeatability of segmentation of frames in a video sequence. Hierarchical image segments are obtained by using a state-of-the-art hierarchical segmentation algorithm, and connected from adjacent frames in a directed acyclic graph. The region trajectories and measures of confidence are extracted from this graph using a dynamic programming-based optimisation. Our second main contribution is a Bayesian framework with a twofold goal: to learn the optimal, in a maximum likelihood sense, Random Forests classifier of motion patterns based on video features, and construct a unique graph from region trajectories of different frames, lengths and hierarchical levels. Finally, we demonstrate the use of Isomap for effective spatio-temporal clustering of the region trajectories of pedestrians. We support our claims with experimental results on new and existing challenging video sequences. © 2011 IEEE.