10 resultados para Rational series

em Boston University Digital Common


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http://www.archive.org/details/hindrancestothew00unknuoft

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http://books.google.com/books?id=plhkPFrJ1QUC&dq=law+and+custom+of+slavery+in+British+India

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http://www.archive.org/details/westernmissionsa00smetrich

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http://www.archive.org/details/divineenterprise00pieruoft

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A new approach is proposed for clustering time-series data. The approach can be used to discover groupings of similar object motions that were observed in a video collection. A finite mixture of hidden Markov models (HMMs) is fitted to the motion data using the expectation-maximization (EM) framework. Previous approaches for HMM-based clustering employ a k-means formulation, where each sequence is assigned to only a single HMM. In contrast, the formulation presented in this paper allows each sequence to belong to more than a single HMM with some probability, and the hard decision about the sequence class membership can be deferred until a later time when such a decision is required. Experiments with simulated data demonstrate the benefit of using this EM-based approach when there is more "overlap" in the processes generating the data. Experiments with real data show the promising potential of HMM-based motion clustering in a number of applications.

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A method for reconstructing 3D rational B-spline surfaces from multiple views is proposed. The method takes advantage of the projective invariance properties of rational B-splines. Given feature correspondences in multiple views, the 3D surface is reconstructed via a four step framework. First, corresponding features in each view are given an initial surface parameter value (s; t), and a 2D B-spline is fitted in each view. After this initialization, an iterative minimization procedure alternates between updating the 2D B-spline control points and re-estimating each feature's (s; t). Next, a non-linear minimization method is used to upgrade the 2D B-splines to 2D rational B-splines, and obtain a better fit. Finally, a factorization method is used to reconstruct the 3D B-spline surface given 2D B-splines in each view. This surface recovery method can be applied in both the perspective and orthographic case. The orthographic case allows the use of additional constraints in the recovery. Experiments with real and synthetic imagery demonstrate the efficacy of the approach for the orthographic case.

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A method for reconstruction of 3D rational B-spline surfaces from multiple views is proposed. Given corresponding features in multiple views, though not necessarily visible in all views, the surface is reconstructed. First 2D B-spline patches are fitted to each view. The 3D B-splines and projection matricies can then be extracted from the 2D B-splines using factorization methods. The surface fit is then further refined via an iterative procedure. Finally, a hierarchal fitting scheme is proposed to allow modeling of complex surfaces by means of knot insertion. Experiments with real imagery demonstrate the efficacy of the approach.

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The goal of this work is to learn a parsimonious and informative representation for high-dimensional time series. Conceptually, this comprises two distinct yet tightly coupled tasks: learning a low-dimensional manifold and modeling the dynamical process. These two tasks have a complementary relationship as the temporal constraints provide valuable neighborhood information for dimensionality reduction and conversely, the low-dimensional space allows dynamics to be learnt efficiently. Solving these two tasks simultaneously allows important information to be exchanged mutually. If nonlinear models are required to capture the rich complexity of time series, then the learning problem becomes harder as the nonlinearities in both tasks are coupled. The proposed solution approximates the nonlinear manifold and dynamics using piecewise linear models. The interactions among the linear models are captured in a graphical model. By exploiting the model structure, efficient inference and learning algorithms are obtained without oversimplifying the model of the underlying dynamical process. Evaluation of the proposed framework with competing approaches is conducted in three sets of experiments: dimensionality reduction and reconstruction using synthetic time series, video synthesis using a dynamic texture database, and human motion synthesis, classification and tracking on a benchmark data set. In all experiments, the proposed approach provides superior performance.

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The goal of this work is to learn a parsimonious and informative representation for high-dimensional time series. Conceptually, this comprises two distinct yet tightly coupled tasks: learning a low-dimensional manifold and modeling the dynamical process. These two tasks have a complementary relationship as the temporal constraints provide valuable neighborhood information for dimensionality reduction and conversely, the low-dimensional space allows dynamics to be learnt efficiently. Solving these two tasks simultaneously allows important information to be exchanged mutually. If nonlinear models are required to capture the rich complexity of time series, then the learning problem becomes harder as the nonlinearities in both tasks are coupled. The proposed solution approximates the nonlinear manifold and dynamics using piecewise linear models. The interactions among the linear models are captured in a graphical model. The model structure setup and parameter learning are done using a variational Bayesian approach, which enables automatic Bayesian model structure selection, hence solving the problem of over-fitting. By exploiting the model structure, efficient inference and learning algorithms are obtained without oversimplifying the model of the underlying dynamical process. Evaluation of the proposed framework with competing approaches is conducted in three sets of experiments: dimensionality reduction and reconstruction using synthetic time series, video synthesis using a dynamic texture database, and human motion synthesis, classification and tracking on a benchmark data set. In all experiments, the proposed approach provides superior performance.

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Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.