Segmenting Foreground Objects from a Dynamic Textured Background via a Robust Kalman Filter

The algorithm presented in this paper aims to segment the foreground objects in video (e.g., people) given time-varying, textured backgrounds. Examples of time-varying backgrounds include waves on water, clouds moving, trees waving in the wind, automobile traffic, moving crowds, escalators, etc. We have developed a novel foreground-background segmentation algorithm that explicitly accounts for the non-stationary nature and clutter-like appearance of many dynamic textures. The dynamic texture is modeled by an Autoregressive Moving Average Model (ARMA). A robust Kalman filter algorithm iteratively estimates the intrinsic appearance of the dynamic texture, as well as the regions of the foreground objects. Preliminary experiments with this method have demonstrated promising results.

A Bayesian Approach for TCP to Distinguish Congestion from Wireless Losses

(This Technical Report revises TR-BUCS-2003-011) The Transmission Control Protocol (TCP) has been the protocol of choice for many Internet applications requiring reliable connections. The design of TCP has been challenged by the extension of connections over wireless links. In this paper, we investigate a Bayesian approach to infer at the source host the reason of a packet loss, whether congestion or wireless transmission error. Our approach is "mostly" end-to-end since it requires only one long-term average quantity (namely, long-term average packet loss probability over the wireless segment) that may be best obtained with help from the network (e.g. wireless access agent).Specifically, we use Maximum Likelihood Ratio tests to evaluate TCP as a classifier of the type of packet loss. We study the effectiveness of short-term classification of packet errors (congestion vs. wireless), given stationary prior error probabilities and distributions of packet delays conditioned on the type of packet loss (measured over a larger time scale). Using our Bayesian-based approach and extensive simulations, we demonstrate that congestion-induced losses and losses due to wireless transmission errors produce sufficiently different statistics upon which an efficient online error classifier can be built. We introduce a simple queueing model to underline the conditional delay distributions arising from different kinds of packet losses over a heterogeneous wired/wireless path. We show how Hidden Markov Models (HMMs) can be used by a TCP connection to infer efficiently conditional delay distributions. We demonstrate how estimation accuracy is influenced by different proportions of congestion versus wireless losses and penalties on incorrect classification.

Estimating Sensor Motion from Wide-Field Optical Flow on a Log-Dipolar Sensor

Log-polar image architectures, motivated by the structure of the human visual field, have long been investigated in computer vision for use in estimating motion parameters from an optical flow vector field. Practical problems with this approach have been: (i) dependence on assumed alignment of the visual and motion axes; (ii) sensitivity to occlusion form moving and stationary objects in the central visual field, where much of the numerical sensitivity is concentrated; and (iii) inaccuracy of the log-polar architecture (which is an approximation to the central 20°) for wide-field biological vision. In the present paper, we show that an algorithm based on generalization of the log-polar architecture; termed the log-dipolar sensor, provides a large improvement in performance relative to the usual log-polar sampling. Specifically, our algorithm: (i) is tolerant of large misalignmnet of the optical and motion axes; (ii) is insensitive to significant occlusion by objects of unknown motion; and (iii) represents a more correct analogy to the wide-field structure of human vision. Using the Helmholtz-Hodge decomposition to estimate the optical flow vector field on a log-dipolar sensor, we demonstrate these advantages, using synthetic optical flow maps as well as natural image sequences.

Modeling Financial Time Series with Artificial Neural Networks

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.