Skin Color-Based Video Segmentation under Time-Varying Illumination

A novel approach for real-time skin segmentation in video sequences is described. The approach enables reliable skin segmentation despite wide variation in illumination during tracking. An explicit second order Markov model is used to predict evolution of the skin-color (HSV) histogram over time. Histograms are dynamically updated based on feedback from the current segmentation and predictions of the Markov model. The evolution of the skin-color distribution at each frame is parameterized by translation, scaling and rotation in color space. Consequent changes in geometric parameterization of the distribution are propagated by warping and resampling the histogram. The parameters of the discrete-time dynamic Markov model are estimated using Maximum Likelihood Estimation, and also evolve over time. The accuracy of the new dynamic skin color segmentation algorithm is compared to that obtained via a static color model. Segmentation accuracy is evaluated using labeled ground-truth video sequences taken from staged experiments and popular movies. An overall increase in segmentation accuracy of up to 24% is observed in 17 out of 21 test sequences. In all but one case the skin-color classification rates for our system were higher, with background classification rates comparable to those of the static segmentation.

Real-Time Mutable Broadcast Disks

There is an increased interest in using broadcast disks to support mobile access to real-time databases. However, previous work has only considered the design of real-time immutable broadcast disks, the contents of which do not change over time. This paper considers the design of programs for real-time mutable broadcast disks - broadcast disks whose contents are occasionally updated. Recent scheduling-theoretic results relating to pinwheel scheduling and pfair scheduling are used to design algorithms for the efficient generation of real-time mutable broadcast disk programs.

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.