MCMC Analysis Of Classical Time Series Algorithms

Identification of order of an Autoregressive Moving Average Model (ARMA) by the usual graphical method is subjective. Hence, there is a need of developing a technique to identify the order without employing the graphical investigation of series autocorrelations. To avoid subjectivity, this thesis focuses on determining the order of the Autoregressive Moving Average Model using Reversible Jump Markov Chain Monte Carlo (RJMCMC). The RJMCMC selects the model from a set of the models suggested by better fitting, standard deviation errors and the frequency of accepted data. Together with deep analysis of the classical Box-Jenkins modeling methodology the integration with MCMC algorithms has been focused through parameter estimation and model fitting of ARMA models. This helps to verify how well the MCMC algorithms can treat the ARMA models, by comparing the results with graphical method. It has been seen that the MCMC produced better results than the classical time series approach.

The Possibilities and Dosimetric Limitations of MLC-Based Intensity-Modulated Radiotherapy Delivery and Optimization Techniques

The use of intensity-modulated radiotherapy (IMRT) has increased extensively in the modern radiotherapy (RT) treatments over the past two decades. Radiation dose distributions can be delivered with higher conformality with IMRT when compared to the conventional 3D-conformal radiotherapy (3D-CRT). Higher conformality and target coverage increases the probability of tumour control and decreases the normal tissue complications. The primary goal of this work is to improve and evaluate the accuracy, efficiency and delivery techniques of RT treatments by using IMRT. This study evaluated the dosimetric limitations and possibilities of IMRT in small (treatments of head-and-neck, prostate and lung cancer) and large volumes (primitive neuroectodermal tumours). The dose coverage of target volumes and the sparing of critical organs were increased with IMRT when compared to 3D-CRT. The developed split field IMRT technique was found to be safe and accurate method in craniospinal irradiations. By using IMRT in simultaneous integrated boosting of biologically defined target volumes of localized prostate cancer high doses were achievable with only small increase in the treatment complexity. Biological plan optimization increased the probability of uncomplicated control on average by 28% when compared to standard IMRT delivery. Unfortunately IMRT carries also some drawbacks. In IMRT the beam modulation is realized by splitting a large radiation field to small apertures. The smaller the beam apertures are the larger the rebuild-up and rebuild-down effects are at the tissue interfaces. The limitations to use IMRT with small apertures in the treatments of small lung tumours were investigated with dosimetric film measurements. The results confirmed that the peripheral doses of the small lung tumours were decreased as the effective field size was decreased. The studied calculation algorithms were not able to model the dose deficiency of the tumours accurately. The use of small sliding window apertures of 2 mm and 4 mm decreased the tumour peripheral dose by 6% when compared to 3D-CRT treatment plan. A direct aperture based optimization (DABO) technique was examined as a solution to decrease the treatment complexity. The DABO IMRT technique was able to achieve treatment plans equivalent with the conventional IMRT fluence based optimization techniques in the concave head-and-neck target volumes. With DABO the effective field sizes were increased and the number of MUs was reduced with a factor of two. The optimality of a treatment plan and the therapeutic ratio can be further enhanced by using dose painting based on regional radiosensitivities imaged with functional imaging methods.

Scalable algorithms for height field illumination

Global illumination algorithms are at the center of realistic image synthesis and account for non-trivial light transport and occlusion within scenes, such as indirect illumination, ambient occlusion, and environment lighting. Their computationally most difficult part is determining light source visibility at each visible scene point. Height fields, on the other hand, constitute an important special case of geometry and are mainly used to describe certain types of objects such as terrains and to map detailed geometry onto object surfaces. The geometry of an entire scene can also be approximated by treating the distance values of its camera projection as a screen-space height field. In order to shadow height fields from environment lights a horizon map is usually used to occlude incident light. We reduce the per-receiver time complexity of generating the horizon map on N N height fields from O(N) of the previous work to O(1) by using an algorithm that incrementally traverses the height field and reuses the information already gathered along the path of traversal. We also propose an accurate method to integrate the incident light within the limits given by the horizon map. Indirect illumination in height fields requires information about which other points are visible to each height field point. We present an algorithm to determine this intervisibility in a time complexity that matches the space complexity of the produced visibility information, which is in contrast to previous methods which scale in the height field size. As a result the amount of computation is reduced by two orders of magnitude in common use cases. Screen-space ambient obscurance methods approximate ambient obscurance from the depth bu er geometry and have been widely adopted by contemporary real-time applications. They work by sampling the screen-space geometry around each receiver point but have been previously limited to near- field effects because sampling a large radius quickly exceeds the render time budget. We present an algorithm that reduces the quadratic per-pixel complexity of previous methods to a linear complexity by line sweeping over the depth bu er and maintaining an internal representation of the processed geometry from which occluders can be efficiently queried. Another algorithm is presented to determine ambient obscurance from the entire depth bu er at each screen pixel. The algorithm scans the depth bu er in a quick pre-pass and locates important features in it, which are then used to evaluate the ambient obscurance integral accurately. We also propose an evaluation of the integral such that results within a few percent of the ray traced screen-space reference are obtained at real-time render times.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Hardware Accelarated Visual Tracking Algorithms. A Systematic Literature Review

Many industrial applications need object recognition and tracking capabilities. The algorithms developed for those purposes are computationally expensive. Yet ,real time performance, high accuracy and small power consumption are essential measures of the system. When all these requirements are combined, hardware acceleration of these algorithms becomes a feasible solution. The purpose of this study is to analyze the current state of these hardware acceleration solutions, which algorithms have been implemented in hardware and what modifications have been done in order to adapt these algorithms to hardware.

3D Mesh Simplification. A survey of algorithms and CAD model simplification tests

Simplification of highly detailed CAD models is an important step when CAD models are visualized or by other means utilized in augmented reality applications. Without simplification, CAD models may cause severe processing and storage is- sues especially in mobile devices. In addition, simplified models may have other advantages like better visual clarity or improved reliability when used for visual pose tracking. The geometry of CAD models is invariably presented in form of a 3D mesh. In this paper, we survey mesh simplification algorithms in general and focus especially to algorithms that can be used to simplify CAD models. We test some commonly known algorithms with real world CAD data and characterize some new CAD related simplification algorithms that have not been surveyed in previous mesh simplification reviews.

Energy Management System for LVDC Island Networks

Recent developments in power electronics technology have made it possible to develop competitive and reliable low-voltage DC (LVDC) distribution networks. Further, islanded microgrids—isolated small-scale localized distribution networks— have been proposed to reliably supply power using distributed generations. However, islanded operations face many issues such as power quality, voltage regulation, network stability, and protection. In this thesis, an energy management system (EMS) that ensures efficient energy and power balancing and voltage regulation has been proposed for an LVDC island network utilizing solar panels for electricity production and lead-acid batteries for energy storage. The EMS uses the master/slave method with robust communication infrastructure to control the production, storage, and loads. The logical basis for the EMS operations has been established by proposing functionalities of the network components as well as by defining appropriate operation modes that encompass all situations. During loss-of-powersupply periods, load prioritizations and disconnections are employed to maintain the power supply to at least some loads. The proposed EMS ensures optimal energy balance in the network. A sizing method based on discrete-event simulations has also been proposed to obtain reliable capacities of the photovoltaic array and battery. In addition, an algorithm to determine the number of hours of electric power supply that can be guaranteed to the customers at any given location has been developed. The successful performances of all the proposed algorithms have been demonstrated by simulations.

Efficient Algorithms for Coastal Geographic Problems

The increasing performance of computers has made it possible to solve algorithmically problems for which manual and possibly inaccurate methods have been previously used. Nevertheless, one must still pay attention to the performance of an algorithm if huge datasets are used or if the problem iscomputationally difficult. Two geographic problems are studied in the articles included in this thesis. In the first problem the goal is to determine distances from points, called study points, to shorelines in predefined directions. Together with other in-formation, mainly related to wind, these distances can be used to estimate wave exposure at different areas. In the second problem the input consists of a set of sites where water quality observations have been made and of the results of the measurements at the different sites. The goal is to select a subset of the observational sites in such a manner that water quality is still measured in a sufficient accuracy when monitoring at the other sites is stopped to reduce economic cost. Most of the thesis concentrates on the first problem, known as the fetch length problem. The main challenge is that the two-dimensional map is represented as a set of polygons with millions of vertices in total and the distances may also be computed for millions of study points in several directions. Efficient algorithms are developed for the problem, one of them approximate and the others exact except for rounding errors. The solutions also differ in that three of them are targeted for serial operation or for a small number of CPU cores whereas one, together with its further developments, is suitable also for parallel machines such as GPUs.