A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^

Electrocardiogram breathing: A study of electrocardiogram derived respiration plus multiresolution wavelet analysis of heartbeat interval variability in sleep study patients

This dissertation presents a unique research opportunity by using recordings which provide electrocardiogram (ECG) plus a reference breathing signal (RBS). ECG derived breathing (EDR) is measured and correlated against RBS. Standard deviations of multiresolution wavelet analysis coefficients (SDMW) are obtained from heart rate and classified using RBS. Prior works by others used select patients for sleep apnea scoring with EDR but no RBS. Another prior work classified select heart disease patients with SDMW but no RBS. This study used randomly chosen sleep disorder patient recordings; central and obstructive apneas, with and without heart disease.^ Implementation required creating an application because existing systems were limited in power and scope. A review survey was created to choose a development environment. The survey is presented as a learning tool and teaching resource. Development objectives were rapid development using limited resources (manpower and money). Open Source resources were used exclusively for implementation. ^ Results show: (1) Three groups of patients exist in the study. Grouping RBS correlations shows a response with either ECG interval or amplitude variation. A third group exists where neither ECG intervals nor amplitude variation correlate with breathing. (2) Previous work done by other groups analyzed SDMW. Similar results were found in this study but some subjects had higher SDMW, attributed to a large number of apneas, arousals and/or disconnects. SDMW does not need RBS to show apneic conditions exist within ECG recordings. (3) Results in this study support the assertion that autonomic nervous system variation was measured with SDMW. Measurements using RBS are not corrupted due to breathing even though respiration overlaps the same frequency band.^ Overall, this work becomes an Open Source resource which can be reused, modified and/or expanded. It might fast track additional research. In the future the system could also be used for public domain data. Prerecorded data exist in similar formats in public databases which could provide additional research opportunities. ^

Evidence of the heterogeneous market hypothesis using wavelet multi -resolution analysis

In finance literature many economic theories and models have been proposed to explain and estimate the relationship between risk and return. Assuming risk averseness and rational behavior on part of the investor, the models are developed which are supposed to help in forming efficient portfolios that either maximize (minimize) the expected rate of return (risk) for a given level of risk (rates of return). One of the most used models to form these efficient portfolios is the Sharpe's Capital Asset Pricing Model (CAPM). In the development of this model it is assumed that the investors have homogeneous expectations about the future probability distribution of the rates of return. That is, every investor assumes the same values of the parameters of the probability distribution. Likewise financial volatility homogeneity is commonly assumed, where volatility is taken as investment risk which is usually measured by the variance of the rates of return. Typically the square root of the variance is used to define financial volatility, furthermore it is also often assumed that the data generating process is made of independent and identically distributed random variables. This again implies that financial volatility is measured from homogeneous time series with stationary parameters. In this dissertation, we investigate the assumptions of homogeneity of market agents and provide evidence for the case of heterogeneity in market participants' information, objectives, and expectations about the parameters of the probability distribution of prices as given by the differences in the empirical distributions corresponding to different time scales, which in this study are associated with different classes of investors, as well as demonstrate that statistical properties of the underlying data generating processes including the volatility in the rates of return are quite heterogeneous. In other words, we provide empirical evidence against the traditional views about homogeneity using non-parametric wavelet analysis on trading data, The results show heterogeneity of financial volatility at different time scales, and time-scale is one of the most important aspects in which trading behavior differs. In fact we conclude that heterogeneity as posited by the Heterogeneous Markets Hypothesis is the norm and not the exception.

The Impact of Carbonate Texture on the Quantification of Total Porosity by Image Analysis

Date of Acceptance: 31/08/2015 The authors would like to thank Total E&P and BG Group for project funding and support and the Industry Technology Facilitator for enabling the collaborative development (grant number 3322PSD). The authors would also like to thank Aberdeen Formation Evaluation Society and the College of Physical Sciences at the University of Aberdeen for partial financial support. Dougal Jerram, Raymi Castilla, Claude Gout, Frances Abbots and an anonymous reviewer are thanked for their constructive comments and suggestions to improve the standard of this manuscript. The authors would also like to express their gratitude toJohn Still and Colin Taylor for technical assistance in the laboratory and Nick Timms (Curtin University) and Angela Halfpenny (CSIRO) for their assistance with the full thin section scanning equipment.

The Impact of Carbonate Texture on the Quantification of Total Porosity by Image Analysis

Date of Acceptance: 31/08/2015 The authors would like to thank Total E&P and BG Group for project funding and support and the Industry Technology Facilitator for enabling the collaborative development (grant number 3322PSD). The authors would also like to thank Aberdeen Formation Evaluation Society and the College of Physical Sciences at the University of Aberdeen for partial financial support. Dougal Jerram, Raymi Castilla, Claude Gout, Frances Abbots and an anonymous reviewer are thanked for their constructive comments and suggestions to improve the standard of this manuscript. The authors would also like to express their gratitude toJohn Still and Colin Taylor for technical assistance in the laboratory and Nick Timms (Curtin University) and Angela Halfpenny (CSIRO) for their assistance with the full thin section scanning equipment.

Identification of unusual events in multi-channel bridge monitoring data using wavelet transform and outlier analysis

Peer reviewed

Multiresolution analysis (discrete wavelet transform) through Daubechies family for emotion recognition in speech

We propose a study of the mathematical properties of voice as an audio signal -- This work includes signals in which the channel conditions are not ideal for emotion recognition -- Multiresolution analysis- discrete wavelet transform – was performed through the use of Daubechies Wavelet Family (Db1-Haar, Db6, Db8, Db10) allowing the decomposition of the initial audio signal into sets of coefficients on which a set of features was extracted and analyzed statistically in order to differentiate emotional states -- ANNs proved to be a system that allows an appropriate classification of such states -- This study shows that the extracted features using wavelet decomposition are enough to analyze and extract emotional content in audio signals presenting a high accuracy rate in classification of emotional states without the need to use other kinds of classical frequency-time features -- Accordingly, this paper seeks to characterize mathematically the six basic emotions in humans: boredom, disgust, happiness, anxiety, anger and sadness, also included the neutrality, for a total of seven states to identify

Wavelet analysis and hierarchical clustering of ofm phenotypic population's variations originated from southern america and europe and attempts of a first relation to molecular divergence.

In this work we compare Grapholita molesta Busck (Lepidoptera: Tortricidae) populations originated from Brazil, Chile, Spain, Italy and Greece using power spectral density and phylogenetic analysis to detect any similarities between the population macro- and the molecular micro-level. Log-transformed population data were normalized and AR(p) models were developed to generate for each case population time series of equal lengths. The time-frequency/scale properties of the population data were further analyzed using wavelet analysis to detect any population dynamics frequency changes and cluster the populations. Based on the power spectral of each population time series and the hierarchical clustering schemes, populations originated from Southern America (Brazil and Chile) exhibit similar rhythmic properties and are both closer related with populations originated from Greece. Populations from Spain and especially Italy, have higher distance by terms of periodic changes on their population dynamics. Moreover, the members within the same cluster share similar spectral information, therefore they are supposed to participate in the same temporally regulated population process. On the contrary, the phylogenetic approach revealed a less structured pattern that bears indications of panmixia, as the two clusters contain individuals from both Europe and South America. This preliminary outcome will be further assessed by incorporating more individuals and likely employed a second molecular marker.

Texture for Script identification

The problem of determining the script and language of a document image has a number of important applications in the field of document analysis, such as indexing and sorting of large collections of such images, or as a precursor to optical character recognition (OCR). In this paper, we investigate the use of texture as a tool for determining the script of a document image, based on the observation that text has a distinct visual texture. An experimental evaluation of a number of commonly used texture features is conducted on a newly created script database, providing a qualitative measure of which features are most appropriate for this task. Strategies for improving classification results in situations with limited training data and multiple font types are also proposed.

Extraction of road lanes from high-resolution stereo aerial imagery based on maximum likelihood segmentation and texture enhancement

Accurate road lane information is crucial for advanced vehicle navigation and safety applications. With the increasing of very high resolution (VHR) imagery of astonishing quality provided by digital airborne sources, it will greatly facilitate the data acquisition and also significantly reduce the cost of data collection and updates if the road details can be automatically extracted from the aerial images. In this paper, we proposed an effective approach to detect road lanes from aerial images with employment of the image analysis procedures. This algorithm starts with constructing the (Digital Surface Model) DSM and true orthophotos from the stereo images. Next, a maximum likelihood clustering algorithm is used to separate road from other ground objects. After the detection of road surface, the road traffic and lane lines are further detected using texture enhancement and morphological operations. Finally, the generated road network is evaluated to test the performance of the proposed approach, in which the datasets provided by Queensland department of Main Roads are used. The experiment result proves the effectiveness of our approach.