Spatial contrast sensitivity and external noise: applications to optical and neural modulation transfer functions

The thesis will show how to equalise the effect of quantal noise across spatial frequencies by keeping the retinal flux (If-2) constant. In addition, quantal noise is used to study the effect of grating area and spatial frequency on contrast sensitivity resulting in the extension of the new contrast detection model describing the human contrast detection system as a simple image processor. According to the model the human contrast detection system comprises low-pass filtering due to ocular optics, addition of light dependent noise at the event of quantal absorption, high-pass filtering due to the neural visual pathways, addition of internal neural noise, after which detection takes place by a local matched filter, whose sampling efficiency decreases as grating area is increased. Furthermore, this work will demonstrate how to extract both the optical and neural modulation transfer functions of the human eye. The neural transfer function is found to be proportional to spatial frequency up to the local cut-off frequency at eccentricities of 0 - 37 deg across the visual field. The optical transfer function of the human eye is proposed to be more affected by the Stiles-Crawford -effect than generally assumed in the literature. Similarly, this work questions the prevailing ideas about the factors limiting peripheral vision by showing that peripheral optical acts as a low-pass filter in normal viewing conditions, and therefore the effect of peripheral optics is worse than generally assumed.

The development of calibration and adaptive filtering procedures for neuromagnetic studies of human visual function

This thesis first considers the calibration and signal processing requirements of a neuromagnetometer for the measurement of human visual function. Gradiometer calibration using straight wire grids is examined and optimal grid configurations determined, given realistic constructional tolerances. Simulations show that for gradiometer balance of 1:104 and wire spacing error of 0.25mm the achievable calibration accuracy of gain is 0.3%, of position is 0.3mm and of orientation is 0.6°. Practical results with a 19-channel 2nd-order gradiometer based system exceed this performance. The real-time application of adaptive reference noise cancellation filtering to running-average evoked response data is examined. In the steady state, the filter can be assumed to be driven by a non-stationary step input arising at epoch boundaries. Based on empirical measures of this driving step an optimal progression for the filter time constant is proposed which improves upon fixed time constant filter performance. The incorporation of the time-derivatives of the reference channels was found to improve the performance of the adaptive filtering algorithm by 15-20% for unaveraged data, falling to 5% with averaging. The thesis concludes with a neuromagnetic investigation of evoked cortical responses to chromatic and luminance grating stimuli. The global magnetic field power of evoked responses to the onset of sinusoidal gratings was shown to have distinct chromatic and luminance sensitive components. Analysis of the results, using a single equivalent current dipole model, shows that these components arise from activity within two distinct cortical locations. Co-registration of the resulting current source localisations with MRI shows a chromatically responsive area lying along the midline within the calcarine fissure, possibly extending onto the lingual and cuneal gyri. It is postulated that this area is the human homologue of the primate cortical area V4.

Contrast matching and discrimation in human vision

The aim of this work was to investigate human contrast perception at various contrast levels ranging from detection threshold to suprathreshold levels by using psychophysical techniques. The work consists of two major parts. The first part deals with contrast matching, and the second part deals with contrast discrimination. Contrast matching technique was used to determine when the perceived contrasts of different stimuli were equal. The effects of spatial frequency, stimulus area, image complexity and chromatic contrast on contrast detection thresholds and matches were studied. These factors influenced detection thresholds and perceived contrast at low contrast levels. However, at suprathreshold contrast levels perceived contrast became directly proportional to the physical contrast of the stimulus and almost independent of factors affecting detection thresholds. Contrast discrimination was studied by measuring contrast increment thresholds which indicate the smallest detectable contrast difference. The effects of stimulus area, external spatial image noise and retinal illuminance were studied. The above factors affected contrast detection thresholds and increment thresholds measured at low contrast levels. At high contrast levels, contrast increment thresholds became very similar so that the effect of these factors decreased. Human contrast perception was modelled by regarding the visual system as a simple image processing system. A visual signal is first low-pass filtered by the ocular optics. This is followed by spatial high-pass filtering by the neural visual pathways, and addition of internal neural noise. Detection is mediated by a local matched filter which is a weighted replica of the stimulus whose sampling efficiency decreases with increasing stimulus area and complexity. According to the model, the signals to be compared in a contrast matching task are first transferred through the early image processing stages mentioned above. Then they are filtered by a restoring transfer function which compensates for the low-level filtering and limited spatial integration at high contrast levels. Perceived contrasts of the stimuli are equal when the restored responses to the stimuli are equal. According to the model, the signals to be discriminated in a contrast discrimination task first go through the early image processing stages, after which signal dependent noise is added to the matched filter responses. The decision made by the human brain is based on the comparison between the responses of the matched filters to the stimuli, and the accuracy of the decision is limited by pre- and post-filter noises. The model for human contrast perception could accurately describe the results of contrast matching and discrimination in various conditions.

Contrast sensitivity for complex and random gratings

This thesis studied the effect of (i) the number of grating components and (ii) parameter randomisation on root-mean-square (r.m.s.) contrast sensitivity and spatial integration. The effectiveness of spatial integration without external spatial noise depended on the number of equally spaced orientation components in the sum of gratings. The critical area marking the saturation of spatial integration was found to decrease when the number of components increased from 1 to 5-6 but increased again at 8-16 components. The critical area behaved similarly as a function of the number of grating components when stimuli consisted of 3, 6 or 16 components with different orientations and/or phases embedded in spatial noise. Spatial integration seemed to depend on the global Fourier structure of the stimulus. Spatial integration was similar for sums of two vertical cosine or sine gratings with various Michelson contrasts in noise. The critical area for a grating sum was found to be a sum of logarithmic critical areas for the component gratings weighted by their relative Michelson contrasts. The human visual system was modelled as a simple image processor where the visual stimuli is first low-pass filtered by the optical modulation transfer function of the human eye and secondly high-pass filtered, up to the spatial cut-off frequency determined by the lowest neural sampling density, by the neural modulation transfer function of the visual pathways. The internal noise is then added before signal interpretation occurs in the brain. The detection is mediated by a local spatially windowed matched filter. The model was extended to include complex stimuli and its applicability to the data was found to be successful. The shape of spatial integration function was similar for non-randomised and randomised simple and complex gratings. However, orientation and/or phase randomised reduced r.m.s contrast sensitivity by a factor of 2. The effect of parameter randomisation on spatial integration was modelled under the assumption that human observers change the observer strategy from cross-correlation (i.e., a matched filter) to auto-correlation detection when uncertainty is introduced to the task. The model described the data accurately.

A reevaluation of achromatic spatio-temporal vision: nonoriented filters are monocular, they adapt, and can be used for decision making at high flicker speeds

Masking, adaptation, and summation paradigms have been used to investigate the characteristics of early spatio-temporal vision. Each has been taken to provide evidence for (i) oriented and (ii) nonoriented spatial-filtering mechanisms. However, subsequent findings suggest that the evidence for nonoriented mechanisms has been misinterpreted: those experiments might have revealed the characteristics of suppression (eg, gain control), not excitation, or merely the isotropic subunits of the oriented detecting mechanisms. To shed light on this, we used all three paradigms to focus on the ‘high-speed’ corner of spatio-temporal vision (low spatial frequency, high temporal frequency), where cross-oriented achromatic effects are greatest. We used flickering Gabor patches as targets and a 2IFC procedure for monocular, binocular, and dichoptic stimulus presentations. To account for our results, we devised a simple model involving an isotropic monocular filter-stage feeding orientation-tuned binocular filters. Both filter stages are adaptable, and their outputs are available to the decision stage following nonlinear contrast transduction. However, the monocular isotropic filters (i) adapt only to high-speed stimuli—consistent with a magnocellular subcortical substrate—and (ii) benefit decision making only for high-speed stimuli (ie, isotropic monocular outputs are available only for high-speed stimuli). According to this model, the visual processes revealed by masking, adaptation, and summation are related but not identical.

Low level feature detection in human vision

Influential models of edge detection have generally supposed that an edge is detected at peaks in the 1st derivative of the luminance profile, or at zero-crossings in the 2nd derivative. However, when presented with blurred triangle-wave images, observers consistently marked edges not at these locations, but at peaks in the 3rd derivative. This new phenomenon, termed ‘Mach edges’ persisted when a luminance ramp was added to the blurred triangle-wave. Modelling of these Mach edge detection data required the addition of a physiologically plausible filter, prior to the 3rd derivative computation. A viable alternative model was examined, on the basis of data obtained with short-duration, high spatial-frequency stimuli. Detection and feature-making methods were used to examine the perception of Mach bands in an image set that spanned a range of Mach band detectabilities. A scale-space model that computed edge and bar features in parallel provided a better fit to the data than 4 competing models that combined information across scale in a different manner, or computed edge or bar features at a single scale. The perception of luminance bars was examined in 2 experiments. Data for one image-set suggested a simple rule for perception of a small Gaussian bar on a larger inverted Gaussian bar background. In previous research, discriminability (d’) has typically been reported to be a power function of contrast, where the exponent (p) is 2 to 3. However, using bar, grating, and Gaussian edge stimuli, with several methodologies, values of p were obtained that ranged from 1 to 1.7 across 6 experiments. This novel finding was explained by appealing to low stimulus uncertainty, or a near-linear transducer.

Orientation masking and cross-orientation suppression (XOS):implications for estimates of channel bandwidth

Most contemporary models of spatial vision include a cross-oriented route to suppression (masking from a broadly tuned inhibitory pool), which is most potent at low spatial and high temporal frequencies (T. S. Meese & D. J. Holmes, 2007). The influence of this pathway can elevate orientation-masking functions without exciting the target mechanism, and because early psychophysical estimates of filter bandwidth did not accommodate this, it is likely that they have been overestimated for this corner of stimulus space. Here we show that a transient 40% contrast mask causes substantial binocular threshold elevation for a transient vertical target, and this declines from a mask orientation of 0° to about 40° (indicating tuning), and then more gently to 90°, where it remains at a factor of ∼4. We also confirm that cross-orientation masking is diminished or abolished at high spatial frequencies and for sustained temporal modulation. We fitted a simple model of pedestal masking and cross-orientation suppression (XOS) to our data and those of G. C. Phillips and H. R. Wilson (1984) and found the dependency of orientation bandwidth on spatial frequency to be much less than previously supposed. An extension of our linear spatial pooling model of contrast gain control and dilution masking (T. S. Meese & R. J. Summers, 2007) is also shown to be consistent with our results using filter bandwidths of ±20°. Both models include tightly and broadly tuned components of divisive suppression. More generally, because XOS and/or dilution masking can affect the shape of orientation-masking curves, we caution that variations in bandwidth estimates might reflect variations in processes that have nothing to do with filter bandwidth.

Practical methods of tracking of nonstationary time series applied to real-world data

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

The effect of universal futures on opening and closing stock market price discovery

Purpose – On 29 January 2001, Euronext LIFFE introduced single security futures contracts on a range of global companies. The purpose of this paper is to examine the impact that the introduction of these futures contracts had on the behaviour of opening and closing UK equity returns. Design/methodology/approach – The paper models the price discovery process using the Amihud and Mendelson partial adjustment model which can be estimated using a Kalman filter. Findings – Empirical results show that during the pre-futures period both opening and closing returns under-react to new information. After the introduction of futures contracts opening returns over-react. A rise in the partial adjustment coefficient also takes place for closing returns but this is not large enough to cause over-reaction. Originality/value – This is the first study to examine the impact of a single security futures contract on the speed of spot market price discovery.

Serial correlation in the returns of UK capitalization based portfolios

This article examines whether UK portfolio returns are time varying so that expected returns follow an AR(1) process as proposed by Conrad and Kaul for the USA. It explores this hypothesis for four portfolios that have been formed on the basis of market capitalization. The portfolio returns are modelled using a kalman filter signal extraction model in which the unobservable expected return is the state variable and is allowed to evolve as a stationary first order autoregressive process. It finds that this model is a good representation of returns and can account for most of the autocorrelation present in observed portfolio returns. This study concludes that UK portfolio returns are time varying and the nature of the time variation appears to introduce a substantial amount of autocorrelation to portfolio returns. Like Conrad and Kaul if finds a link between the extent to which portfolio returns are time varying and the size of firms within a portfolio but not the monotonic one found for the USA. © 2004 Taylor and Francis Ltd.

Experiments for CFD-modelling of cooling water and Insulation debris two-phase flow phenomena during loss of coolant accidents

The knowledge of insulation debris generation and transport gains in importance regarding reactor safety research for PWR and BWR. The insulation debris released near the break consists of a mixture of very different fibres and particles concerning size, shape, consistence and other properties. Some fraction of the released insulation debris will be transported into the reactor sump where it may affect emergency core cooling. Experiments are performed to blast original samples of mineral wool insulation material by steam under original thermal-hydraulic break conditions of BWR. The gained fragments are used as initial specimen for further experiments at acrylic glass test facilities. The quasi ID-sinking behaviour of the insulation fragments are investigated in a water column by optical high speed video techniques and methods of image processing. Drag properties are derived from the measured sinking velocities of the fibres and observed geometric parameters for an adequate CFD modelling. In the test rig "Ring line-II" the influence of the insulation material on the head loss is investigated for debris loaded strainers. Correlations from the filter bed theory are adapted with experimental results and are used to model the flow resistance depending on particle load, filter bed porosity and parameters of the coolant flow. This concept also enables the simulation of a particular blocked strainer with CFDcodes. During the ongoing work further results of separate effect and integral experiments and the application and validation of the CFD-models for integral test facilities and original containment sump conditions are expected.

Parametric Identification and Diagnosis of Integrated Navigation Systems in Bench Test Process

Growth of complexity and functional importance of integrated navigation systems (INS) leads to high losses at the equipment refusals. The paper is devoted to the INS diagnosis system development, allowing identifying the cause of malfunction. The proposed solutions permit taking into account any changes in sensors dynamic and accuracy characteristics by means of the appropriate error models coefficients. Under actual conditions of INS operation, the determination of current values of the sensor models and estimation filter parameters rely on identification procedures. The results of full-scale experiments are given, which corroborate the expediency of INS error models parametric identification in bench test process.

Networks of Evolutionary Processors: Java Implementation of a Threaded Processor

This paper is focused on a parallel JAVA implementation of a processor defined in a Network of Evolutionary Processors. Processor description is based on JDom, which provides a complete, Java-based solution for accessing, manipulating, and outputting XML data from Java code. Communication among different processor to obtain a fully functional simulation of a Network of Evolutionary Processors will be treated in future. A safe-thread model of processors performs all parallel operations such as rules and filters. A non-deterministic behavior of processors is achieved with a thread for each rule and for each filter (input and output). Different results of a processor evolution are shown.

Are European equity markets efficient? New evidence from fractal analysis

We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the Hurst exponent. Monte Carlo and bootstrap simulations are used to construct critical values for the null hypothesis of no long-range dependence. The issue of disentangling short-range and long-range dependence is examined. Pre-filtering by fitting a (short-range) autoregressive model eliminates part of the long-range dependence when the latter is present, while failure to pre-filter leaves open the possibility of conflating short-range and long-range dependence. There is a strong evidence of long-range dependence for the small central European Czech stock market index PX-glob, and a weaker evidence for two smaller western European stock market indices, MSE (Spain) and SWX (Switzerland). There is little or no evidence of long-range dependence for the other five indices, including those with the largest capitalizations among those considered, DJIA (US) and FTSE350 (UK). These results are generally consistent with prior expectations concerning the relative efficiency of the stock markets examined. © 2011 Elsevier Inc.

Optimal design of the renewable energy map of Greece using weighted goal-programming and data envelopment analysis

Renewable energy forms have been widely used in the past decades highlighting a "green" shift in energy production. An actual reason behind this turn to renewable energy production is EU directives which set the Union's targets for energy production from renewable sources, greenhouse gas emissions and increase in energy efficiency. All member countries are obligated to apply harmonized legislation and practices and restructure their energy production networks in order to meet EU targets. Towards the fulfillment of 20-20-20 EU targets, in Greece a specific strategy which promotes the construction of large scale Renewable Energy Source plants is promoted. In this paper, we present an optimal design of the Greek renewable energy production network applying a 0-1 Weighted Goal Programming model, considering social, environmental and economic criteria. In the absence of a panel of experts Data Envelopment Analysis (DEA) approach is used in order to filter the best out of the possible network structures, seeking for the maximum technical efficiency. Super-Efficiency DEA model is also used in order to reduce the solutions and find the best out of all the possible. The results showed that in order to achieve maximum efficiency, the social and environmental criteria must be weighted more than the economic ones.