928 resultados para Sparse time-varying VAR models


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A time-varying controllable fault-tolerant field associative memory model and the realization algorithms are proposed. On the one hand, this model simulates the time-dependent changeability character of the fault-tolerant field of human brain's associative memory. On the other hand, fault-tolerant fields of the memory samples of the model can be controlled, and we can design proper fault-tolerant fields for memory samples at different time according to the essentiality of memory samples. Moreover, the model has realized the nonlinear association of infinite value pattern from n dimension space to m dimension space. And the fault-tolerant fields of the memory samples are full of the whole real space R-n. The simulation shows that the model has the above characters and the speed of associative memory about the model is faster.

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M. Neal, An Artificial Immune System for Continuous Analysis of Time-Varying Data, in Proceedings of the 1st International Conference on Artificial Immune Systems (ICARIS), 2002, eds J Timmis and P J Bentley, volume 1, pages 76-85,

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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.

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© 2015, Institute of Mathematical Statistics. All rights reserved.In order to use persistence diagrams as a true statistical tool, it would be very useful to have a good notion of mean and variance for a set of diagrams. In [23], Mileyko and his collaborators made the first study of the properties of the Fréchet mean in (Dp, Wp), the space of persistence diagrams equipped with the p-th Wasserstein metric. In particular, they showed that the Fréchet mean of a finite set of diagrams always exists, but is not necessarily unique. The means of a continuously-varying set of diagrams do not themselves (necessarily) vary continuously, which presents obvious problems when trying to extend the Fréchet mean definition to the realm of time-varying persistence diagrams, better known as vineyards. We fix this problem by altering the original definition of Fréchet mean so that it now becomes a probability measure on the set of persistence diagrams; in a nutshell, the mean of a set of diagrams will be a weighted sum of atomic measures, where each atom is itself a persistence diagram determined using a perturbation of the input diagrams. This definition gives for each N a map (Dp)N→ℙ(Dp). We show that this map is Hölder continuous on finite diagrams and thus can be used to build a useful statistic on vineyards.

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A communication system model for mutual information performance analysis of multiple-symbol differential M-phase shift keying over time-correlated, time-varying flat-fading communication channels is developed. This model is a finite-state Markov (FSM) equivalent channel representing the cascade of the differential encoder, FSM channel model and differential decoder. A state-space approach is used to model channel phase time correlations. The equivalent model falls in a class that facilitates the use of the forward backward algorithm, enabling the important information theoretic results to be evaluated. Using such a model, one is able to calculate mutual information for differential detection over time-varying fading channels with an essentially finite time set of correlations, including the Clarke fading channel. Using the equivalent channel, it is proved and corroborated by simulations that multiple-symbol differential detection preserves the channel information capacity when the observation interval approaches infinity.