• Title, Summary, Keyword: Gaussian mixture model

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New Illumination compensation algorithm improving a multi-view video coding performance by advancing its temporal and inter-view correlation (다시점 비디오의 시공간적 중복도를 높여 부호화 성능을 향상시키는 새로운 조명 불일치 보상 기법)

  • Lee, Dong-Seok;Yoo, Ji-Sang
    • Journal of Broadcast Engineering
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    • v.15 no.6
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    • pp.768-782
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    • 2010
  • Because of the different shooting position between multi-view cameras and the imperfect camera calibration, Illumination mismatches of multi-view video can happen. This variation can bring about the performance decrease of multi-view video coding(MVC) algorithm. A histogram matching algorithm can be applied to recompensate these inconsistencies in a prefiltering step. Once all camera frames of a multi-view sequence are adjusted to a predefined reference through the histogram matching, the coding efficiency of MVC is improved. However the histogram distribution can be different not only between neighboring views but also between sequential views on account of movements of camera angle and some objects, especially human. Therefore the histogram matching algorithm which references all frames in chose view is not appropriate for compensating the illumination differences of these sequence. Thus we propose new algorithms both the image classification algorithm which is applied two criteria to improve the correlation between inter-view frames and the histogram matching which references and matches with a group of pictures(GOP) as a unit to advance the correlation between successive frames. Experimental results show that the compression ratio for the proposed algorithm is improved comparing with the conventional algorithms.

Extensions of X-means with Efficient Learning the Number of Clusters (X-means 확장을 통한 효율적인 집단 개수의 결정)

  • Heo, Gyeong-Yong;Woo, Young-Woon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.4
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    • pp.772-780
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    • 2008
  • K-means is one of the simplest unsupervised learning algorithms that solve the clustering problem. However K-means suffers the basic shortcoming: the number of clusters k has to be known in advance. In this paper, we propose extensions of X-means, which can estimate the number of clusters using Bayesian information criterion(BIC). We introduce two different versions of algorithm: modified X-means(MX-means) and generalized X-means(GX-means), which employ one full covariance matrix for one cluster and so can estimate the number of clusters efficiently without severe over-fitting which X-means suffers due to its spherical cluster assumption. The algorithms start with one cluster and try to split a cluster iteratively to maximize the BIC score. The former uses K-means algorithm to find a set of optimal clusters with current k, which makes it simple and fast. However it generates wrongly estimated centers when the clusters are overlapped. The latter uses EM algorithm to estimate the parameters and generates more stable clusters even when the clusters are overlapped. Experiments with synthetic data show that the purposed methods can provide a robust estimate of the number of clusters and cluster parameters compared to other existing top-down algorithms.

Algorithms for Indexing and Integrating MPEG-7 Visual Descriptors (MPEG-7 시각 정보 기술자의 인덱싱 및 결합 알고리즘)

  • Song, Chi-Ill;Nang, Jong-Ho
    • Journal of KIISE:Software and Applications
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    • v.34 no.1
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    • pp.1-10
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    • 2007
  • This paper proposes a new indexing mechanism for MPEG-7 visual descriptors, especially Dominant Color and Contour Shape descriptors, that guarantees an efficient similarity search for the multimedia database whose visual meta-data are represented with MPEG-7. Since the similarity metric used in the Dominant Color descriptor is based on Gaussian mixture model, the descriptor itself could be transform into a color histogram in which the distribution of the color values follows the Gauss distribution. Then, the transformed Dominant Color descriptor (i.e., the color histogram) is indexed in the proposed indexing mechanism. For the indexing of Contour Shape descriptor, we have used a two-pass algorithm. That is, in the first pass, since the similarity of two shapes could be roughly measured with the global parameters such as eccentricity and circularity used in Contour shape descriptor, the dissimilar image objects could be excluded with these global parameters first. Then, the similarities between the query and remaining image objects are measured with the peak parameters of Contour Shape descriptor. This two-pass approach helps to reduce the computational resources to measure the similarity of image objects using Contour Shape descriptor. This paper also proposes two integration schemes of visual descriptors for an efficient retrieval of multimedia database. The one is to use the weight of descriptor as a yardstick to determine the number of selected similar image objects with respect to that descriptor, and the other is to use the weight as the degree of importance of the descriptor in the global similarity measurement. Experimental results show that the proposed indexing and integration schemes produce a remarkable speed-up comparing to the exact similarity search, although there are some losses in the accuracy because of the approximated computation in indexing. The proposed schemes could be used to build a multimedia database represented in MPEG-7 that guarantees an efficient retrieval.

Analysis of Trading Performance on Intelligent Trading System for Directional Trading (방향성매매를 위한 지능형 매매시스템의 투자성과분석)

  • Choi, Heung-Sik;Kim, Sun-Woong;Park, Sung-Cheol
    • Journal of Intelligence and Information Systems
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    • v.17 no.3
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    • pp.187-201
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    • 2011
  • KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.