基于高斯混合模型的阴影消除算法

关于阴影消除是智能监控系统的重要组成部分,且对后续的识别和跟踪有很大的影响。根据改进的高斯混合模型检测出目标,用高斯混合阴影模型来检测阴影,并用高斯平滑滤波处理检测的结果。然后动态选择合适的阈值对图像做二值化处理,进一步对结果进行形态学滤波。经过整个过程的处理,得到了较为完整的轮廓,很好的消除了阴影,提高后续的识别和跟踪的准确性和可靠性。实验表明,算法能较好地消除阴影,且具有较好的实时性和鲁棒性。     

Tests of Long Memory: A Bootstrap Approach

Many time series in diverse fields have been found to exhibit long memory. This paper analyzes the behaviour of some of the most used tests of long memory: the R/S analysis, the modified R/S, the Geweke and Porter-Hudak (GPH) test and the detrended fluctuation analysis (DFA). Some of these tests exhibit size distortions in small samples. It is well known that the bootstrap procedure may correct this fact. Here I examine the size and power of those tests for finite samples and different distributions, such as the normal, uniform, and lognormal. In the short-memory processes such as AR, MA and ARCH and long memory ones such as ARFIMA, p-values are calculated using the post-blackening moving-block bootstrap. The Monte Carlo study suggests that the bootstrap critical values perform better. The results are applied to financial return time series.     

一种新的Java存储模型L-JMM

Java存储模型是Java语言和Java虚拟机研究中的核心关键部分,目前Java语言规范中的存储模型不能保证Java技术所必需的语义特性,而且不利于Java虚拟机的性能优化.提出了一种新的Java存储模型,该模型取消了规范中Java存储模型中对存储密致性的要求,保证了Location一致性;同时根据Java语义的要求,对Java语言中不同类型的变量详细规定了多线程存储操作的行为规则.该模型不仅能保证Java程序的正确性,同时能有效提高Java程序的运行效率.最后通过仿真实验验证了该存储模型的关键特性.     

A Divergence-free Mixture Model for Multiphase Fluids

We present a novel divergence free mixture model for multiphase flows and the related fluid-solid coupling. The new mixture model is built upon a volume-weighted mixture velocity so that the divergence free condition is satisfied for miscible and immiscible multiphase fluids. The proposed mixture velocity can be solved efficiently by adapted single phase incompressible solvers, allowing for larger time steps and smaller volume deviations. Besides, the drift velocity formulation is corrected to ensure mass conservation during the simulation. The new approach increases the accuracy of multiphase fluid simulation by several orders. The capability of the new divergence-free mixture model is demonstrated by simulating different multiphase flow phenomena including mixing and unmixing of multiple fluids, fluid-solid coupling involving deformable solids and granular materials.     

A Semi-supervised Learning Algorithm on Gaussian Mixture with Automatic Model Selection

In Gaussian mixture modeling, it is crucial to select the number of Gaussians for a sample set, which becomes much more difficult when the overlap in the mixture is larger. Under regularization theory, we aim to solve this problem using a semi-supervised learning algorithm through incorporating pairwise constraints into entropy regularized likelihood (ERL) learning which can make automatic model selection for Gaussian mixture. The simulation experiments further demonstrate that the presented semi-supervised learning algorithm (i.e., the constrained ERL learning algorithm) can automatically detect the number of Gaussians with a good parameter estimation, even when two or more actual Gaussians in the mixture are overlapped at a high degree. Moreover, the constrained ERL learning algorithm leads to some promising results when applied to iris data classification and image database categorization.     

A Weighted Voting Model of Associative Memory

This paper presents an analysis of a random access memory (RAM)-based associative memory which uses a weighted voting scheme for information retrieval. This weighted voting memory can operate in heteroassociative or autoassociative mode, can store both real-valued and binary-valued patterns and, unlike memory models, is equipped with a rejection mechanism. A theoretical analysis of the performance of the weighted voting memory is given for the case of binary and random memory sets. Performance measures are derived as a function of the model parameters: pattern size, window size, and number of patterns in the memory set. It is shown that the weighted voting model has large capacity and error correction. The results show that the weighted voting model can successfully achieve high-detection and -identification rates and, simultaneously, low-false-acceptance rates     

基于变点分析的软件可靠性多模型混合研究

针对单个模型因不适应软件工程项目的细微变化而使预测失实的问题,研究了软件可靠性多模型混合问题.建立了基于变点的软件可靠性混合模型;利用最小二乘法研究了软件可靠性模型的变点估计,给出了变点估计的计算方法;最后,对所提出基于变点的软件可靠性混合模型进行数值模拟,模拟结果表明基于变点的软件可靠性混合模型相对于传统的单模型,具有更好的稳健性及预测有效性,能够避免软件可靠性模型不可靠而难以运用于工程实际的问题.     

On-line EM Variants for Multivariate Normal Mixture Model in Background Learning and Moving Foreground Detection

The unsupervised learning of multivariate mixture models from on-line data streams has attracted the attention of researchers for its usefulness in real-time intelligent learning systems. The EM algorithm is an ideal choice for iteratively obtaining maximum likelihood estimation of parameters in presumable finite mixtures, comparing to some popular numerical methods. However, the original EM is a batch algorithm that works only on fixed datasets. To endow the EM algorithm with the capability to process streaming data, two on-line variants are studied, including Titterington’s method and a sufficient statistics-based method. We first prove that the two on-line EM variants are theoretically feasible for training the multivariate normal mixture model by showing that the model belongs to the exponential family. Afterward, the two on-line learning schemes for multivariate normal mixtures are applied to the problems of background learning and moving foreground detection. Experiments show that the two on-line EM variants can efficiently update the parameters of the mixture model and are capable of generating reliable backgrounds for moving foreground detection.     

具有内连接的指数多值双向联想记忆模型

C_CWang的多值指数双向联想记忆模型 (MVeBAM)是一种高存储容量的联想神经网络. 本文在MVe BAM的基础上通过引入自相关项 (或内连接 )提出了一个新的具有内连接的多值指数双向联想记忆模型, 推广了MVeBAM. 通过定义简单的能量函数证明了其在同、异步方式下的稳定性, 从而保证了所学模式对成为被推广的MVeBAM(EMVeBAM)的稳定点. 最后, 计算机模拟证实了EMVeBAM比MVeBAM具有更高的存储容量和更好的纠错性能.     

Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis

Multivariate GARCH models are in principle able to accommodate the features of the dynamic conditional covariances; nonetheless the interaction between model parametrization of the second conditional moment and the conditional density of asset returns adopted in the estimation determines the fitting of such models to the observed dynamics of the data. Alternative MGARCH specifications and probability distributions are compared on the basis of forecasting performances by means of Monte Carlo simulations, using both statistical and financial forecasting loss functions.     

高斯混合模型改进的活动轮廓模型MRI分割

引入高斯混合模型逼近图像的直方图概率,利用遗传算法的全局优化特性求解高斯混合模型的参数,以提高参数精度;由此构造新的活动轮廓模型约束项.在新的约束项作用下,活动轮廓模型可以有效地减少噪声的影响,防止从弱边界泄漏.对左心室核磁共振图像的分割实验表明,该模型具有较好的分割效果.     

一个支持实时内存数据库的恢复系统

实时数据库要求以内存数据库（MMDB）作为其底层支持，内存数据库存储介质的易失性，以及实时数据库系统应用目标的根本转变使得MMDB数据库的恢复对系统整体性能的影响很大，传统的数据恢复技术已不再适用，为此本文给出了一个完整的支持实时数据库的MMDB恢复系统，文中给出了恢复系统的体系结构，重要数据结构，执行模型和执行算法，同时，文中对一些关键技术，如LAW日志的可行性进行了详细分析和论证。     

A Long Memory Pattern Modelling and Recognition System for Financial Time-Series Forecasting

In this paper, the concept of a long memory system for forecasting is developed. Pattern modelling and recognition systems are introduced as local approximation tools for forecasting. Such systems are used for matching the current state of the time-series with past states to make a forecast. In the past, this system has been successfully used for forecasting the Santa Fe competition data. In this paper, we forecast the financial indices of six different countries, and compare the results with neural networks on five different error measures. The results show that pattern recognition-based approaches in time-series forecasting are highly accurate, and that these are able to match the performance of advanced methods such as neural networks. Received: 2 April 1998?Received in revised form: 1 February 1999?Accepted: 16 February 1999     

基于高斯混合模型的层次聚类算法

选择合适的聚类数和准确划分类间重叠的数据是聚类分析领域2个被广泛研究的问题.提出了一个基于高斯混合模型的层次聚类算法(HCGMM),该算法基于重叠度的衡量,而且不需要预先指定聚类数,能够很好地解决以上两个问题.算法根据高维空间中混合模型每2个组成成分之间的重叠情况自动运行或停止,从而准确划分类间重叠的数据,并自动确定聚类数.最后,通过标准的数据的测试,以及通过把它应用于不同类型的真实彩色图像分割表明,该算法是有效的,而且对噪声影响不敏感.把它和其他层次算法进行比较和分析,以证明该算法的优越性.