• Title/Summary/Keyword: Discrete Noise

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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A Study on the Improvement of Digital Periapical Images using Image Interpolation Methods (영상보간법을 이용한 디지털 치근단 방사선영상의 개선에 관한 연구)

  • Song Nam-Kyu;Koh Kawng-Joon
    • Journal of Korean Academy of Oral and Maxillofacial Radiology
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    • v.28 no.2
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    • pp.387-413
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    • 1998
  • Image resampling is of particular interest in digital radiology. When resampling an image to a new set of coordinate, there appears blocking artifacts and image changes. To enhance image quality, interpolation algorithms have been used. Resampling is used to increase the number of points in an image to improve its appearance for display. The process of interpolation is fitting a continuous function to the discrete points in the digital image. The purpose of this study was to determine the effects of the seven interpolation functions when image resampling in digital periapical images. The images were obtained by Digora, CDR and scanning of Ektaspeed plus periapical radiograms on the dry skull and human subject. The subjects were exposed to intraoral X-ray machine at 60kVp and 70 kVp with exposure time varying between 0.01 and 0.50 second. To determine which interpolation method would provide the better image, seven functions were compared; (1) nearest neighbor (2) linear (3) non-linear (4) facet model (5) cubic convolution (6) cubic spline (7) gray segment expansion. And resampled images were compared in terms of SNR(Signal to Noise Ratio) and MTF(Modulation Transfer Function) coefficient value. The obtained results were as follows ; 1. The highest SNR value(75.96dB) was obtained with cubic convolution method and the lowest SNR value(72.44dB) was obtained with facet model method among seven interpolation methods. 2. There were significant differences of SNR values among CDR, Digora and film scan(P<0.05). 3. There were significant differences of SNR values between 60kVp and 70kVp in seven interpolation methods. There were significant differences of SNR values between facet model method and those of the other methods at 60kVp(P<0.05), but there were not significant differences of SNR values among seven interpolation methods at 70kVp(P>0.05). 4. There were significant differences of MTF coefficient values between linear interpolation method and the other six interpolation methods (P< 0.05). 5. The speed of computation time was the fastest with nearest -neighbor method and the slowest with non-linear method. 6. The better image was obtained with cubic convolution, cubic spline and gray segment method in ROC analysis. 7. The better sharpness of edge was obtained with gray segment expansion method among seven interpolation methods.

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The Line Feature Extraction for Automatic Cartography Using High Frequency Filters in Remote Sensing : A Case Study of Chinju City (위성영상의 형태추출을 통한 지도화 : 고빈도 공간필터 사용을 중심으로)

  • Jung, In-Chul
    • Journal of the Korean association of regional geographers
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    • v.2 no.2
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    • pp.183-196
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    • 1996
  • The purpose of this paper is to explore the possibility of automatic extraction of line feature from Satellite image. The first part reviews the relationship between spatial filtering and cartographic interpretation. The second part describes the principal operations of high frequency filters and their properties, the third part presents the result of filtering application to the SPOT Panchromatic image of the Chinju city. Some experimental results are given here indicating the high feasibility of the filtering technique. The results of the paper is summarized as follows: Firstly the good all-purposes filter dose not exist. Certain laplacian filter and Frei-chen filter were very sensitive to the noise and could not detect line features in our case. Secondly, summary filters and some other filters do an excellent job of identifying edges around urban objects. With the filtered image added to the original image, the interpretation is more easy. Thirdly, Compass gradient masks may be used to perform two-dimensional, discrete differentiation directional edge enhancement, however, in our case, the line featuring was not satisfactory. In general, the wide masks detect the broad edges and narrow masks are used to detect the sharper discontinuities. But, in our case, the difference between the $3{\times}3$ and $7{\times}7$ kernel filters are not remarkable. It may be due to the good spatial resolution of Spot scene. The filtering effect depends on local circumstance. Band or kernel size selection must be also considered. For the skillful geographical interpretation, we need to take account the more subtle qualitative information.

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Magnetic properties and the shapes of magnetic domain for $CoCr_{16.2}Pt_{10.8}Ta_4$ alloy films with the prior deposition of Ti layer ($CoCr_{16.2}Pt_{10.8}Ta_4$ 합금박막의 Ti 우선증착에 따른 자기적 특성과 자구형상변화)

  • 이인선;김동원
    • Journal of the Korean Crystal Growth and Crystal Technology
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    • v.10 no.1
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    • pp.17-22
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    • 2000
  • A quaternary alloy film of $CoCr_{16.2}Pt_{10.8}Ta_4$was investigated for its magnetic properties and c-axis orientation with and without Ti underlayer. Additional elements such as Ta, Pt have been frequently introduced in CoCr alloy film for perpendicular recording as a means of improving magnetic performance. It has been reported that the addition of Pt and Ta in CoCr increase the coercivity and the magnetic isolation of columnar grains, respectively. However, CoCrPtTa perpendicular magnetic layer should be more increased its perpendicular magnetic anisotropy than at present for the application of ultrahigh recording density. The improvement of underlayers and substrate materials is one of the promised schemes to intensify the perpendicular magnetic anisotropy. In this study, the insertion of Ti underlayer shows the remarkable improvement of c-axis orientation compare with the direct deposition on the bare glass. The mechanism about this effect of Ti underlayer on CoCrPtTa is not to be clarified yet. Meanwhile, it is found that the magnetic domain of CoCrPtTa on 20 nm Ti underlayer has the continuous stripe pattern but the one of CoCrPtTa on 90 nm Ti underlayer shows the discrete mass type from the results of MFM investigation. This phenomenon is to be a distinct evidence that the improvement of perpendicular anisotropy by the adoption of Ti underlayer is originated from the reinforcement of the grain boundary segregation in CoCrPtTa alloy. Moreover, the transition of the M-H hysteresis pattern with the thickness of Ti underlayer indicates that the major contribution of Ti underlayer is not the magnetocrystalline anisotropy but the shape anisotropy due to the formation of uniform columnar grains by the nonmagnetic alloy segregation.

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Counterfeit Money Detection Algorithm using Non-Local Mean Value and Support Vector Machine Classifier (비지역적 특징값과 서포트 벡터 머신 분류기를 이용한 위변조 지폐 판별 알고리즘)

  • Ji, Sang-Keun;Lee, Hae-Yeoun
    • KIPS Transactions on Software and Data Engineering
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    • v.2 no.1
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    • pp.55-64
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    • 2013
  • Due to the popularization of digital high-performance capturing equipments and the emergence of powerful image-editing softwares, it is easy for anyone to make a high-quality counterfeit money. However, the probability of detecting a counterfeit money to the general public is extremely low. In this paper, we propose a counterfeit money detection algorithm using a general purpose scanner. This algorithm determines counterfeit money based on the different features in the printing process. After the non-local mean value is used to analyze the noises from each money, we extract statistical features from these noises by calculating a gray level co-occurrence matrix. Then, these features are applied to train and test the support vector machine classifier for identifying either original or counterfeit money. In the experiment, we use total 324 images of original money and counterfeit money. Also, we compare with noise features from previous researches using wiener filter and discrete wavelet transform. The accuracy of the algorithm for identifying counterfeit money was over 94%. Also, the accuracy for identifying the printing source was over 93%. The presented algorithm performs better than previous researches.

Validation of Sea Surface Wind Estimated from KOMPSAT-5 Backscattering Coefficient Data (KOMPSAT-5 후방산란계수 자료로 산출된 해상풍 검증)

  • Jang, Jae-Cheol;Park, Kyung-Ae;Yang, Dochul
    • Korean Journal of Remote Sensing
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    • v.34 no.6_3
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    • pp.1383-1398
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    • 2018
  • Sea surface wind is one of the most fundamental variables for understanding diverse marine phenomena. Although scatterometers have produced global wind field data since the early 1990's, the data has been used limitedly in oceanic applications due to it slow spatial resolution, especially at coastal regions. Synthetic Aperture Radar (SAR) is capable to produce high resolution wind field data. KOMPSAT-5 is the first Korean satellite equipped with X-band SAR instrument and is able to retrieve the sea surface wind. This study presents the validation results of sea surface wind derived from the KOMPSAT-5 backscattering coefficient data for the first time. We collected 18 KOMPSAT-5 ES mode data to produce a matchup database collocated with buoy stations. In order to calculate the accurate wind speed, we preprocessed the SAR data, including land masking, speckle noise reduction, and ship detection, and converted the in-situ wind to 10-m neutral wind as reference wind data using Liu-Katsaros-Businger (LKB) model. The sea surface winds based on XMOD2 show root-mean-square errors of about $2.41-2.74m\;s^{-1}$ depending on backscattering coefficient conversion equations. In-depth analyses on the wind speed errors derived from KOMPSAT-5 backscattering coefficient data reveal the existence of diverse potential error factors such as image quality related to range ambiguity, discrete and discontinuous distribution of incidence angle, change in marine atmospheric environment, impacts on atmospheric gravity waves, ocean wave spectrum, and internal wave.

Image Watermarking for Copyright Protection of Images on Shopping Mall (쇼핑몰 이미지 저작권보호를 위한 영상 워터마킹)

  • Bae, Kyoung-Yul
    • Journal of Intelligence and Information Systems
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    • v.19 no.4
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    • pp.147-157
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    • 2013
  • With the advent of the digital environment that can be accessed anytime, anywhere with the introduction of high-speed network, the free distribution and use of digital content were made possible. Ironically this environment is raising a variety of copyright infringement, and product images used in the online shopping mall are pirated frequently. There are many controversial issues whether shopping mall images are creative works or not. According to Supreme Court's decision in 2001, to ad pictures taken with ham products is simply a clone of the appearance of objects to deliver nothing but the decision was not only creative expression. But for the photographer's losses recognized in the advertising photo shoot takes the typical cost was estimated damages. According to Seoul District Court precedents in 2003, if there are the photographer's personality and creativity in the selection of the subject, the composition of the set, the direction and amount of light control, set the angle of the camera, shutter speed, shutter chance, other shooting methods for capturing, developing and printing process, the works should be protected by copyright law by the Court's sentence. In order to receive copyright protection of the shopping mall images by the law, it is simply not to convey the status of the product, the photographer's personality and creativity can be recognized that it requires effort. Accordingly, the cost of making the mall image increases, and the necessity for copyright protection becomes higher. The product images of the online shopping mall have a very unique configuration unlike the general pictures such as portraits and landscape photos and, therefore, the general image watermarking technique can not satisfy the requirements of the image watermarking. Because background of product images commonly used in shopping malls is white or black, or gray scale (gradient) color, it is difficult to utilize the space to embed a watermark and the area is very sensitive even a slight change. In this paper, the characteristics of images used in shopping malls are analyzed and a watermarking technology which is suitable to the shopping mall images is proposed. The proposed image watermarking technology divide a product image into smaller blocks, and the corresponding blocks are transformed by DCT (Discrete Cosine Transform), and then the watermark information was inserted into images using quantization of DCT coefficients. Because uniform treatment of the DCT coefficients for quantization cause visual blocking artifacts, the proposed algorithm used weighted mask which quantizes finely the coefficients located block boundaries and coarsely the coefficients located center area of the block. This mask improves subjective visual quality as well as the objective quality of the images. In addition, in order to improve the safety of the algorithm, the blocks which is embedded the watermark are randomly selected and the turbo code is used to reduce the BER when extracting the watermark. The PSNR(Peak Signal to Noise Ratio) of the shopping mall image watermarked by the proposed algorithm is 40.7~48.5[dB] and BER(Bit Error Rate) after JPEG with QF = 70 is 0. This means the watermarked image is high quality and the algorithm is robust to JPEG compression that is used generally at the online shopping malls. Also, for 40% change in size and 40 degrees of rotation, the BER is 0. In general, the shopping malls are used compressed images with QF which is higher than 90. Because the pirated image is used to replicate from original image, the proposed algorithm can identify the copyright infringement in the most cases. As shown the experimental results, the proposed algorithm is suitable to the shopping mall images with simple background. However, the future study should be carried out to enhance the robustness of the proposed algorithm because the robustness loss is occurred after mask process.

Principle and Recent Advances of Neuroactivation Study (신경 활성화 연구의 원리와 최근 동향)

  • Kang, Eun-Joo
    • Nuclear Medicine and Molecular Imaging
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    • v.41 no.2
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    • pp.172-180
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    • 2007
  • Among the nuclear medicine imaging methods available today, $H_2^{15}O-PET$ is most widely used by cognitive neuroscientists to examine regional brain function via the measurement of regional cerebral blood flow (rCBF). The short half-life of the radioactively labeled probe, $^{15}O$, often allows repeated measures from the same subjects in many different task conditions. $H_2^{15}O-$ PET, however, has technical limitations relative to other methods of functional neuroimaging, e.g., fMRI, including relatively poor time and spatial resolutions, and, frequently, insufficient statistical power for analysis of individual subjects. However, recent technical developments, such as the 3-D acquisition method provide relatively good image quality with a smaller radioactive dosage, which in turn results in more PET scans from each individual, thus providing sufficient statistical power for the analysis of individual subject's data. Furthermore, the noise free scanner environment $H_2^{15}O$ PET, along with discrete acquisition of data for each task condition, are important advantages of PET over other functional imaging methods regarding studying state-dependent changes in brain activity. This review presents both the limitations and advantages of $^{15}O-PET$, and outlines the design of efficient PET protocols, using examples of recent PET studies both in the normal healthy population, and in the clinical population.