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Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning 基于HHT特征生成和机器学习的金融时间序列分析与预测
Pub Date : 2020-05-11 DOI: 10.2139/ssrn.3595914
Tim Leung, Theodore Zhao
We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise-assisted approach decomposes any time series into a number of intrinsic mode functions, along with the corresponding instantaneous amplitudes and instantaneous frequencies. Different combinations of modes allow us to reconstruct the time series using components of different timescales. We then apply Hilbert spectral analysis to define and compute the associated instantaneous energy-frequency spectrum to illustrate the properties of various timescales embedded in the original time series. Using HHT, we generate a collection of new features and integrate them into machine learning models, such as regression tree ensemble, support vector machine (SVM), and long short-term memory (LSTM) neural network. Using empirical financial data, we compare several HHT-enhanced machine learning models in terms of forecasting performance.
提出了一种利用互补集合经验模态分解(CEEMD)和Hilbert-Huang变换(HHT)分析非平稳金融时间序列的方法。这种噪声辅助方法将任何时间序列分解为许多固有模态函数,以及相应的瞬时幅度和瞬时频率。不同的模态组合允许我们使用不同时间尺度的分量来重建时间序列。然后,我们应用希尔伯特谱分析来定义和计算相关的瞬时能量频率谱,以说明嵌入在原始时间序列中的各种时间尺度的特性。使用HHT,我们生成了一组新的特征并将它们集成到机器学习模型中,如回归树集成、支持向量机(SVM)和长短期记忆(LSTM)神经网络。使用经验金融数据,我们在预测性能方面比较了几种hht增强的机器学习模型。
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引用次数: 2
Strengthening Steganoghraphy by Using Crow Search Algorithm of Fingerprint Image 利用指纹图像的Crow搜索算法加强隐写
Pub Date : 2020-04-30 DOI: 10.15587/1729-4061.2020.200282
O. Y. Abdulhammed
In image steganography, secret communication is implemented to hide secret information into the cover image (used as the carrier to embed secret information) and generate a stego-image (generated image carrying hidden secret information). Nature provides many ideas for computer scientists. One of these ideas is the orderly way in which the organisms work in nature when they are in groups. If the group itself is treated as an individual (the swarm), the swarm is more intelligent than any individual in the group. Crow Search Algorithm (CSA) is a meta-heuristic optimizer where individuals emulate the intelligent behavior in a group of crows. It is based on simulating the intelligent behavior of crow flocks and attempts to imitate the social intelligence of a crow flock in their food gathering process.  This paper presents a novel meta-heuristic approach based on the Crow Search Algorithm (CSA), where at the beginning the color cover image is converted into three channels (RGB) and then those channels are converted into three spaces, which are Y, Cb, Cr. After applying Discrete wavelet transform (DWT) on each space separately, the CSA algorithm is used on each space (YCbCr) to find the best location that will be used to hide secret information, the CSA is used to increase the security force by finding the best locations that have high frequency and are invulnerable to attacks, the DWT is used to increase robustness against noise. The proposed system is implemented on three fingerprint cover images for experiments, for the quality of stego image the histogram, Mean Squared Error (MSE), Peak Signal-to-Noise Ratio (PSNR), Number of Pixel Change Rate Test (NPCR), Structural Similarity Index Metric (SSIM) and Correlation Coefficients (CC) are computed. The result demonstrated the strength of the CSA to hide data, also discovered that using CSA may lead to finding favorable results compared to the other algorithms
在图像隐写术中,通过秘密通信将秘密信息隐藏到封面图像(作为嵌入秘密信息的载体)中,生成隐写图像(生成的图像携带隐藏的秘密信息)。《自然》为计算机科学家提供了许多想法。其中一个观点是,当生物体成群结队时,它们在自然界中的工作方式是有序的。如果群体本身被视为一个个体(群体),那么群体比群体中的任何个体都更聪明。乌鸦搜索算法(Crow Search Algorithm, CSA)是一种元启发式优化算法,其中个体模仿一群乌鸦的智能行为。它以模拟乌鸦群的智能行为为基础,试图模仿乌鸦群在食物采集过程中的社会智能。本文提出了一种基于Crow搜索算法(CSA)的元启发式方法,首先将彩色封面图像转换为三个通道(RGB),然后将这些通道转换为Y、Cb、Cr三个空间,分别对每个空间进行离散小波变换(DWT),然后在每个空间(YCbCr)上使用CSA算法来寻找隐藏秘密信息的最佳位置。CSA用于通过寻找频率高且不易受攻击的最佳位置来增加安全力量,DWT用于增加抗噪声的鲁棒性。该系统在三张指纹封面图像上进行了实验,计算了隐写图像的直方图、均方误差(MSE)、峰值信噪比(PSNR)、像素变化率测试(NPCR)、结构相似指数度量(SSIM)和相关系数(CC)。结果证明了CSA隐藏数据的能力,也发现与其他算法相比,使用CSA可能会找到更有利的结果
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引用次数: 4
A Steganographic Method of Improved Resistance to the Rich Model based Analysis 一种增强抗富模型分析的隐写方法
Pub Date : 2020-04-30 DOI: 10.15587/1729-4061.2020.201731
N. Kalashnikov, Olexandr Kokhanov, O. Iakovenko, N. Kushnirenko
This paper addresses the task of developing a steganographic method to hide information, resistant to analysis based on the Rich model (which includes several different submodels), using statistical indicators for the distribution of the pairs of coefficients for a discrete cosine transform (DCT) with different values. This type of analysis implies calculating the number of DCT coefficients pairs, whose coordinates in the frequency domain differ by a fixed quantity (the offset). Based on these values, a classifier is trained for a certain large enough data sample, which, based on the distribution of the DCT coefficients pairs for an individual image, determines the presence of additional information in it. A method based on the preliminary container modification before embedding a message has been proposed to mitigate the probability of hidden message detection. The so-called Generative Adversarial Network (GAN), consisting of two related neural networks, generator and discriminator, was used for the modification. The generator creates a modified image based on the original container; the discriminator verifies the degree to which the modified image is close to the preset one and provides feedback for the generator. By using a GAN, based on the original container, such a modified container is generated so that, following the embedding of a known steganographic message, the distribution of DCT coefficients pairs is maximally close to the indicators of the original container. We have simulated the operation of the proposed modification; based on the simulation results, the probabilities have been computed of the proper detection of the hidden information in the container when it was modified and when it was not. The simulation results have shown that the application of the modification based on modern information technologies (such as machine learning and neural networks) could significantly reduce the likelihood of message detection and improve the resistance against a steganographic analysis
本文的任务是开发一种隐写方法来隐藏信息,抵抗基于Rich模型(包括几个不同的子模型)的分析,使用不同值的离散余弦变换(DCT)的系数对分布的统计指标。这种类型的分析意味着计算DCT系数对的数量,这些系数对在频域中的坐标有一个固定的量(偏移量)。基于这些值,训练一个分类器以获得足够大的数据样本,该样本根据单个图像的DCT系数对的分布来确定其中是否存在附加信息。提出了一种基于嵌入消息前对容器进行初步修改的方法来降低隐藏消息被检测到的概率。所谓的生成对抗网络(GAN),由两个相关的神经网络组成,生成器和鉴别器,用于修改。该生成器基于原始容器创建修改后的图像;鉴别器验证修改后的图像与预设图像的接近程度,并向生成器提供反馈。通过使用GAN,在原始容器的基础上生成这样一个修改后的容器,使得在嵌入已知的隐写信息后,DCT系数对的分布最大程度地接近原始容器的指标。我们模拟了建议修改的操作;根据仿真结果,计算了在容器被修改和未被修改时正确检测隐藏信息的概率。仿真结果表明,应用基于现代信息技术(如机器学习和神经网络)的修改可以显著降低消息被检测的可能性,提高对隐写分析的抵抗力
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引用次数: 1
A Brief Review on Image Steganography Techniques 图像隐写技术综述
Pub Date : 2020-04-18 DOI: 10.2139/ssrn.3579269
R. Ruchi, U. Ghanekar
This paper presents an overview of image steganography techniques. In the present paper, the main emphasis is given on transform domain techniques including a brief introduction on spatial domain techniques as well. The major advantage with transform domain technique is that the data is concealed in every bit of cover image and almost impossible for an intruder to get unauthorized access to it. The study analyzes different transforms based techniques including many variants of Wavelet Transform with its advantages, challenges and applications.
本文介绍了图像隐写技术的概况。本文重点介绍了变换域技术,并对空间域技术作了简要介绍。变换域技术的主要优点是数据被隐藏在覆盖图像的每个位中,入侵者几乎不可能获得未经授权的访问。分析了不同的变换技术,包括小波变换的多种变体,以及小波变换的优点、挑战和应用。
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引用次数: 3
Comparative Analysis of Methods of Gesture Recognition in Image Processing 图像处理中手势识别方法的比较分析
Pub Date : 2020-04-09 DOI: 10.2139/ssrn.3608762
Preyas Hanche, Akash Dubey, Ayush Falor
Gesture Recognition and by definition Image Detection is a key research area because of its varied application in fields such as Sign Language Detection, Gesture Recognition where each gesture whether it is done by hand, objects or otherwise can be detected and understood by a computer. Increasing the accuracy, functionality and speed of the process can help to recognition and detection fast and easy where it can be used in real-time to not only understand gestures but also recognition of images pertaining to a certain topic like use in medical imagery and so on.
手势识别和图像检测是一个关键的研究领域,因为它在各种领域的应用,如手语检测,手势识别,每个手势,无论是手,物体或其他方式,都可以被计算机检测和理解。提高该过程的准确性、功能和速度可以帮助快速、轻松地识别和检测,不仅可以实时使用它来理解手势,还可以识别与特定主题相关的图像,例如在医学图像中的使用等等。
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引用次数: 0
Emotion Recognition with Music using Facial Feature Extraction and Deep Learning 基于面部特征提取和深度学习的音乐情感识别
Pub Date : 2020-04-08 DOI: 10.2139/ssrn.3560840
A. Dhar, Bilal N Shaikh Mohammad
Listening to music is a very common thing. Nowadays, users pick music manually on their own i.e. the music has to be chosen manually. So, to ease the work of the users, expression recognition plays an important role in predicting and deciding the mood. It uses different facial features to detect mood. After a certain mood is detected, the system will play music according to the mood. In this system, machine learning techniques and algorithms such as SVM, Neural Networks, Image Preprocessing are used. Till now, the research has shown accuracy up to 72.4% by using SVM.
听音乐是一件很平常的事。现在,用户自己手动挑选音乐,也就是说,音乐必须手动选择。因此,表情识别在预测和决定用户情绪方面起着重要的作用。它使用不同的面部特征来检测情绪。在检测到某种情绪后,系统会根据情绪播放音乐。该系统采用了支持向量机、神经网络、图像预处理等机器学习技术和算法。到目前为止,研究表明使用支持向量机的准确率高达72.4%。
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引用次数: 1
Review of Machine Learning Herbal Plant Recognition System 机器学习草药植物识别系统综述
Pub Date : 2020-04-01 DOI: 10.2139/ssrn.3565850
P. Kaur, Sukhdev Singh, Monika Pathak
Since the ancient times herbal plants are being used for health wellness. But due to modern life style and dependences on allopathic medicine, the majority of the population is unaware about the usages and faced difficulty to identify the herbal plant. These plants are widely used in the area of research where recognition of useful/beneficial plants located in nearby locality becomes necessity of people, so they can take advantage in their daily life to cure diseases. It is apparent that there in need of machine which can automatically recognize the herbal plant. Such machines need to be training for plant recognition. Several physical features like roots, stem, leaf pattern, color, shape of leaf, number of petals are used to recognize and identify plants. Most prominent organ is the leaf shape as it is available throughout the year. Therefore, researchers considered leaf as an important part to recognized plant easily and accurately. In this paper main focus on plant recognition through leaf features using machine learning concepts so to achieve the desired goal on time and in specific conditions.
自古以来,草药就被用于保健。但由于现代生活方式和对对抗疗法药物的依赖,大多数人不了解其用法,难以识别草药植物。这些植物被广泛应用于研究领域,人们需要识别附近的有用/有益植物,以便在日常生活中利用它们来治疗疾病。显然,需要一种能够自动识别草本植物的机器。这些机器需要接受植物识别的训练。一些物理特征,如根、茎、叶的图案、颜色、叶的形状、花瓣的数量,被用来识别和识别植物。最突出的器官是叶片形状,因为它全年都有。因此,研究者认为叶片是方便准确识别植物的重要组成部分。本文主要研究利用机器学习的概念,通过叶片特征对植物进行识别,从而在特定的时间和条件下实现预期的目标。
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引用次数: 4
Implementation of a Parallel Algorithm of Image Segmentation Based on Region Growing 基于区域增长的并行图像分割算法的实现
Pub Date : 2020-02-29 DOI: 10.15587/1729-4061.2020.197095
J. Álvarez-Cedillo, Mario Aguilar-Fernández, T. Álvarez-Sánchez, R. Sandoval-Gómez
In computer vision and image processing, image segmentation remains a relevant research area that contains many partially answered research questions. One of the fields of most significant interest in Digital Image Processing corresponds to segmentation, a process that breaks down an image into its different components that make it up. A technique widely used in the literature is called Region Growing, this technique makes the identification of textures, through the use of characteristic and particular vectors. However, the level of its computational complexity is high. The traditional methods of Region growing are based on the comparison of grey levels of neighbouring pixels, and usually, fail when the region to be segmented contains intensities similar to adjacent regions. However, if a broad tolerance is indicated in its thresholds, the detected limits will exceed the region to identify; on the contrary, if the threshold tolerance decreases too much, the identified region will be less than the desired one. In the analysis of textures, multiple scenes can be seen as the composition of different textures. The visual texture refers to the impression of roughness or smoothness that some surfaces created by the variations of tones or repetition of visual patterns therein. The texture analysis techniques are based on the assignment of one or several parameters indicating the characteristics of the texture present to each region of the image. This paper shows how a parallel algorithm was implemented to solve open problems in the area of image segmentation research. Region growing is an advanced approach to image segmentation in which neighbouring pixels are examined one by one and added to an appropriate region class if no border is detected. This process is iterative for each pixel within the boundary of the region. If adjacent regions are found, a region fusion algorithm is used in which weak edges dissolve, and firm edges remain intact, this requires a lot of processing time on a computer to make parallel implementation possible
在计算机视觉和图像处理中,图像分割仍然是一个相关的研究领域,其中包含了许多未完全解决的研究问题。数字图像处理中最令人感兴趣的领域之一与分割有关,分割是将图像分解成组成图像的不同组件的过程。文献中广泛使用的一种技术被称为区域生长,这种技术通过使用特征和特定向量来识别纹理。然而,它的计算复杂度很高。传统的区域增长方法是基于相邻像素灰度值的比较,当待分割的区域包含与相邻区域相似的灰度值时,通常会失败。但是,如果在其阈值中指出了广泛的公差,则检测到的极限将超出识别区域;相反,如果阈值容限降低太多,则识别区域将小于期望区域。在纹理分析中,多个场景可以看作是不同纹理的组合。视觉纹理是指某些表面通过色调的变化或视觉图案的重复而产生的粗糙或光滑的印象。纹理分析技术是基于一个或几个参数的分配,这些参数指示图像的每个区域存在的纹理特征。本文介绍了如何实现一种并行算法来解决图像分割研究领域中的开放性问题。区域增长是一种先进的图像分割方法,它逐个检查相邻像素,如果没有检测到边界,则将其添加到适当的区域类中。该过程对区域边界内的每个像素进行迭代。如果发现相邻区域,则使用区域融合算法,其中弱边缘被溶解,而坚固边缘保持完整,这需要计算机上大量的处理时间才能实现并行实现
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引用次数: 2
Image Search Engine and Individual Profile Building 图像搜索引擎和个人档案建设
Pub Date : 2019-05-30 DOI: 10.2139/ssrn.3527541
Shravya G, S. G. R.
Look technique utilized for the content gives semantically significant outcome, however isn't a similar with regards to the scan strategy utilized for pictures. Interactive media information is being distributed on the Web at an extraordinary rate. Likewise, in this time of innovation, it is conceivable to get data about any person from web. It has turned out to be fundamental to perform picture hunt of a person to recover the comparative pictures from Web. It is even conceivable to get any kind of data about any superstar from Wikipedia and different locales. This project aims at building the Image Search Engine for recovering the pictures just as structure the profile of a person, from World Wide Web. This is finished via preparing set of pictures of an individual and after that the web crawler creeps over the connections for getting the pertinent pictures. These recovered pictures coordinate with the name entered by the client. A similar outcome is utilized to get the data and manufacture the profile of a similar individual by slithering over the connections.
用于内容的浏览技术提供了语义上重要的结果,但与用于图片的扫描策略不同。交互式媒体信息正以惊人的速度在网络上传播。同样,在这个创新的时代,可以想象从网络上获得关于任何人的数据。事实证明,对一个人进行图片搜索,从网络上恢复对比图片是至关重要的。甚至可以想象从维基百科和不同地区获得任何超级明星的任何类型的数据。该项目旨在建立图像搜索引擎,用于从万维网上恢复图片,就像构建一个人的个人资料一样。这是通过准备一组个人的照片完成的,之后,网络爬虫会在连接上爬行,以获得相关的图片。这些恢复的图片与客户端输入的名称一致。利用类似的结果来获取数据,并通过滑动连接来生成类似个体的配置文件。
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引用次数: 0
Efficient Absolute Difference Circuit for SAD Computation On FPGA FPGA上SAD计算的高效绝对差分电路
Pub Date : 2019-04-01 DOI: 10.5121/VLSIC.2019.10201
Jaya Koshta, K. Khare, M. K. Gupta
Video Compression is very essential to meet the technological demands such as low power, less memory and fast transfer rate for different range of devices and for various multimedia applications. Video compression is primarily achieved by Motion Estimation (ME) process in any video encoder which contributes to significant compression gain.Sum of Absolute Difference (SAD) is used as distortion metric in ME process.In this paper, efficient Absolute Difference (AD) circuit is proposed which uses Brent Kung Adder(BKA) and a comparator based on modified 1’s complement principle and conditional sum adder scheme. Results shows that proposed architecture reduces delay by 15% and number of slice LUTs by 42% as compared to conventional architecture. Simulation and synthesis are done on Xilinx ISE 14.2 using Virtex 7 FPGA.
视频压缩技术是满足低功耗、低内存、快传输速率等技术要求的重要技术手段。在任何视频编码器中,视频压缩主要是通过运动估计(ME)过程来实现的,这有助于显著的压缩增益。在ME过程中,采用绝对差和(SAD)作为失真度量。本文提出了一种采用Brent Kung加法器(BKA)和基于修正1补码原理和条件和加法器的比较器的高效绝对差分(AD)电路。结果表明,与传统架构相比,该架构可减少15%的延迟和42%的片lut数量。仿真和综合在Xilinx ISE 14.2上使用Virtex 7 FPGA完成。
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引用次数: 1
期刊
EngRN: Signal Processing (Topic)
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