<p>Landminor är ett stort problem både under och efter krigstid. De metoder som används för att detektera minor har inte ändrats mycket sedan 1940-talet. Forskning med mål att utvärdera olika elektro-optiska sensorer och metoder som skulle kunna användas för att skapa mer effektiv min-detektion genomförs på FOI. Försök som har gjorts med data från bland annat laser-radar och IR-sensorer har gett intressanta resultat.</p><p>I det här examensarbetet utvärderades olika fenomen och egenskaper i laser-radar- och IR-data. De testade egenskaperna var intensitet, IR, ytlikhet och höjd.</p><p>En metod som segmenterar intressanta objekt och bakgrundsdata utformades och implementerades. Metoden använde sig av expectation-maximization-skattning och ett minimum message length-kriterium. Ett scatter separability-kriterium användes för att bestämma kvalitén på de olika egenskaperna och på den resulterande segmenteringen.</p><p>Data insamlad under en mätkampanj av FOI användes för att testa metoden. Resultatet visade bland annat att ytlikhetsmåttet gav en bra segmentering för stora objekt med släta ytor, men var sämre för små objekt med skrovliga ytor. Vid jämförelse med en manuellt skapad mål-mask visade det sig att metoden klarade av att välja ut egenskaper som i många fall gav en godkänd segmentering.</p> / <p>Land mines are a huge problem in conflict time and after. Methods used to detect mines have not changed much since the 1940's. Research aiming to evaluate output from different electro-optical sensors and develop methods for more efficient mine detection is performed at FOI. Early experiments with laser radar sensors show promising results, as do analysis of data from infrared sensors.</p><p>In this thesis, an evaluation is made of features found in laser radar- and in infrared -sensor data. The tested features are intensity, infrared, a surfaceness feature extracted from the laser radar data and height above an estimated ground plane.</p><p>A method for segmenting interesting objects from background data using theexpectation-maximization algorithm and a minimum message length criterion is designed and implemented. A scatter separability criterion is utilized to determine the quality of the features and the resulting segmentation.</p><p>The method is tested on real data from a field trial performed by FOI. The results show that the surfaceness feature supports the segmentation of larger object with smooth surfaces but gives no contribution to small object with irregular surfaces. The method produces a decent result of selecting contributing features for different neighbourhoods of a scene. A comparison with a manually created target mask of the neighbourhood and the segmented components show that in most cases a high percentage separation of mine data and background data is possible.</p>

<p>In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market.</p><p>HMMs are based on the well-known theories of Markov chains, but where the states are assumed hidden, governing some observable output. HMMs have mainly been used for speech recognition and communication systems, but have lately also been utilized on financial time series with encouraging results. Both discrete and continuous versions of the model will be tested, as well as single- and multivariate input data.</p><p>In addition to the basic framework, two extensions are implemented in the belief that they will further improve the prediction capabilities of the HMM. The first is a Gaussian mixture model (GMM), where one for each state assign a set of single Gaussians that are weighted together to replicate the density function of the stochastic process. This opens up for modeling non-normal distributions, which is often assumed for foreign exchange data. The second is an exponentially weighted expectation maximization (EWEM) algorithm, which takes time attenuation in consideration when re-estimating the parameters of the model. This allows for keeping old trends in mind while more recent patterns at the same time are given more attention.</p><p>Empirical results shows that the HMM using continuous emission probabilities can, for some model settings, generate acceptable returns with Sharpe ratios well over one, whilst the discrete in general performs poorly. The GMM therefore seems to be an highly needed complement to the HMM for functionality. The EWEM however does not improve results as one might have expected. Our general impression is that the predictor using HMMs that we have developed and tested is too unstable to be taken in as a trading tool on foreign exchange data, with too many factors influencing the results. More research and development is called for.</p>

Title from PDF of title page. / Document formatted into pages; contains 80 pages. / Thesis (M.S.C.S.)--University of South Florida, 2003. / Includes bibliographical references. / Text (Electronic thesis) in PDF format. / ABSTRACT: Continuous recognition of sign language has many practical applications and it can help to improve the quality of life of deaf persons by facilitating their interaction with hearing populace in public situations. This has led to some research in automated continuous American Sign Language recognition. But most work in continuous ASL recognition has only used top-down Hidden Markov Model (HMM) based approaches for recognition. There is no work on using facial information, which is considered to be fairly important. In this thesis, we explore bottom-up approach based on the use of Relational Distributions and Space of Probability Functions (SoPF) for intermediate level ASL recognition. We also use non-manual information, firstly, to decrease the number of deletion and insertion errors and secondly, to find whether the ASL sentence has 'Negation' in it, for which we use motion trajectories of the face. / ABSTRACT: The experimental results show: - The SoPF representation works well for ASL recognition. The accuracy based on the number of deletion errors, considering the 8 most probable signs in the sentence is 95%, while when considering 6 most probable signs, is 88%. - Using facial or non-manual information increases accuracy when we consider top 6 signs, from 88% to 92%. Thus face does have information content in it. - It is difficult to directly combine the manual information (information from hand motion) with non-manual (facial information) to improve the accuracy because of following two reasons: 1. Manual images are not synchronized with the non-manual images. For example the same facial expressions is not present at the same manual position in two instances of the same sentences. 2. One another problem in finding the facial expresion related with the sign, occurs when there is presence of a strong non-manual indicating 'Assertion' or 'Negation' in the sentence. / ABSTRACT: In such cases the facial expressions are totally dominated by the face movements which is indicated by 'head shakes' or 'head nods'. - The number of sentences, that have 'Negation' in them and are correctly recognized with the help of motion trajectories of the face are, 27 out of 30. / System requirements: World Wide Web browser and PDF reader. / Mode of access: World Wide Web.

This dissertation studies a class of path-dependent stochastic control problems with applications to Finance. In particular, we solve the open problem of the continuous time expected utility maximization with addictive consumption habit formation in incomplete markets under two independent scenarios. In the first project, we study the continuous time utility optimization problem with consumption habit formation in general incomplete semimartingale financial markets. Introducing the set of auxiliary state processes and the modified dual space, we embed our original problem into an abstract time-separable utility maximization problem with a shadow random endowment on the product space. We establish existence and uniqueness of the optimal solution using convex duality by defining the primal value function as depending on two variables, i.e., the initial wealth and the initial standard of living. We also provide market independent sufficient conditions both on the stochastic discounting processes of the habit formation process and on the utility function for the well-posedness of our original optimization problem. Under the same assumptions, we can carefully modify the classical proofs in the approach of convex duality analysis when the auxiliary dual process is not necessarily integrable. In the second project, we examine an example of the optimal investment and consumption problem with both habit-formation and partial observations in incomplete markets driven by It\^{o} processes. The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rates of return, which follow an Ornstein-Uhlenbeck process. Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman(HJB) equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences. We provide the optimal investment and consumption policy in explicit feedback form using rigorous verification arguments. / text

To this point, research on corporate crime has been, for the most part, overlooked by mainstream criminology. In particular, corporate violations of safety regulations in the coal mining industry have yet to be studied within the field of criminology. The purpose of this thesis is to examine the crimes of a coal mining corporation, a corporation whose business decisions led to the worst coal mining disaster in forty years, along with the deaths of twenty-nine men. This thesis will utilize a case study format in order to illustrate the crimes committed by this corporation. Previous literature covering the history of coal mining safety in the United States, the political economy of coal, and theoretical explanations of corporate crime will be reviewed. The crimes detailed in this case study will then be explained using Contextual Anomie/Strain Theory. The criminal liability of corporations, potential ways to reduce corporate crime in the coal mining industry, as well as limitations of this study and directions for future research in this area will also be discussed.

Landminor är ett stort problem både under och efter krigstid. De metoder som används för att detektera minor har inte ändrats mycket sedan 1940-talet. Forskning med mål att utvärdera olika elektro-optiska sensorer och metoder som skulle kunna användas för att skapa mer effektiv min-detektion genomförs på FOI. Försök som har gjorts med data från bland annat laser-radar och IR-sensorer har gett intressanta resultat. I det här examensarbetet utvärderades olika fenomen och egenskaper i laser-radar- och IR-data. De testade egenskaperna var intensitet, IR, ytlikhet och höjd. En metod som segmenterar intressanta objekt och bakgrundsdata utformades och implementerades. Metoden använde sig av expectation-maximization-skattning och ett minimum message length-kriterium. Ett scatter separability-kriterium användes för att bestämma kvalitén på de olika egenskaperna och på den resulterande segmenteringen. Data insamlad under en mätkampanj av FOI användes för att testa metoden. Resultatet visade bland annat att ytlikhetsmåttet gav en bra segmentering för stora objekt med släta ytor, men var sämre för små objekt med skrovliga ytor. Vid jämförelse med en manuellt skapad mål-mask visade det sig att metoden klarade av att välja ut egenskaper som i många fall gav en godkänd segmentering. / Land mines are a huge problem in conflict time and after. Methods used to detect mines have not changed much since the 1940's. Research aiming to evaluate output from different electro-optical sensors and develop methods for more efficient mine detection is performed at FOI. Early experiments with laser radar sensors show promising results, as do analysis of data from infrared sensors. In this thesis, an evaluation is made of features found in laser radar- and in infrared -sensor data. The tested features are intensity, infrared, a surfaceness feature extracted from the laser radar data and height above an estimated ground plane. A method for segmenting interesting objects from background data using theexpectation-maximization algorithm and a minimum message length criterion is designed and implemented. A scatter separability criterion is utilized to determine the quality of the features and the resulting segmentation. The method is tested on real data from a field trial performed by FOI. The results show that the surfaceness feature supports the segmentation of larger object with smooth surfaces but gives no contribution to small object with irregular surfaces. The method produces a decent result of selecting contributing features for different neighbourhoods of a scene. A comparison with a manually created target mask of the neighbourhood and the segmented components show that in most cases a high percentage separation of mine data and background data is possible.

This thesis focus on memory-aware algorithms tailored for hierarchical memory architectures, found for instance within multicore processors. We first study the matrix product on multicore architectures. We model such a processor, and derive lower bounds on the communication volume. We introduce three ad hoc algorithms, and experimentally assess their performance.We then target a more complex operation: the QR factorization of tall matrices. We revisit existing algorithms to better exploit the parallelism of multicore processors. We thus study the critical paths of many algorithms, prove some of them to be asymptotically optimal, and assess their performance.In the next study, we focus on scheduling streaming applications onto a heterogeneous multicore platform, the QS 22. We introduce a model of the platform and use steady-state scheduling techniques so as to maximize the throughput. We present a mixed integer programming approach that computes an optimal solution, and propose simpler heuristics. We then focus on minimizing the amount of required memory for tree-shaped workflows, and target a classical two-level memory system. I/O represent transfers from a memory to the other. We propose a new exact algorithm, and show that there exist trees where postorder traversals are arbitrarily bad. We then study the problem of minimizing the I/O volume for a given memory, show that it is NP-hard, and provide a set of heuristics.Finally, we compare archival policies for BLUE WATERS. We introduce two archival policies and adapt the well known RAIT strategy. We provide a model of the tape storage platform, and use it to assess the performance of the three policies through simulation.

In many important real world applications the initial representation of the data is inconvenient, or even prohibitive for further analysis. For example, in image analysis, text analysis and computational genetics high-dimensional, massive, structural, incomplete, and noisy data sets are common. Therefore, feature extraction, or revelation of informative features from the raw data is one of fundamental machine learning problems. Efficient feature extraction helps to understand data and the process that generates it, reduce costs for future measurements and data analysis. The representation of the structured data as a compact set of informative numeric features allows applying well studied machine learning techniques instead of developing new ones.. The dissertation focuses on supervised and semi-supervised feature extraction methods, which optimize the dependence structure of features. The dependence is measured using the kernel estimator of Hilbert-Schmidt norm of covariance operator (HSIC measure). Two dependence structures are investigated: in the first case we seek features which maximize the dependence on the dependent variable, and in the second one, we additionally minimize the mutual dependence of features. Linear and kernel formulations of HBFE and HSCA are provided. Using Laplacian regularization framework we construct semi-supervised variants of HBFE and HSCA. Suggested algorithms were investigated experimentally using conventional and multilabel classification data... [to full text] / Daugelis praktiškai reikšmingu sistemu mokymo uždaviniu reikalauja gebeti panaudoti didelio matavimo, strukturizuotus, netiesinius duomenis. Vaizdu, teksto, socialiniu bei verslo ryšiu analize, ivairus bioinformatikos uždaviniai galetu buti tokiu uždaviniu pavyzdžiais. Todel požymiu išskyrimas dažnai yra pirmasis žingsnis, kuriuo pradedama duomenu analize ir nuo kurio priklauso galutinio rezultato sekme. Šio disertacinio darbo tyrimo objektas yra požymiu išskyrimo algoritmai, besiremiantys priklausomumo savoka. Darbe nagrinejamas priklausomumas, nusakytas kovariacinio operatoriaus Hilberto-Šmidto normos (HSIC mato) branduoliniu ivertiniu. Pasiulyti šiuo ivertiniu besiremiantys HBFE ir HSCA algoritmai leidžia dirbti su bet kokios strukturos duomenimis, bei yra formuluojami tikriniu vektoriu terminais (tai leidžia optimizavimui naudoti standartinius paketus), bei taikytini ne tik prižiurimo, bet ir dalinai prižiurimo mokymo imtims. Pastaruoju atveju HBFE ir HSCA modifikacijos remiasi Laplaso reguliarizacija. Eksperimentais su klasifikavimo bei daugiažymio klasifikavimo duomenimis parodyta, jog pasiulyti algoritmai leidžia pagerinti klasifikavimo efektyvuma lyginant su PCA ar LDA.

Daugelis praktiškai reikšmingu sistemu mokymo uždaviniu reikalauja gebeti panaudoti didelio matavimo, strukturizuotus, netiesinius duomenis. Vaizdu, teksto, socialiniu bei verslo ryšiu analize, ivairus bioinformatikos uždaviniai galetu buti tokiu uždaviniu pavyzdžiais. Todel požymiu išskyrimas dažnai yra pirmasis žingsnis, kuriuo pradedama duomenu analize ir nuo kurio priklauso galutinio rezultato sekme. Šio disertacinio darbo tyrimo objektas yra požymiu išskyrimo algoritmai, besiremiantys priklausomumo savoka. Darbe nagrinejamas priklausomumas, nusakytas kovariacinio operatoriaus Hilberto-Šmidto normos (HSIC mato) branduoliniu ivertiniu. Pasiulyti šiuo ivertiniu besiremiantys HBFE ir HSCA algoritmai leidžia dirbti su bet kokios strukturos duomenimis, bei yra formuluojami tikriniu vektoriu terminais (tai leidžia optimizavimui naudoti standartinius paketus), bei taikytini ne tik prižiurimo, bet ir dalinai prižiurimo mokymo imtims. Pastaruoju atveju HBFE ir HSCA modifikacijos remiasi Laplaso reguliarizacija. Eksperimentais su klasifikavimo bei daugiažymio klasifikavimo duomenimis parodyta, jog pasiulyti algoritmai leidžia pagerinti klasifikavimo efektyvuma lyginant su PCA ar LDA. / In many important real world applications the initial representation of the data is inconvenient, or even prohibitive for further analysis. For example, in image analysis, text analysis and computational genetics high-dimensional, massive, structural, incomplete, and noisy data sets are common. Therefore, feature extraction, or revelation of informative features from the raw data is one of fundamental machine learning problems. Efficient feature extraction helps to understand data and the process that generates it, reduce costs for future measurements and data analysis. The representation of the structured data as a compact set of informative numeric features allows applying well studied machine learning techniques instead of developing new ones.. The dissertation focuses on supervised and semi-supervised feature extraction methods, which optimize the dependence structure of features. The dependence is measured using the kernel estimator of Hilbert-Schmidt norm of covariance operator (HSIC measure). Two dependence structures are investigated: in the first case we seek features which maximize the dependence on the dependent variable, and in the second one, we additionally minimize the mutual dependence of features. Linear and kernel formulations of HBFE and HSCA are provided. Using Laplacian regularization framework we construct semi-supervised variants of HBFE and HSCA. Suggested algorithms were investigated experimentally using conventional and multilabel classification data... [to full text]

Companies are faced with challenges constraining the achievement of set budgets, goals, profit and cost of product, to name a few, on a daily basis. These challenges influence value creation and sustainable value creation. Value-based management is an integrated management tool which may assist in achieving sustainable value creation within a company. Achieving sustainable value creation will result in benefits for both the shareholders and the various stakeholders. In 2008 and 2009 Eskom, South Africa’s sole electricity provider announced a major shortage of electricity and consequently major price increases. Since electricity consumption is a crucial part of the production process, this announcement had a devastating effect on mining companies. The primary objective of the current study is to investigate whether a local mining company is focusing on applicable endeavours to overcome the electricity constraint and price hikes in order to sustain value creation. This was done by studying the company’s financial & management reports, public announcements and media coverage, in conjunction with a quantitative study, collecting primary data by using standardised questionnaires distributed among the mining company’s employees. The results from this study indicate that the selected company is focusing on relevant projects to overcome the electricity constraints. Further, the conclusion made from the results of the questionnaires shows that the higher staff levels are more informed and aware of value-based management. It also points out that the lower levels and employees from the production and mining departments are less informed and aware of value-based management. / Thesis (MBA)--North-West University, Potchefstroom Campus, 2012