Search results for "Gamma distribution"
showing 10 items of 29 documents
Unsupervised low-key image segmentation using curve evolution approach
2013
Low-key images widely exist in imaging-based systems such as space telescopes, medical imaging equipment, machine vision systems. Unsupervised low-key image segmentation is an important process for image analysis or digital measurement in these applications. In this paper, a novel active contour model with the probability density function (PDF) of gamma distribution for image segmentation is proposed. The flexible gamma distribution is used to describe both of the heterogeneous foreground and dark background in a low-key image. Besides, an unsupervised curve initialization method is also designed in this paper, which helps to accelerate the convergence speed of curve evolution. The effectiv…
Unit Interval Time and Magnitude Monitoring Using Beta and Unit Gamma Distributions
2022
Quick detection of an assignable cause is necessary for process accuracy with respect to the specifications. The aim of this study is to monitor the time and magnitude processes based on unit-interval data. To this end, maximum exponentially weighted moving average (Max-EWMA) control chart for simultaneous monitoring time and magnitude of an event is proposed. To be precise, beta and unit gamma distributions are considered to develop the Max-EWMA chart. The chart’s performance is accessed using average run length (ARL), the standard deviation of run length (SDRL), and different quantiles of the run length distribution through extensive Monte Carlo simulations. Besides a comprehensive simula…
Experimental analysis of bubble size distributions in 2D gas fluidized beds
2010
Abstract The present work focuses on the development of a novel statistical approach for the analysis of the behavior of a 2D fluidized bed operating under bubbling and slugging conditions. Experimental data were collected by means of a purposely built lab-scale 2D fluidized bed and an original digital image analysis technique (DIAT), allowing the acquisition of a number of data sufficient to perform a statistical analysis of bubble dynamics. In particular, measurements of bubble size distributions (BSD) along the bed were performed. The analysis allowed to characterize the shape of BSD for different particle systems and fluidization gas velocities; interestingly a bimodal shape of BSD is o…
A Mixture Multiplicative Error Model for Realized Volatility
2006
A multiplicative error model with time-varying parameters and an error term following a mixture of gamma distributions is introduced. The model is fitted to the daily realized volatility series of deutschemark/dollar and yen/dollar returns and is shown to capture the conditional distribution of these variables better than the commonly used autoregressive fractionally integrated moving average model. The forecasting performance of the new model is found to be, in general, superior to that of the set of volatility models recently considered by Andersen et al. (2003, Econometrica 71, 579--625) for the same data. Copyright 2006, Oxford University Press.
Revisiting the Duration Dependence in the US Stock Market Cycles
2022
There is a big controversy among both investment professionals and academics regarding how the termination probability of a market state depends on its age. Using more than two centuries of data on the broad US stock market index, we revisit the duration dependence in bull and bear markets. Our results suggest that the duration dependence for both bull and bear markets is a nonlinear function of the state age. It appears that the duration dependence in bear markets is strictly positive. For 93% of the bull markets, the duration dependence is also positive. Only about 7% of the bull markets, those with the longest durations, do not exhibit positive duration dependence. We also compare a few …
On the world distribution of income
2015
In this paper we demonstrate that the size distribution of the world income may be reasonably approximated by a log-normal distribution rather then by a power law, as has previously been believed. This result has been shown to be quite persistent as we move from 1985 to 2011.
KFAS : Exponential Family State Space Models in R
2017
State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential family, namely Gaussian, Poisson, binomial, negative binomial and gamma distributions. After introducing the basic theory behind Gaussian and non-Gaussian state space models, an illustrative example of Poisson time series forecasting is provided. Finally, a comparison to alternative R packages suitable for non-Gaussian time series modelling is presented.
Reduced reference 3D mesh quality assessment based on statistical models
2015
International audience; During their geometry processing and transmission 3D meshes are subject to various visual processing operations like compression, watermarking, remeshing, noise addition and so forth. In this context it is indispensable to evaluate the quality of the distorted mesh, we talk here about the mesh visual quality (MVQ) assessment. Several works have tried to evaluate the MVQ using simple geometric measures, However this metrics do not correlate well with the subjective score since they fail to reflect the perceived quality. In this paper we propose a new objective metric to evaluate the visual quality between a mesh with a perfect quality called reference mesh and its dis…
No-Reference 3D Mesh Quality Assessment Based on Dihedral Angles Model and Support Vector Regression
2016
International audience; 3D meshes are subject to various visual distortions during their transmission and geometrical processing. Several works have tried to evaluate the visual quality using either full reference or reduced reference approaches. However, these approaches require the presence of the reference mesh which is not available in such practical situations. In this paper, the main contribution lies in the design of a computational method to automatically predict the perceived mesh quality without reference and without knowing beforehand the distortion type. Following the no-reference (NR) quality assessment principle, the proposed method focuses only on the distorted mesh. Specific…
Modeling the probability distribution of peak discharge for infiltrating hillslopes
2017
Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecede…