基于统计特性与边缘特性融合的阴影检测方法

针对视频监视系统中的阴影检测问题,提出了一种基于灰度比值统计与边缘特征分析相融合的阴影检测方法.根据阴影的面积和灰度特征,采用灰度统计和正态分布曲线拟合的方法估计出阴影灰度的分布区域,实现对阴影的初分割.利用熵判据对初分割的结果进行判断,对于过分割的情况,依据目标与阴影间的位置关系,利用阴影的边缘特性进行目标重构.不同光照环境下的视频监控图像测试结果表明,该方法可以用于灰度图像和彩色图像,能够有效检测出阴影区域并保持目标的完整性.     

Necessary-Sufficient Conditions for Permanence and Extinction in Lotka-Volterra System with Discrete Delays

In this article, we give the necessary and sufficient conditions for permanence and extinction of a two-species Lotka-Volterra system with different discrete delays. We improve some previous results. Moreover, we show the permanence and extinction for this system is equivalent to that of its corresponding nondelayed system.     

Comparisons of outlier detection procedures in weibull or extreme-value distribution

We carried out an empirical performance study of outlier detection procedures for Weibull or extreme-value distributions using a mixture model in which a known number of randomly chosen observations are contaminated. Procedures studied were: L(L') based on leaps (differences of adjacent observations divided by expectation), V, Q and W (Mann, 1982), R₁(R'₁), R₂(R'₂), R₃(R'₃) (Dixon, 1950) and G(G') (Grubbs, 1950). Percentage points for statistics L(L'), R₁(R₁), R₂(R'₂), R₃(R'₃) and G(G') were computed empirically for the extreme-value distribution and are tabulated. The procedures L(L') (or equivalently in power V) performed best, with few exceptions, for the contaminated model tested. The Grubb statistic G' performed well in testing for lower outliers. Mann's W , which was best for the labeled slippage was substantially poorer than the others for the mixture model. Dixon's R₁ (R₁) is recommended as a generally useful test for sample sizes in the range investigated (n=5,20)     

Some Solvable Stochastic Control Problems With Delay

We consider optimal harvesting of systems described by stochastic differential equations with delay. We focus on those situations where the value function of the harvesting problem depends on the initial path of the process in a simple way, namely through its value at 0 and through some weighted averages

A verification theorem of variational inequality type is proved. This is applied to solve explicitly some classes of optimal harvesting delay problems     

Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift

It is shown that for independent and identically distributed random vectors, for which the components are independent and exponentially distributed with a common shift, we can construct unbiased estimators of their density, derived from the Uniform Minimum Variance Unbiased Estimator (UMVUE) of their distribution function. As direct applications of the UMVUEs of the density functions we present a Chi-square goodness of fit test of the model, and give two tables of the UMVUEs of some commonly used functions of the unknown parameters of the multivariate exponential model considered in this paper.     

Inference for Spatial Autoregressive Models with Infinite Variance Noises

A self-weighted quantile procedure is proposed to study the inference for a spatial unilateral autoregressive model with independent and identically distributed innovations belonging to the domain of attraction of a stable law with index of stability α, α ∈ (0, 2]. It is shown that when the model is stationary, the self-weighted quantile estimate of the parameter has a closed form and converges to a normal limiting distribution, which avoids the difficulty of Roknossadati and Zarepour (2010) in deriving their limiting distribution for an M-estimate. On the contrary, we show that when the model is not stationary, the proposed estimates have the same limiting distributions as those of Roknossadati and Zarepour. Furthermore, a Wald test statistic is proposed to consider the test for a linear restriction on the parameter, and it is shown that under a local alternative, the Wald statistic has a non-central chisquared distribution. Simulations and a real data example are also reported to assess the performance of the proposed method.     

Fundamental equations for statistical submanifolds with applications to the Bartlett correction

Many applications of Amari's dual geometries involve one or more submanifolds imbedded in a supermanifold. In the differential geometry literature, there is a set of equations that describe relationships between invariant quantities on the submanifold and supermanifold when the Riemannian connection is used. We extend these equations to statistical manifolds, manifolds on which a pair of dual connections is defined. The invariant quantities found in these equations include the mean curvature and the statistical curvature which are used in statistical calculations involving such topics as information loss and efficiency. As an application of one of these equations, the Bartlett correction is interpreted in terms of curvatures and other invariant quantities.     

多目标锥—广义凸规划有效解的充要条件

本文提出了ｎ维欧氏空间上的锥－凸、锥－伪凸、锥－拟凸向量值函数的概念，讨论了它们之间的关系，并在此基础上，对多目标数学规划问题关于凸锥∧有效解，撇开约束品性，讨论了它的充分必要条件。     

舰船运动预报模型算法及软件

本文根据仿真模型的现代建模理论与方法 ,采用 AR(p )模型参数法 ,用模型参数的递推算法 ,对舰船运动状态的四个指标进行估计、预报和修正 ,并给出程序流程图和部分结果     

Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic

The distribution of Kolmogorov-Smirnov statistic can be globally approximated by a general beta distribution. The approximation is very simple and accurate. It can be easily implemented in any statistical software. Therefore, we can use a beta distribution to find the practical p-value of a goodness-of-fit test, which is much simpler than existing methods in the literature.