153 research outputs found

    Statistical and Dynamical Modeling of Riemannian Trajectories with Application to Human Movement Analysis

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    abstract: The data explosion in the past decade is in part due to the widespread use of rich sensors that measure various physical phenomenon -- gyroscopes that measure orientation in phones and fitness devices, the Microsoft Kinect which measures depth information, etc. A typical application requires inferring the underlying physical phenomenon from data, which is done using machine learning. A fundamental assumption in training models is that the data is Euclidean, i.e. the metric is the standard Euclidean distance governed by the L-2 norm. However in many cases this assumption is violated, when the data lies on non Euclidean spaces such as Riemannian manifolds. While the underlying geometry accounts for the non-linearity, accurate analysis of human activity also requires temporal information to be taken into account. Human movement has a natural interpretation as a trajectory on the underlying feature manifold, as it evolves smoothly in time. A commonly occurring theme in many emerging problems is the need to \emph{represent, compare, and manipulate} such trajectories in a manner that respects the geometric constraints. This dissertation is a comprehensive treatise on modeling Riemannian trajectories to understand and exploit their statistical and dynamical properties. Such properties allow us to formulate novel representations for Riemannian trajectories. For example, the physical constraints on human movement are rarely considered, which results in an unnecessarily large space of features, making search, classification and other applications more complicated. Exploiting statistical properties can help us understand the \emph{true} space of such trajectories. In applications such as stroke rehabilitation where there is a need to differentiate between very similar kinds of movement, dynamical properties can be much more effective. In this regard, we propose a generalization to the Lyapunov exponent to Riemannian manifolds and show its effectiveness for human activity analysis. The theory developed in this thesis naturally leads to several benefits in areas such as data mining, compression, dimensionality reduction, classification, and regression.Dissertation/ThesisDoctoral Dissertation Electrical Engineering 201

    Predictability: a way to characterize Complexity

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    Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a characterization of the unpredictability of a system gives a measure of its complexity. Adopting this point of view, we review some developments in the characterization of the predictability of systems showing different kind of complexity: from low-dimensional systems to high-dimensional ones with spatio-temporal chaos and to fully developed turbulence. A special attention is devoted to finite-time and finite-resolution effects on predictability, which can be accounted with suitable generalization of the standard indicators. The problems involved in systems with intrinsic randomness is discussed, with emphasis on the important problems of distinguishing chaos from noise and of modeling the system. The characterization of irregular behavior in systems with discrete phase space is also considered.Comment: 142 Latex pgs. 41 included eps figures, submitted to Physics Reports. Related information at this http://axtnt2.phys.uniroma1.i

    Non-acyclicity of coset lattices and generation of finite groups

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    5th EUROMECH nonlinear dynamics conference, August 7-12, 2005 Eindhoven : book of abstracts

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    5th EUROMECH nonlinear dynamics conference, August 7-12, 2005 Eindhoven : book of abstracts

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    Fourth SIAM Conference on Applications of Dynamical Systems

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    Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes

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    We study the problem of modeling coupled dynamics in transient processes that happen in a network. The problem is considered at two levels. At the node level, the coupling between underlying sub-processes of a node in a network is considered. At the network level, the direct influence among the nodes is considered. After the model is constructed, we develop a network-based approach for change detection in high dimension transient processes. The overall contribution of our work is a more accurate model to describe the underlying transient dynamics either for each individual node or for the whole network and a new statistic for change detection in multi-dimensional time series. Specifically, at the node level, we developed a model to represent the coupled dynamics between the two processes. We provide closed form formulas on the conditions for the existence of periodic trajectory and the stability of solutions. Numerical studies suggest that our model can capture the nonlinear characteristics of empirical data while reducing computation time by about 25% on average, compared to a benchmark modeling approach. In the last two problems, we provide a closed form formula for the bound in the sparse regression formulation, which helps to reduce the effort of trial and error to find an appropriate bound. Compared to other benchmark methods in inferring network structure from time series, our method reduces inference error by up to 5 orders of magnitudes and maintain better sparsity. We also develop a new method to infer dynamic network structure from a single time series. This method is the basis for introducing a new spectral graph statistic for change detection. This statistic can detect changes in simulation scenario with modified area under curve (mAUC) of 0.96. When applying to the problem of detecting seizure from EEG signal, our statistic can capture the physiology of the process while maintaining a detection rate of 40% by itself. Therefore, it can serve as an effective feature to detect change and can be added to the current set of features for detecting seizures from EEG signal

    Essays on the nonlinear and nonstochastic nature of stock market data

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    The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour. Such an approach has favoured the development of numerous linear and nonlinear models mainly of stochastic foundations. Advances in mathematics have shown that nonlinear deterministic processes i.e. "chaos" can produce sequences that appear random to linear statistical techniques. Till recently, investment finance has been a science based on linearity and stochasticity. Hence it is important that studies of Market Efficiency include investigations of chaotic determinism and power laws. As far as chaos is concerned, there are rather mixed or inconclusive research results, prone with controversy. This inconclusiveness is attributed to two things: the nature of stock market time series, which are highly volatile and contaminated with a substantial amount of noise of largely unknown structure, and the lack of appropriate robust statistical testing procedures. In order to overcome such difficulties, within this thesis it is shown empirically and for the first time how one can combine novel techniques from recent chaotic and signal analysis literature, under a univariate time series analysis framework. Three basic methodologies are investigated: Recurrence analysis, Surrogate Data and Wavelet transforms. Recurrence Analysis is used to reveal qualitative and quantitative evidence of nonlinearity and nonstochasticity for a number of stock markets. It is then demonstrated how Surrogate Data, under a statistical hypothesis testing framework, can be simulated to provide similar evidence. Finally, it is shown how wavelet transforms can be applied in order to reveal various salient features of the market data and provide a platform for nonparametric regression and denoising. The results indicate that without the invocation of any parametric model-based assumptions, one can easily deduce that there is more to linearity and stochastic randomness in the data. Moreover, substantial evidence of recurrent patterns and aperiodicities is discovered which can be attributed to chaotic dynamics. These results are therefore very consistent with existing research indicating some types of nonlinear dependence in financial data. Concluding, the value of this thesis lies in its contribution to the overall evidence on Market Efficiency and chaotic determinism in financial markets. The main implication here is that the theory of equilibrium pricing in financial markets may need reconsideration in order to accommodate for the structures revealed

    Nonlinear Stochastic Modeling and Analysis of Cardiovascular System Dynamics - Diagnostic and Prognostic Applications

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    The purpose of this investigation is to develop monitoring, diagnostic and prognostic schemes for cardiovascular diseases by studying the nonlinear stochastic dynamics underlying complex heart system. The employment of a nonlinear stochastic analysis combined with wavelet representations can extract effective cardiovascular features, which will be more sensitive to the pathological dynamics instead of the extraneous noises. While conventional statistical and linear systemic approaches have limitations for capturing signal variations resulting from changes in the cardiovascular system states. The research methodology includes signal representation using optimal wavelet function design, feature extraction using nonlinear recurrence analysis, and local recurrence modeling for state prediction.Industrial Engineering & Managemen
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