Representing complex data using localized principal components with application to astronomical data

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general, ``complex''. In these cases, simple principal component analysis (PCA) as a tool for dimension reduction can fail badly. Of the many alternative approaches proposed so far, local approximations of PCA are among the most promising. This paper will give a short review of localized versions of PCA, focusing on local principal curves and local partitioning algorithms. Furthermore we discuss projections other than the local principal components. When performing local dimension reduction for regression or classification problems it is important to focus not only on the manifold structure of the covariates, but also on the response variable(s). Local principal components only achieve the former, whereas localized regression approaches concentrate on the latter. Local projection directions derived from the partial least squares (PLS) algorithm offer an interesting trade-off between these two objectives. We apply these methods to several real data sets. In particular, we consider simulated astrophysical data from the future Galactic survey mission Gaia.Comment: 25 pages. In "Principal Manifolds for Data Visualization and Dimension Reduction", A. Gorban, B. Kegl, D. Wunsch, and A. Zinovyev (eds), Lecture Notes in Computational Science and Engineering, Springer, 2007, pp. 180--204, http://www.springer.com/dal/home/generic/search/results?SGWID=1-40109-22-173750210-

Extracting 3D parametric curves from 2D images of Helical objects

Helical objects occur in medicine, biology, cosmetics, nanotechnology, and engineering. Extracting a 3D parametric curve from a 2D image of a helical object has many practical applications, in particular being able to extract metrics such as tortuosity, frequency, and pitch. We present a method that is able to straighten the image object and derive a robust 3D helical curve from peaks in the object boundary. The algorithm has a small number of stable parameters that require little tuning, and the curve is validated against both synthetic and real-world data. The results show that the extracted 3D curve comes within close Hausdorff distance to the ground truth, and has near identical tortuosity for helical objects with a circular profile. Parameter insensitivity and robustness against high levels of image noise are demonstrated thoroughly and quantitatively

Intraday forecasts of a volatility index: Functional time series methods with dynamic updating

As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and academics. We consider discrete reported intraday VIX tick values as realisations of a collection of curves observed sequentially on equally spaced and dense grids over time and utilise functional data analysis techniques to produce one-day-ahead forecasts of these curves. The proposed method facilitates the investigation of dynamic changes in the index over very short time intervals as showcased using the 15-second high-frequency VIX index values. With the help of dynamic updating techniques, our point and interval forecasts are shown to enjoy improved accuracy over conventional time series models.Comment: 29 pages, 5 figures, To appear at the Annals of Operations Researc

Rate-Distortion Classification for Self-Tuning IoT Networks

Many future wireless sensor networks and the Internet of Things are expected to follow a software defined paradigm, where protocol parameters and behaviors will be dynamically tuned as a function of the signal statistics. New protocols will be then injected as a software as certain events occur. For instance, new data compressors could be (re)programmed on-the-fly as the monitored signal type or its statistical properties change. We consider a lossy compression scenario, where the application tolerates some distortion of the gathered signal in return for improved energy efficiency. To reap the full benefits of this paradigm, we discuss an automatic sensor profiling approach where the signal class, and in particular the corresponding rate-distortion curve, is automatically assessed using machine learning tools (namely, support vector machines and neural networks). We show that this curve can be reliably estimated on-the-fly through the computation of a small number (from ten to twenty) of statistical features on time windows of a few hundreds samples