파형요소 도메인에서의 변조 스펙트럼 기반 음성합성 후처리

학위논문 (석사)-- 서울대학교 대학원 공과대학 전기·정보공학부, 2017. 8. 김남수.This thesis presents a wavelet-domain measure used in postfiltering applications. Quality of HMM-based (hidden Markov model-based) parametric speech synthesis is degraded due to the over-smoothing effect, where the trajectory of generated speech parameters is smoothed out and lacks dynamics. The conventional method uses the modulation spectrum (MS) to quantify the effect of over-smoothing by measuring the spectral tilt in the MS. In order to enhance the performance, a modified version of the MS called the scaled modulation spectrum (SMS), which essentially separates the MS in different bands, is proposed and utilized in postfiltering. The performance of two types of wavelets, the discrete wavelet transform (DWT) and the dual-tree complex wavelet transform (DTCWT), are evaluated. We also extend the SMS into a hidden Markov tree (HMT) model, which represents the interdependencies of the coefficients. Experimental results show that the proposed method performs better.1 Introduction 1 2 Modulation Spectrum-based Post filtering 5 2.1 Modulation Spectrum 5 2.2 Conventional Post filtering 5 3 Discrete Wavelet-based Post filtering 9 3.1 Discrete Wavelet Transform 9 3.2 Post filtering in the Wavelet Domain 10 4 Post filtering Using Dual-tree Complex Wavelet Transforms 13 4.1 Dual-tree Complex Wavelet Transform 13 4.2 Post filtering Using the DTCWT 14 5 Post filtering Using Hidden Markov Tree Models 17 5.1 Statistical Signal Processing Using Hidden Markov Trees 17 5.2 Modeling SMS with HMT 18 6 Experimental Results 23 6.1 Experimental Setup 23 6.2 Results 24 7 Conclusion and Future Work 33 7.1 Conclusion 33 7.2 Future Work 34 Bibliography 35Maste

Uncovering elements of style

This paper relates the style of 16th century Flemish paintings by Goossen van der Weyden (GvdW) to the style of preliminary sketches or underpaintings made prior to executing the painting. Van der Weyden made underpaintings in markedly different styles for reasons as yet not understood by art historians. The analysis presented here starts from a classification of the underpaintings into four distinct styles by experts in art history. Analysis of the painted surfaces by a combination of wavelet analysis, hidden Markov trees and boosting algorithms can distinguish the four underpainting styles with greater than 90% cross-validation accuracy. On a subsequent blind test this classifier provided insight into the hypothesis by art historians that different patches of the finished painting were executed by different hands

Painting Analysis Using Wavelets and Probabilistic Topic Models

In this paper, computer-based techniques for stylistic analysis of paintings are applied to the five panels of the 14th century Peruzzi Altarpiece by Giotto di Bondone. Features are extracted by combining a dual-tree complex wavelet transform with a hidden Markov tree (HMT) model. Hierarchical clustering is used to identify stylistic keywords in image patches, and keyword frequencies are calculated for sub-images that each contains many patches. A generative hierarchical Bayesian model learns stylistic patterns of keywords; these patterns are then used to characterize the styles of the sub-images; this in turn, permits to discriminate between paintings. Results suggest that such unsupervised probabilistic topic models can be useful to distill characteristic elements of style.Comment: 5 pages, 4 figures, ICIP 201

Multiscale Discriminant Saliency for Visual Attention

The bottom-up saliency, an early stage of humans' visual attention, can be considered as a binary classification problem between center and surround classes. Discriminant power of features for the classification is measured as mutual information between features and two classes distribution. The estimated discrepancy of two feature classes very much depends on considered scale levels; then, multi-scale structure and discriminant power are integrated by employing discrete wavelet features and Hidden markov tree (HMT). With wavelet coefficients and Hidden Markov Tree parameters, quad-tree like label structures are constructed and utilized in maximum a posterior probability (MAP) of hidden class variables at corresponding dyadic sub-squares. Then, saliency value for each dyadic square at each scale level is computed with discriminant power principle and the MAP. Finally, across multiple scales is integrated the final saliency map by an information maximization rule. Both standard quantitative tools such as NSS, LCC, AUC and qualitative assessments are used for evaluating the proposed multiscale discriminant saliency method (MDIS) against the well-know information-based saliency method AIM on its Bruce Database wity eye-tracking data. Simulation results are presented and analyzed to verify the validity of MDIS as well as point out its disadvantages for further research direction.Comment: 16 pages, ICCSA 2013 - BIOCA sessio

Information flow between volatilities across time scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scales.Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets; stock markets; multiresolution analysis; scaling

Wavelets and Imaging Informatics: A Review of the Literature

AbstractModern medicine is a field that has been revolutionized by the emergence of computer and imaging technology. It is increasingly difficult, however, to manage the ever-growing enormous amount of medical imaging information available in digital formats. Numerous techniques have been developed to make the imaging information more easily accessible and to perform analysis automatically. Among these techniques, wavelet transforms have proven prominently useful not only for biomedical imaging but also for signal and image processing in general. Wavelet transforms decompose a signal into frequency bands, the width of which are determined by a dyadic scheme. This particular way of dividing frequency bands matches the statistical properties of most images very well. During the past decade, there has been active research in applying wavelets to various aspects of imaging informatics, including compression, enhancements, analysis, classification, and retrieval. This review represents a survey of the most significant practical and theoretical advances in the field of wavelet-based imaging informatics

Asymmetry of Information Flow Between Volatilities Across Time Scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scalesDiscrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling