On partitioning multivariate self-affine time series

Given a multivariate time series, possibly of high dimension, with unknown and time-varying joint distribution, it is of interest to be able to completely partition the time series into disjoint, contiguous subseries, each of which has different distributional or pattern attributes from the preceding and succeeding subseries. An additional feature of many time series is that they display self-affinity, so that subseries at one time scale are similar to subseries at another after application of an affine transformation. Such qualities are observed in time series from many disciplines, including biology, medicine, economics, finance, and computer science. This paper defines the relevant multiobjective combinatorial optimization problem with limited assumptions as a biobjective one, and a specialized evolutionary algorithm is presented which finds optimal self-affine time series partitionings with a minimum of choice parameters. The algorithm not only finds partitionings for all possible numbers of partitions given data constraints, but also for self-affinities between these partitionings and some fine-grained partitioning. The resulting set of Pareto-efficient solution sets provides a rich representation of the self-affine properties of a multivariate time series at different locations and time scales

On partitioning multivariate self-affine time series

Given a multivariate time series, possibly of high dimension, with unknown and time-varying joint distribution, it is of interest to be able to completely partition the time series into disjoint, contiguous subseries, each of which has different distributional or pattern attributes from the preceding and succeeding subseries. An additional feature of many time series is that they display self-affinity, so that subseries at one time scale are similar to subseries at another after application of an affine transformation. Such qualities are observed in time series from many disciplines, including biology, medicine, economics, finance, and computer science. This paper defines the relevant multiobjective combinatorial optimization problem with limited assumptions as a biobjective one, and a specialized evolutionary algorithm is presented which finds optimal self-affine time series partitionings with a minimum of choice parameters. The algorithm not only finds partitionings for all possible numbers of partitions given data constraints, but also for self-affinities between these partitionings and some fine-grained partitioning. The resulting set of Pareto-efficient solution sets provides a rich representation of the self-affine properties of a multivariate time series at different locations and time scales

Hypothesis Testing For Network Data in Functional Neuroimaging

In recent years, it has become common practice in neuroscience to use networks to summarize relational information in a set of measurements, typically assumed to be reflective of either functional or structural relationships between regions of interest in the brain. One of the most basic tasks of interest in the analysis of such data is the testing of hypotheses, in answer to questions such as "Is there a difference between the networks of these two groups of subjects?" In the classical setting, where the unit of interest is a scalar or a vector, such questions are answered through the use of familiar two-sample testing strategies. Networks, however, are not Euclidean objects, and hence classical methods do not directly apply. We address this challenge by drawing on concepts and techniques from geometry, and high-dimensional statistical inference. Our work is based on a precise geometric characterization of the space of graph Laplacian matrices and a nonparametric notion of averaging due to Fr\'echet. We motivate and illustrate our resulting methodologies for testing in the context of networks derived from functional neuroimaging data on human subjects from the 1000 Functional Connectomes Project. In particular, we show that this global test is more statistical powerful, than a mass-univariate approach. In addition, we have also provided a method for visualizing the individual contribution of each edge to the overall test statistic.Comment: 34 pages. 5 figure

Measuring Visual Consistency in 3D Rendering Systems

One of the major challenges facing a present day game development company is the removal of bugs from such complex virtual environments. This work presents an approach for measuring the correctness of synthetic scenes generated by a rendering system of a 3D application, such as a computer game. Our approach builds a database of labelled point clouds representing the spatiotemporal colour distribution for the objects present in a sequence of bug-free frames. This is done by converting the position that the pixels take over time into the 3D equivalent points with associated colours. Once the space of labelled points is built, each new image produced from the same game by any rendering system can be analysed by measuring its visual inconsistency in terms of distance from the database. Objects within the scene can be relocated (manually or by the application engine); yet the algorithm is able to perform the image analysis in terms of the 3D structure and colour distribution of samples on the surface of the object. We applied our framework to the publicly available game RacingGame developed for Microsoft(R) Xna(R). Preliminary results show how this approach can be used to detect a variety of visual artifacts generated by the rendering system in a professional quality game engine

How affine arithmetic helps beat uncertainties in electrical systems

The ever-increasing impact of uncertainties in electronic circuits and systems is requiring the development of robust design tools capable of taking this inherent variability into account. Due to the computational inefficiency of repeated design trials, there has been a growing demand for smart simulation tools that can inherently and effectively capture the results of parameter variations on the system responses. To improve product performance, improve yield and reduce design cost, it is particularly relevant for the designer to be able to estimate worst-case responses. Within this framework, the article addresses the worst-case simulation of lumped and distributed electrical circuits. The application of interval-based methods, like interval analysis, Taylor models and affine arithmetic, is discussed and compared. The article reviews in particular the application of the affine arithmetic to complex algebra and fundamental matrix operations for the numerical frequency-domain simulation. A comprehensive and unambiguous discussion appears in fact to be missing in the available literature. The affine arithmetic turns out to be accurate and more efficient than traditional solutions based on Monte Carlo analysis. A selection of relevant examples, ranging from linear lumped circuits to distributed transmission-line structures, is used to illustrate this technique