Meta contrastive label correction for financial time series

Financial applications such as stock price forecasting, usually face an issue that under the predefined labeling rules, it is hard to accurately predict the directions of stock movement. This is because traditional ways of labeling, taking Triple Barrier Method, for example, usually gives us inaccurate or even corrupted labels. To address this issue, we focus on two main goals. One is that our proposed method can automatically generate correct labels for noisy time series patterns, while at the same time, the method is capable of boosting classification performance on this new labeled dataset. Based on the aforementioned goals, our approach has the following three novelties: First, we fuse a new contrastive learning algorithm into the meta-learning framework to estimate correct labels iteratively when updating the classification model inside. Moreover, we utilize images generated from time series data through Gramian angular field and representative learning. Most important of all, we adopt multi-task learning to forecast temporal-variant labels. In the experiments, we work on 6% clean data and the rest unlabeled data. It is shown that our method is competitive and outperforms a lot compared with benchmarks

Change detection in optical aerial images by a multilayer conditional mixed Markov model

In this paper we propose a probabilistic model for detecting relevant changes in registered aerial image pairs taken with the time differences of several years and in different seasonal conditions. The introduced approach, called the Conditional Mixed Markov model (CXM), is a combination of a mixed Markov model and a conditionally independent random field of signals. The model integrates global intensity statistics with local correlation and contrast features. A global energy optimization process ensures simultaneously optimal local feature selection and smooth, observation-consistent segmentation. Validation is given on real aerial image sets provided by the Hungarian Institute of Geodesy, Cartography and Remote Sensing and Google Earth

Simultaneous motion detection and background reconstruction with a conditional mixed-state markov random field

In this work we present a new way of simultaneously solving the problems of motion detection and background image reconstruction. An accurate estimation of the background is only possible if we locate the moving objects. Meanwhile, a correct motion detection is achieved if we have a good available background model. The key of our joint approach is to define a single random process that can take two types of values, instead of defining two different processes, one symbolic (motion detection) and one numeric (background intensity estimation). It thus allows to exploit the (spatio-temporal) interaction between a decision (motion detection) and an estimation (intensity reconstruction) problem. Consequently, the meaning of solving both tasks jointly, is to obtain a single optimal estimate of such a process. The intrinsic interaction and simultaneity between both problems is shown to be better modeled within the so-called mixed-state statistical framework, which is extended here to account for symbolic states and conditional random fields. Experiments on real sequences and comparisons with existing motion detection methods support our proposal. Further implications for video sequence inpainting will be also discussed. © 2011 Springer Science+Business Media, LLC.postprin

Unsupervised SAR Image Segmentation Based on a Hierarchical TMF Model in the Discrete Wavelet Domain for Sea Area Detection

Unsupervised synthetic aperture radar (SAR) image segmentation is a fundamental preliminary processing step required for sea area detection in military applications. The purpose of this step is to classify large image areas into different segments to assist with identification of the sea area and the ship target within the image. The recently proposed triplet Markov field (TMF) model has been successfully used for segmentation of nonstationary SAR images. This letter presents a hierarchical TMF model in the discrete wavelet domain of unsupervised SAR image segmentation for sea area detection, which we have named the wavelet hierarchical TMF (WHTMF) model. The WHTMF model can precisely capture the global and local image characteristics in the two-pass computation of posterior distribution. The multiscale likelihood and the multiscale energy function are constructed to capture the intrascale and intrascale dependencies in a random field (X,U). To model the SAR data related to radar backscattering sources, the Gaussian distribution is utilized. The effectiveness of the proposed model for SAR image segmentation is evaluated using synthesized and real SAR data

Semi-Huber Half Quadratic Function and Comparative Study of Some MRFs for Bayesian Image Restoration

The present work introduces an alternative method to deal with digital image restoration into a Bayesian framework, particularly, the use of a new half-quadratic function is proposed which performance is satisfactory compared with respect to some other functions in existing literature. The bayesian methodology is based on the prior knowledge of some information that allows an efficient modelling of the image acquisition process. The edge preservation of objects into the image while smoothing noise is necessary in an adequate model. Thus, we use a convexity criteria given by a semi-Huber function to obtain adequate weighting of the cost functions (half-quadratic) to be minimized. The principal objective when using Bayesian methods based on the Markov Random Fields (MRF) in the context of image processing is to eliminate those effects caused by the excessive smoothness on the reconstruction process of image which are rich in contours or edges. A comparison between the new introduced scheme and other three existing schemes, for the cases of noise filtering and image deblurring, is presented. This collection of implemented methods is inspired of course on the use of MRFs such as the semi-Huber, the generalized Gaussian, the Welch, and Tukey potential functions with granularity control. The obtained results showed a satisfactory performance and the effectiveness of the proposed estimator with respect to other three estimators