Multifractal detrending moving average cross-correlation analysis

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can be used to quantify such cross-correlations, such as the MF-DCCA based on detrended fluctuation analysis (MF-X-DFA) method. We develop in this work a class of MF-DCCA algorithms based on the detrending moving average analysis, called MF-X-DMA. The performances of the MF-X-DMA algorithms are compared with the MF-X-DFA method by extensive numerical experiments on pairs of time series generated from bivariate fractional Brownian motions, two-component autoregressive fractionally integrated moving average processes and binomial measures, which have theoretical expressions of the multifractal nature. In all cases, the scaling exponents $h_{xy}$ extracted from the MF-X-DMA and MF-X-DFA algorithms are very close to the theoretical values. For bivariate fractional Brownian motions, the scaling exponent of the cross-correlation is independent of the cross-correlation coefficient between two time series and the MF-X-DFA and centered MF-X-DMA algorithms have comparative performance, which outperform the forward and backward MF-X-DMA algorithms. We apply these algorithms to the return time series of two stock market indexes and to their volatilities. For the returns, the centered MF-X-DMA algorithm gives the best estimates of $h_{xy}(q)$ since its $h_{xy}(2)$ is closest to 0.5 as expected, and the MF-X-DFA algorithm has the second best performance. For the volatilities, the forward and backward MF-X-DMA algorithms give similar results, while the centered MF-X-DMA and the MF-X-DFA algorithms fails to extract rational multifractal nature.Comment: 15 pages, 4 figures, 2 matlab codes for MF-X-DMA and MF-X-DF

Revisiting Digital Straight Segment Recognition

This paper presents new results about digital straight segments, their recognition and related properties. They come from the study of the arithmetically based recognition algorithm proposed by I. Debled-Rennesson and J.-P. Reveill\`es in 1995 [Debled95]. We indeed exhibit the relations describing the possible changes in the parameters of the digital straight segment under investigation. This description is achieved by considering new parameters on digital segments: instead of their arithmetic description, we examine the parameters related to their combinatoric description. As a result we have a better understanding of their evolution during recognition and analytical formulas to compute them. We also show how this evolution can be projected onto the Stern-Brocot tree. These new relations have interesting consequences on the geometry of digital curves. We show how they can for instance be used to bound the slope difference between consecutive maximal segments

Unsupervised Polygonal Reconstruction of Noisy Contours by a Discrete Irregular Approach

International audienceIn this paper, we present an original algorithm to build a polygonal reconstruction of noisy digital contours. For this purpose, we first improve an algorithm devoted to the vectorization of discrete irregular isothetic objects. Afterwards we propose to use it to define a reconstruction process of noisy digital contours. More precisely, we use a local noise detector, introduced by Kerautret and Lachaud in IWCIA 2009, that builds a multi-scale representation of the digital contour, which is composed of pixels of various size depending of the local amount of noise. Finally, we compare our approach with previous works, by con- sidering the Hausdorff distance and the error on tangent orientations of the computed line segments to the original perfect contour. Thanks to both synthetic and real noisy objects, we show that our approach has interesting performance, and could be applied in document analysis systems

Average Curve of n Digital Curves

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Blue-noise sampling for human retinal cone spatial distribution modeling

This paper proposes a novel method for modeling retinal cone distribution in humans. It is based on Blue-noise sampling algorithms being strongly related with the mosaic sampling performed by cone photoreceptors in the human retina. Here we present the method together with a series of examples of various real retinal patches. The same samples have also been created with alternative algorithms and compared with plots of the center of the inner segments of cone photoreceptors from imaged retinas. Results are evaluated with different distance measure used in the field, like nearest-neighbor analysis and pair correlation function. The proposed method can effectively describe features of a human retinal cone distribution by allowing to create samples similar to the available data. For this reason, we believe that the proposed algorithm may be a promising solution when modeling local patches of retina

Analysis of Sample Correlations for Monte Carlo Rendering

Modern physically based rendering techniques critically depend on approximating integrals of high dimensional functions representing radiant light energy. Monte Carlo based integrators are the choice for complex scenes and effects. These integrators work by sampling the integrand at sample point locations. The distribution of these sample points determines convergence rates and noise in the final renderings. The characteristics of such distributions can be uniquely represented in terms of correlations of sampling point locations. Hence, it is essential to study these correlations to understand and adapt sample distributions for low error in integral approximation. In this work, we aim at providing a comprehensive and accessible overview of the techniques developed over the last decades to analyze such correlations, relate them to error in integrators, and understand when and how to use existing sampling algorithms for effective rendering workflows.publishe

Voronoi-based geometry estimator for 3D digital surfaces

14 pagesWe propose a robust estimator of geometric quantities such as normals, curvature directions and sharp features for 3D digital surfaces. This estimator only depends on the digitisation gridstep and is defined using a digital version of the Voronoi Covariance Measure, which exploits the robust geometric information contained in the Voronoi cells. It has been proved that the Voronoi Covariance Measure is resilient to Hausdorff noise. Our main theorem explicits the conditions under which this estimator is multigrid convergent for digital data. Moreover, we determine what are the parameters which maximise the convergence speed of this estimator, when the normal vector is sought. Numerical experiments show that the digital VCM estimator reliably estimates normals, curvature directions and sharp features of 3D noisy digital shapes