654 research outputs found
Calibration of close-range thermal imagery for integration into 3D VR models
The appearance of terrestrial laser scanners (TLS) has provided a new data source of geometric information. Several TLS allow to be equipped by a calibrated camera, whose images may be directly mapped on the DSM as photo-texture. Here a further improvement is proposed, i.e. the integration of thermal imagery into the 3D model in order to acquire knowledge about internal stratigraphy of walls, floors, ceilings and other ancient structures. Obviously, a fundamental pre-requisite to obtain this task is the calibration of thermal sensor and the orientation of each image into the object reference system of the TLS data. Unfortunately, due to the poor radiometric and geometric quality of themal images, their integration into the TLS 3D model is a complex task; moreover, looking for control points which could be measured on both 3D model and thermal image is not trivial. This leads to the failure of methods performing calibration and orientation in a unique task, such as self-calibration approaches. Calibration has to be performed in laboratory. We have performed the calibration of a thermal camera NEC Thermotracer TH 7102 WX by means of a calibration dig and the computation of inner calibration in a bundle block l.s. adjustment. Data processing has been performed by using a low-cost photogrammetric commercial software
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Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
We compute an analytical expression for the moment generating function of the joint random vector consisting of a spot price and its discretely monitored average for a large class of square-root price dynamics. This result, combined with the Fourier transform pricing method proposed by Carr and Madan [Carr, P., Madan D., 1999. Option valuation using the fast Fourier transform. Journal of Computational Finance 2(4), Summer, 61–73] allows us to derive a closed-form formula for the fair value of discretely monitored Asian-style options. Our analysis encompasses the case of commodity price dynamics displaying mean reversion and jointly fitting a quoted futures curve and the seasonal structure of spot price volatility. Four tests are conducted to assess the relative performance of the pricing procedure stemming from our formulae. Empirical results based on natural gas data from NYMEX and corn data from CBOT show a remarkable improvement over the main alternative techniques developed for pricing Asian-style options within the market standard framework of geometric Brownian motion
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Asian options with jumps: A closed form formula
In this article Marena, Roncoroni, and Fusai derive a closed-form formula for the fair value of call and put options written on the arithmetic average of security prices driven by jump diffusion processes displaying (possibly periodical) trend, time varying volatility, and mean reversion. The model allows one for jointly fitting quoted futures curve and the time structure of spot price volatility. These result extends the no-jump case put forward in [Fusai, G., Marena, M., Roncoroni, A. 2008. Analytical Pricing of Discretely Monitored Asian-Style Options: Theory and Application to Commodity Markets. Journal of Banking and Finance 32 (10), 2033-2045]. A few tests based on commodity price data assess the importance of introducing a jump component on the resulting option prices
THE USE OF TERRESTRIAL LASER SCANNING TECHNIQUES TO EVALUATE INDUSTRIAL MASONRY CHIMNEY VERTICALITY
Abstract. This paper presents a strategy to measure verticality deviations (i.e. inclination) of tall chimneys. The method uses laser scanning point clouds acquired around the chimney to estimate vertical deviations with millimeter-level precision. Horizontal slices derived from the point cloud allows us to inspect the geometry of the chimney at different heights. Two methods able to estimate the center at different levels are illustrated and discussed. A first solution is a manual approach that uses traditional CAD software, in which circle fitting is manually carried out through point cloud slices. The second method is instead automatic and provides not only center coordinates, but also statistics to evaluate metric quality. Two case studies are used to explain the procedures for the digital survey and the measurement of vertical deviations: the chimney in the old slaughterhouse of Piacenza (Italy), and the chimney in Leonardo Campus at Politecnico di Milano (Italy).</p
Historic bim: A new repository for structural health monitoring
Recent developments in Building Information Modelling (BIM) technologies are facilitating the management of historic complex structures using new applications. This paper proposes a generative method combining the morphological and typological aspects of the historic buildings (H-BIM), with a set of monitoring information. This combination of 3D digital survey, parametric modelling and monitoring datasets allows for the development of a system for archiving and visualizing structural health monitoring (SHM) data (Fig. 1). The availability of a BIM database allows one to integrate a different kind of data stored in different ways (e.g. reports, tables, graphs, etc.) with a representation directly connected to the 3D model of the structure with appropriate levels of detail (LoD). Data can be interactively accessed by selecting specific objects of the BIM, i.e. connecting the 3D position of the sensors installed with additional digital documentation. Such innovative BIM objects, which form a new BIM family for SHM, can be then reused in other projects, facilitating data archiving and exploitation of data acquired and processed. The application of advanced modeling techniques allows for the reduction of time and costs of the generation process, and support cooperation between different disciplines using a central workspace. However, it also reveals new challenges for parametric software and exchange formats. The case study presented is the medieval bridge Azzone Visconti in Lecco (Italy), in which multi-Temporal vertical movements during load testing were integrated into H-BIM
considerations on the use of digital tools for documenting ancient wall graffiti
Abstract. Ancient graffiti are a valuable and constant historical evidence through the human history, regardless from the geographic area or historical period. They can be found on different kinds of surfaces and in different contexts, such as religious building or civic structures, in public or private environments. Their study and comprehension need to be grounded on good and complete documentation techniques. The application of accurate recording methods is even more important for ancient graffiti, for a series of reasons. First of all, their perception is often less immediate than other historical or artistic evidence, and directly depends on external aspects, such as the lighting conditions, and personal skills. Moreover, their interpretation is often challenging also for expert scholars, so as to require both the most objective reproduction possible and the personal interpretation of the scholar. As a case study, several late medieval graffiti scratched on frescos have been documented with digital methods. Results will be presented and discussed. This paper will mainly focus on graffiti scratched on frescos or plaster, and not on petroglyphs, i.e. marks and drawings on rock surfaces.</p
CONNECTING INSIDE AND OUTSIDE THROUGH 360° IMAGERY FOR CLOSE-RANGE PHOTOGRAMMETRY
Abstract. Metric documentation of buildings requires the connection of different spaces, such as rooms, corridors, floors, and interior and exterior spaces. Images and laser scans have to be oriented and registered to obtain accurate metric data about different areas and the related metric information (e.g., wall thickness). A robust registration can be obtained with total station measurements, especially when a geodetic network with multiple intersections on different station points is available. In the case of a photogrammetric project with several images acquired with a central perspective camera, the lack of total station measurements (i.e., control and check points) could result in a weak orientation for the limited overlap between images acquired through doors and windows. The procedure presented in this paper is based on 360&deg; images acquired with an affordable digital camera (less than 350$). The large field of view of 360&deg; images allows one to simultaneously capture different rooms as well as indoor and outdoor spaces, which will be visible in just a picture. This could provide a more robust orientation of multiple images acquired through narrow spaces. A combined bundle block adjustment that integrates central perspective and spherical images is here proposed and discussed. Additional considerations on the integration of fisheye images are discussed as well.</p
Digital Documentation in Narrow Burial Spaces Using a 360° Borescope Prototype
This paper illustrates and discusses a novel method for the digital documentation of human remains in narrow spaces. A 360° borescope prototype made up of a panoramic camera and a lighting LED system was designed and assembled to acquire data in confined spaces for photogrammetric processing. A series of laboratory experiments were planned to assess the method’s validity. A modern concrete tunnel and a mock grave were surveyed using surveying instruments and a laser scanner, comparing the results with the borescope prototype. Then, data acquisition was moved to the field, i.e., in a real case study. Two burial vaults in a church containing human remains were selected and surveyed. The remains were accessible only from small breaches. The results show that using the 360° borescope is suitable for documenting narrow/confined spaces with minimum alteration of the scene. This result can be of interest for archaeological and forensic purposes, especially when the context is hardly accessible, with minimal intervention on the scene
360° IMAGE ORIENTATION AND RECONSTRUCTION WITH CAMERA POSITIONS CONSTRAINED BY GNSS MEASUREMENTS
Photogrammetric applications using 360° images are becoming more and more popular in different fields, such as cultural heritage documentation of narrow spaces; civil, architectural, and environmental projects like tunnel surveying; mapping of urban city centres, etc. The popularity of 360° photogrammetry relates to the high productivity of the acquisition phase, giving the opportunity to capture the entire scene around the user in a relatively short time. On the other hand, the photogrammetric workflow needs ground control points (GCPs), well distributed over the survey area, to georeference the produced 3D data. Placing, measuring on-field, and identifying GCP on images is time-consuming and sometimes even not feasible due to environmental conditions. While effective solutions exist for UAV-based projects, direct georeferencing and GNSS assisted photogrammetry is still not fully exploited for ground-based acquisitions. This paper aims at presenting a solution coupling 360° images and high-precision GNSS systems for direct georeferencing of outdoor projects without the need for manually measuring GCPs. Three different acquisition modes for 360° images and GNSS data are presented, and orientation results are compared with manually measured Check Points
Polarity assessment of reflection seismic data: a Deep Learning approach
We propose a procedure for the polarity assessment in reflection seismic data based on a Neural Network approach. The algorithm is based on a fully 1D approach, which does not require any input besides the seismic data since the necessary parameters are all automatically estimated. An added benefit is that the prediction has an associated probability, which automatically quantifies the reliability of the results. We tested the proposed procedure on synthetic and real reflection seismic data sets. The algorithm is able to correctly extract the seismic horizons also in case of complex conditions, such as along the flanks of salt domes, and is able to track polarity inversions
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