A new image enhancement algorithm based on Retinex theory is proposed to solve the problem of bad visual effect of an image in low-light conditions. First, an image is converted from the RGB color space to the HSV col...A new image enhancement algorithm based on Retinex theory is proposed to solve the problem of bad visual effect of an image in low-light conditions. First, an image is converted from the RGB color space to the HSV color space to get the V channel. Next, the illuminations are respectively estimated by the guided filtering and the variational framework on the V channel and combined into a new illumination by average gradient. The new reflectance is calculated using V channel and the new illumination. Then a new V channel obtained by multiplying the new illumination and reflectance is processed with contrast limited adaptive histogram equalization(CLAHE). Finally, the new image in HSV space is converted back to RGB space to obtain the enhanced image. Experimental results show that the proposed method has better subjective quality and objective quality than existing methods.展开更多
This paper adopts the concept of dynamic feedback systems to model the behavior of financial markets, or more specifically, the stock market from a dynamic system point of view. Based on a feedback adaptation scheme, ...This paper adopts the concept of dynamic feedback systems to model the behavior of financial markets, or more specifically, the stock market from a dynamic system point of view. Based on a feedback adaptation scheme, the authors model the movement of a stock market index within a framework that is composed of an internal dynamic model and an adaptive filter. The output-error model is adopted as the internal model whereas the adaptive filter is a time-varying state space model with instrumental variables. Its input-output behavior, and internal as well as external forces are then identified. Special attention has also been paid to the recent financial crisis by examining the movement of Dow Jones Industrial Average （DJIA） as an example to illustrate the advantage of the proposed framework. Supported by time-varying causality tests, five influential factors from economic and sentiment aspects are introduced as the input of this framework. Testing results show that the proposed framework has a much better prediction performance than the existing methods, especially in complicated economic situations. An application of this framework is also presented with focuses on forecasting the turning periods of the market trend. Realizing that a market trend is about to change when the external force begins to exhibit clear patterns in its frequency responses, the authors develop a set of rules to recognize this kind of clear patterns. These rules work well for stock indexes from US, China and Singapore.展开更多
基金supported by the China Scholarship CouncilPostgraduate Research&Practice Innovation Program of Jiangsu Province(No.KYCX17_0776)the Natural Science Foundation of NUPT(No.NY214039)
文摘A new image enhancement algorithm based on Retinex theory is proposed to solve the problem of bad visual effect of an image in low-light conditions. First, an image is converted from the RGB color space to the HSV color space to get the V channel. Next, the illuminations are respectively estimated by the guided filtering and the variational framework on the V channel and combined into a new illumination by average gradient. The new reflectance is calculated using V channel and the new illumination. Then a new V channel obtained by multiplying the new illumination and reflectance is processed with contrast limited adaptive histogram equalization(CLAHE). Finally, the new image in HSV space is converted back to RGB space to obtain the enhanced image. Experimental results show that the proposed method has better subjective quality and objective quality than existing methods.
文摘This paper adopts the concept of dynamic feedback systems to model the behavior of financial markets, or more specifically, the stock market from a dynamic system point of view. Based on a feedback adaptation scheme, the authors model the movement of a stock market index within a framework that is composed of an internal dynamic model and an adaptive filter. The output-error model is adopted as the internal model whereas the adaptive filter is a time-varying state space model with instrumental variables. Its input-output behavior, and internal as well as external forces are then identified. Special attention has also been paid to the recent financial crisis by examining the movement of Dow Jones Industrial Average （DJIA） as an example to illustrate the advantage of the proposed framework. Supported by time-varying causality tests, five influential factors from economic and sentiment aspects are introduced as the input of this framework. Testing results show that the proposed framework has a much better prediction performance than the existing methods, especially in complicated economic situations. An application of this framework is also presented with focuses on forecasting the turning periods of the market trend. Realizing that a market trend is about to change when the external force begins to exhibit clear patterns in its frequency responses, the authors develop a set of rules to recognize this kind of clear patterns. These rules work well for stock indexes from US, China and Singapore.
