Partial least squares discriminant analysis (PLS-DA) with integrated moving-window (MW) waveband screening was applied to the discriminant analysis of liquor brands with near-infrared (NIR) spectroscopy. Luzhou Laojia...Partial least squares discriminant analysis (PLS-DA) with integrated moving-window (MW) waveband screening was applied to the discriminant analysis of liquor brands with near-infrared (NIR) spectroscopy. Luzhou Laojiao, a popular liquor with strong fragrant flavor, was used as the identified liquor brand (160 samples, negative, 52 vol alcoholicity). Liquors of 10 other brands with strong fragrant flavor were used as the interferential brands (200 samples, positive, 52 vol alcoholicity). The Kennard-Stone algorithm was used for the division of modeling samples to achieve uniformity and representativeness. Based on the MW-PLS-DA, a simplified optimal model set with 157 wavebands was further proposed. This set contained five types of wavebands corresponding to the NIR absorption bands of water, ethanol, and other micronutrients (i.e., acids, aldehydes, phenols, and aromatic compounds) in liquor for practical choice. Using five selected simple models with 4775 - 4239, 7804 - 6569, 6264 - 5844, 9435 - 7896, and 12066 - 10373 cm-1, the validation recognition rates were obtained as 99.3% or higher. Results show good prediction performance and low model complexity, and also provided a valuable reference for designing small dedicated instruments. The proposed method is a promising tool for large-scale inspection of liquor food safety.展开更多
In this paper, a new method for discovering the candidate car license plate locations is presented. First, the image is decomposed using a Haar wavelet to get the HL band with vertical edges. Then, the HL band image i...In this paper, a new method for discovering the candidate car license plate locations is presented. First, the image is decomposed using a Haar wavelet to get the HL band with vertical edges. Then, the HL band image is binarized using an Otsu threshold. Next a black top-hat algorithm is applied to reduce the effects of interfering large continuous features other than the license plate. At this time, a moving window based modified variance score calculation is made for areas with white pixels. This work found that the top 3 detected rectangle windows correctly locate the license plate regions with a success rate of about 98.2%. Moreover, the proposed method is robust enough to locate the plates in cases where the rough vehicle position has not been previously discovered and the cars are not centered in the image.展开更多
The pricing of moving window Asian option with an early exercise feature is considered a challenging problem in option pricing. The computational challenge lies in the unknown optimal exercise strategy and in the high...The pricing of moving window Asian option with an early exercise feature is considered a challenging problem in option pricing. The computational challenge lies in the unknown optimal exercise strategy and in the high dimensionality required for approximating the early exercise boundary. We use sparse grid basis functions in the Least Squares Monte Carlo approach to solve this “curse of dimensionality” problem. The resulting algorithm provides a general and convergent method for pricing moving window Asian options. The sparse grid technique presented in this paper can be generalized to pricing other high-dimensional, early-exercisable derivatives.展开更多
文摘Partial least squares discriminant analysis (PLS-DA) with integrated moving-window (MW) waveband screening was applied to the discriminant analysis of liquor brands with near-infrared (NIR) spectroscopy. Luzhou Laojiao, a popular liquor with strong fragrant flavor, was used as the identified liquor brand (160 samples, negative, 52 vol alcoholicity). Liquors of 10 other brands with strong fragrant flavor were used as the interferential brands (200 samples, positive, 52 vol alcoholicity). The Kennard-Stone algorithm was used for the division of modeling samples to achieve uniformity and representativeness. Based on the MW-PLS-DA, a simplified optimal model set with 157 wavebands was further proposed. This set contained five types of wavebands corresponding to the NIR absorption bands of water, ethanol, and other micronutrients (i.e., acids, aldehydes, phenols, and aromatic compounds) in liquor for practical choice. Using five selected simple models with 4775 - 4239, 7804 - 6569, 6264 - 5844, 9435 - 7896, and 12066 - 10373 cm-1, the validation recognition rates were obtained as 99.3% or higher. Results show good prediction performance and low model complexity, and also provided a valuable reference for designing small dedicated instruments. The proposed method is a promising tool for large-scale inspection of liquor food safety.
文摘In this paper, a new method for discovering the candidate car license plate locations is presented. First, the image is decomposed using a Haar wavelet to get the HL band with vertical edges. Then, the HL band image is binarized using an Otsu threshold. Next a black top-hat algorithm is applied to reduce the effects of interfering large continuous features other than the license plate. At this time, a moving window based modified variance score calculation is made for areas with white pixels. This work found that the top 3 detected rectangle windows correctly locate the license plate regions with a success rate of about 98.2%. Moreover, the proposed method is robust enough to locate the plates in cases where the rough vehicle position has not been previously discovered and the cars are not centered in the image.
文摘The pricing of moving window Asian option with an early exercise feature is considered a challenging problem in option pricing. The computational challenge lies in the unknown optimal exercise strategy and in the high dimensionality required for approximating the early exercise boundary. We use sparse grid basis functions in the Least Squares Monte Carlo approach to solve this “curse of dimensionality” problem. The resulting algorithm provides a general and convergent method for pricing moving window Asian options. The sparse grid technique presented in this paper can be generalized to pricing other high-dimensional, early-exercisable derivatives.
