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Detection of changes in digital images
Dorazil, Jan ; Kříž, Petr (referee) ; Říha, Kamil (advisor)
This thesis concerns with change detection problematics in digital images captured under indoor conditions with an ordinary integrated camera in two consecutive moments. All challenges that accompany this problem will be discussed, starting with preprocessing and arriving to evaluation of the results. Currently used methods from this field are described and compared with each other such as differencing and LCP (Local Correlation Peak). A novel method, based on LTP descriptors, effectively solving this problem is proposed in this work. The proposed method is then tested on real data. The results of this tests are discussed subsequently. Besides the change detection method a method for parallax error minimization is proposed here.
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Automatic Tagging of Presentations
Huška, Michal ; Sumec, Stanislav (referee) ; Černocký, Jan (advisor)
This thesis deals with a development of application running on mobile devices with Windows Mobile operating system. The main task of this application is observing canvas with running presentation and saving time marks, that inform about slide change or animation. Description of system requirements, system analysis using UML language, solutions on image processing level, decription of implementation in C++ language and application tests results are described in the text. Problems of mobile device software development are also outlined in the document. A great part is dedicated to work with multimedia on Windows Mobile 5.0 system, especially to problems linked with DirectShow technology.
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Detection of instabilities in some panel data
Láf, Adam ; Hušková, Marie (advisor)
This thesis deals with the detection of change in the intercept in panel data re- gression model. We are interested in testing a null hypothesis that there was no change in the intercept during the observation period in case with no depen- dency between panels and with the number of panels and observations in each panel going to infinity. Based on the results for simplified case with no additional regressors we propose a statistical test and show its properties. We also derive a consistent estimate of the parameter of change based on the least squares me- thod. The main contribution of the thesis is the derivation of theoretical results of the proposed test while variances of errors are known and its modification for unknown variance parameters. A large simulation study is conducted to examine the results. Then we present an application to real data, particularly we use four factor CAPM model to detect change in monthly returns of US mutual funds during an observation period 2004-2011 and show a significant change during the sub-prime crisis in 2007-2008. This work expands existing results for de- tecting changes in the mean in panel data and offers many directions for further beneficial research. 1
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Automatic Tagging of Presentations
Huška, Michal ; Sumec, Stanislav (referee) ; Černocký, Jan (advisor)
This thesis deals with a development of application running on mobile devices with Windows Mobile operating system. The main task of this application is observing canvas with running presentation and saving time marks, that inform about slide change or animation. Description of system requirements, system analysis using UML language, solutions on image processing level, decription of implementation in C++ language and application tests results are described in the text. Problems of mobile device software development are also outlined in the document. A great part is dedicated to work with multimedia on Windows Mobile 5.0 system, especially to problems linked with DirectShow technology.
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Detection of instabilities in some panel data
Láf, Adam ; Hušková, Marie (advisor)
This thesis deals with the detection of change in the intercept in panel data re- gression model. We are interested in testing a null hypothesis that there was no change in the intercept during the observation period in case with no depen- dency between panels and with the number of panels and observations in each panel going to infinity. Based on the results for simplified case with no additional regressors we propose a statistical test and show its properties. We also derive a consistent estimate of the parameter of change based on the least squares me- thod. The main contribution of the thesis is the derivation of theoretical results of the proposed test while variances of errors are known and its modification for unknown variance parameters. A large simulation study is conducted to examine the results. Then we present an application to real data, particularly we use four factor CAPM model to detect change in monthly returns of US mutual funds during an observation period 2004-2011 and show a significant change during the sub-prime crisis in 2007-2008. This work expands existing results for de- tecting changes in the mean in panel data and offers many directions for further beneficial research. 1
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Detection of instabilities in some panel data
Láf, Adam ; Hušková, Marie (advisor) ; Prášková, Zuzana (referee)
This thesis deals with the detection of change in the intercept in panel data re- gression model. We are interested in testing a null hypothesis that there was no change in the intercept during the observation period in case with no depen- dency between panels and with the number of panels and observations in each panel going to infinity. Based on the results for simplified case with no additional regressors we propose a statistical test and show its properties. We also derive a consistent estimate of the parameter of change based on the least squares me- thod. The main contribution of the thesis is the derivation of theoretical results of the proposed test while variances of errors are known and its modification for unknown variance parameters. A large simulation study is conducted to examine the results. Then we present an application to real data, particularly we use four factor CAPM model to detect change in monthly returns of US mutual funds during an observation period 2004-2011 and show a significant change during the sub-prime crisis in 2007-2008. This work expands existing results for de- tecting changes in the mean in panel data and offers many directions for further beneficial research. 1
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Scene memorability and change salience: memory-perception relationship
Ptáčková, Barbora ; Lukavský, Jiří (advisor) ; Škaloudová, Alena (referee)
In the thesis, I focus on the relationship between visual memory and the ability to detect changes in photographs. In the theoretical part I introduce the change detection and "change blindness" phenomenon. Next, this work explores visual memory and refers to studies that focused on visual long-term memory and its role in change detection. The objective of the empirical part of this thesis is to map the relation between visual memory (scene memorability) and change detection illustrated on the ability to recognize changes in photographs of indoor and outdoor scenes. Research was conducted by means of an experiment devised in PsychoPy using flicker paradigm. The research sample comprised 42 respondents, mainly university students. Research results did not confirm the existence of a relation between visual memory and change detection. No correspondence was found between these variables, not even at the level of each category, suggesting that change detection depends on other factors than visual long-term memory. KEYWORDS: Change blindness, visual long-term memory, change detection, memorability, perception, experiment
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Postupy pro detekci změny v některých speciálních regresních modelech
Exnarová, Petra ; Hušková, Marie (advisor) ; Antoch, Jaromír (referee)
Title: Detection of change in some special regression models Author: Bc. Petra Exnarová Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Marie Hušková, DrSc. Abstract: Presented thesis deals with testing of change in three special cases of change-point analysis. First of them is case of continuous change in linear regression (so-called broken-line model), the other two are related to change in parameters of discrete value distributions - simple case of Bernoulli distributed variables is studied first and then the approach is generalized for case of Multi- nomial distribution. Both situations of known and unknown change point are described for all three cases. Beside approximation by using limit theorems, the bootstrap method and permutation test are described for all studied cases as well. The comparison of critical values gained by different approaches for the particular tests and small power analysis is done using simulations. Keywords: change-point analysis, broken-line model, discrete distribution, boot- strap, permutation test 1
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Detection of changes in digital images
Dorazil, Jan ; Kříž, Petr (referee) ; Říha, Kamil (advisor)
This thesis concerns with change detection problematics in digital images captured under indoor conditions with an ordinary integrated camera in two consecutive moments. All challenges that accompany this problem will be discussed, starting with preprocessing and arriving to evaluation of the results. Currently used methods from this field are described and compared with each other such as differencing and LCP (Local Correlation Peak). A novel method, based on LTP descriptors, effectively solving this problem is proposed in this work. The proposed method is then tested on real data. The results of this tests are discussed subsequently. Besides the change detection method a method for parallax error minimization is proposed here.
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