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Forex Data Processing
Olejník, Tomáš ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.
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Topographic mapping of rock formations usig GIS methods
Bashir, Faraz Ahmed ; Štefanová, Eva (advisor) ; Pavelka, Karel (referee)
Topographic mapping of rock formations using GIS methods Abstract This thesis deals with issues of creating 3D models of rock formations with data from terrestrial laser scanning, close range photogrammetry and UAV photogrammetry. The theoretical part focuses on explaining functioning and usage of those methods. Beside that there is described issues of 3D point cloud filtering. Practical part of this work describes data collecting and processing procedure. Further there is proposed filtering process which aim to remove noise points from point clouds and remove vegetation with combination of vegetation index ExG, clustering algorithm DBSCAN and Hough Transform. The proposed method is tested on the selected rock formation in Bohemian Switzerland National Park. The evaluation of the proposed method is based on comparison of models filtered with proposed method with reference models, which are filtered manually. Finally, the achieved accuracy of the models is evaluated using geodetic measurements. key words laser scanning, photogrammetry, UAV, point cloud, data filtering
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Forex Data Processing
Olejník, Tomáš ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.
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Classification of Airborne Laser Scanning Data in Sandstone Landscapes
Tomková, Michaela ; Lysák, Jakub (advisor) ; Potůčková, Markéta (referee)
Classification of Airborne Laser Scanning Data in Sandstone Landscapes Abstract This work is concerned with the classification of airborne laser scanning data in sandstone landscapes called "rock cities". Standard filters do not work reliably in such a rugged terrain covered with dense vegetation and in the results the rock formations are smoothed or even removed from the terrain. The method of classification suggested in this work is based on the procedure used in manual filtration. When exploring a sufficiently dense point cloud in 3D, one is able to distinguish rock formations from trees even though their shapes are similar. In contrast to trees, rock pillars are modeled only by points reflected off the surface and therefore they make concave elevations in the ground. Because of penetration of trees, there are points reflected off a treetop, branches, leaves and also ground under the tree. The proposed method segments a point cloud according to local minima in approximated surface and classifies these objects into classes rock, tree, and mix by inner point distribution. Objects in classes tree and mix are then filtered by lasground function from LAStools. The method was tested with merged point cloud consisted of data from the standard airborne laser scanning of the Czech Republic and experimental...
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Topographic mapping of rock formations with the use of airborne laser scanning data
Lysák, Jakub ; Potůčková, Markéta (advisor) ; Brázdil, Karel (referee) ; Šíma, Jiří (referee)
Abstract This thesis focuses on topographic mapping of rock formations with the use of new technologies in a comprehensive manner, from airborne laser scanning (ALS) data acquisition and processing in rocky terrains, followed by their processing to the content of topographic databases and their cartographic processing in maps. The introduction discusses issues of importance for practice, and the relation between topographic mapping of rocks and other fields of human activity. The ALS section describes products for topographic mapping of rocks derived from ALS data, and discusses the specifics of ALS data acquisition and processing in wooded rugged terrain. Existing solutions of this problem are explained and their limitations are identified. Author's own approaches to solving this task are presented as case studies, including three made a further three designed experiments with ALS data processing and evaluation of their results. Recommendation regarding mapping of sandstone landscapes in Czechia have been also addressed. The topographic section describes the current representation of rocks and related objects in the ZABAGED database (Czech national digital topographic database), explains the historical context, analyzes this data and identifies their shortcomings in relation to the ALS. Research...
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