STAug 26, 2020
Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCALinyu Zheng, Hongmei He
The capital market plays a vital role in marketing operations for aerospace industry. However, due to the uncertainty and complexity of the stock market and many cyclical factors, the stock prices of listed aerospace companies fluctuate significantly. This makes the share price prediction challengeable. To improve the prediction of share price for aerospace industry sector and well understand the impact of various indicators on stock prices, we provided a hybrid prediction model by the combination of Principal Component Analysis (PCA) and Recurrent Neural Networks. We investigated two types of aerospace industries (manufacturer and operator). The experimental results show that PCA could improve both accuracy and efficiency of prediction. Various factors could influence the performance of prediction models, such as finance data, extracted features, optimisation algorithms, and parameters of the prediction model. The selection of features may depend on the stability of historical data: technical features could be the first option when the share price is stable, whereas fundamental features could be better when the share price has high fluctuation. The delays of RNN also depend on the stability of historical data for different types of companies. It would be more accurate through using short-term historical data for aerospace manufacturers, whereas using long-term historical data for aerospace operating airlines. The developed model could be an intelligent agent in an automatic stock prediction system, with which, the financial industry could make a prompt decision for their economic strategies and business activities in terms of predicted future share price, thus improving the return on investment. Currently, COVID-19 severely influences aerospace industries. The developed approach can be used to predict the share price of aerospace industries at post COVID-19 time.
CVJun 25, 2019
Learning Feature Embeddings for Discriminant Model based TrackingLinyu Zheng, Ming Tang, Yingying Chen et al.
After observing that the features used in most online discriminatively trained trackers are not optimal, in this paper, we propose a novel and effective architecture to learn optimal feature embeddings for online discriminative tracking. Our method, called DCFST, integrates the solver of a discriminant model that is differentiable and has a closed-form solution into convolutional neural networks. Then, the resulting network can be trained in an end-to-end way, obtaining optimal feature embeddings for the discriminant model-based tracker. As an instance, we apply the popular ridge regression model in this work to demonstrate the power of DCFST. Extensive experiments on six public benchmarks, OTB2015, NFS, GOT10k, TrackingNet, VOT2018, and VOT2019, show that our approach is efficient and generalizes well to class-agnostic target objects in online tracking, thus achieves state-of-the-art accuracy, while running beyond the real-time speed. Code will be made available.
CVJun 17, 2018
Fast Kernelized Correlation Filters without Boundary EffectMing Tang, Linyu Zheng, Bin Yu et al.
In recent years, correlation filter based trackers (CF trackers) have attracted much attention from the vision community because of their top performance in both localization accuracy and efficiency. The society of visual tracking, however, still needs to deal with the following difficulty on CF trackers: avoiding or eliminating the boundary effect completely, in the meantime, exploiting non-linear kernels and running efficiently. In this paper, we propose a fast kernelized correlation filter without boundary effect (nBEKCF) to solve this problem. To avoid the boundary effect thoroughly, a set of \emph{real} and \emph{dense} patches is sampled through the traditional sliding window and used as the training samples to train nBEKCF to fit a Gaussian response map. Non-linear kernels can be applied naturally in nBEKCF due to its different theoretical foundation from the existing CF trackers'. To achieve the fast training and detection, a set of cyclic bases is introduced to construct the filter. Two algorithms, ACSII and CCIM, are developed to significantly accelerate the calculation of kernel correlation matrices. ACSII and CCIM fully exploit the density of training samples and cyclic structure of bases, and totally run in space domain. The efficiency of CCIM exceeds that of the FFT counterpart remarkably in our task. Extensive experiments on six public datasets, OTB-2013, OTB-2015, NfS, VOT2018, GOT10k, and TrackingNet, show that compared to the CF trackers designed to relax the boundary effect, BACF and SRDCF, our nBEKCF achieves higher localization accuracy without tricks, in the meanwhile, runs at higher FPS.
CVNov 25, 2017
On the Relations of Correlation Filter Based Trackers and StruckJinqiao Wang, Ming Tang, Linyu Zheng et al.
In recent years, two types of trackers, namely correlation filter based tracker (CF tracker) and structured output tracker (Struck), have exhibited the state-of-the-art performance. However, there seems to be lack of analytic work on their relations in the computer vision community. In this paper, we investigate two state-of-the-art CF trackers, i.e., spatial regularization discriminative correlation filter (SRDCF) and correlation filter with limited boundaries (CFLB), and Struck, and reveal their relations. Specifically, after extending the CFLB to its multiple channel version we prove the relation between SRDCF and CFLB on the condition that the spatial regularization factor of SRDCF is replaced by the masking matrix of CFLB. We also prove the asymptotical approximate relation between SRDCF and Struck on the conditions that the spatial regularization factor of SRDCF is replaced by an indicator function of object bounding box, the weights of SRDCF in its loss item are replaced by those of Struck, the linear kernel is employed by Struck, and the search region tends to infinity. Extensive experiments on public benchmarks OTB50 and OTB100 are conducted to verify our theoretical results. Moreover, we explain how detailed differences among SRDCF, CFLB, and Struck would give rise to slightly different performances on visual sequences