LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Abstract. The idea of fractional differencing is introduced in terms of the infinite filter that corresponds to the expansion of (1- B ) ^d . When the filter is applied to white noise, a class of time series is generated with distinctive properties, particularly in the very low frequencies and provides potentially useful long-memory forecasting properties. Such models are shown to possibly arise from aggregation of independent components. Generation and estimation of these models are considered and applications on generated and real data presented.     

Note on filon-type integration for higher order exponential time differencing methods in stiff systems

The Filon-type quadrature is efficient for highly oscillatory functions — Fourier transforms. Based on Cox and Matthews’ ETD schemes, the higher order single step exponential time differencing schemes are presented based on the Filon-type integration and the A-stability of the two-order Adams-Bashforth exponential time differencing scheme is considered. The effectiveness and accuracy of the schemes is tested. Foundation item: Projects(02JJY2006, 03JJY2001) supported by Natural Science Foundation of Hunan Province; project supported by JSPS Fellowship Research Program     

基于像素交换及时空混沌映射的信息隐藏方法

提出了一种在图像载体中进行信息隐藏的新方法。该方法通过硬c均值聚类分析,确定可嵌信息区域,在可嵌信息区域内的相邻像素间通过像素交换来编码信息。采用时空混沌置乱技术,控制秘密信息的嵌入过程,并对嵌入信息进行加密。该方案具有较好的视觉隐蔽性及统计隐蔽性,并且密钥空间大,实现了算法可公开的信息隐藏。     

基于对称差分和特征匹配的纱线运动疵点实时检测

针对纱线高速运动时无法实时准确检测疵点的问题,提出了一种高速纱线的实时疵点检测算法,该算法适用于实时处理大容量图像和高速移动纱线疵点检测.该算法通过将对称差分算法和连通域特征匹配方法相结合,提高了纱线疵点检测准确性,同时缩短了处理时间.首先对图像进行了预处理,再使用对称差算法分解疵点图像并提取了图像疵点特征,然后使用连通域特征匹配方法识别了疵点.改进了传统差分算法无法抗抖动缺点,比较完整地保留了疵点信息,构造了识别能力特别强的特征匹配方法.最后,将该算法疵点检测的准确性和检测速度与现有检测方法进行了对比分析.研究结果表明,该算法在准确性方面优于人工检测及传统差分算法,检测速度相对神经网络和传统差分算法有所提高,该算法能够在实现实时、快速检测疵点的同时保证检测疵点检测的准确性.     

双频载波相位求差法在BDS周跳探测与修复中的应用

载波观测值由于其高精度的特点,在北斗高精度导航与定位中应用广泛。周跳的存在严重污染了载波观测值,在北斗高精度导航和定位中必须予以消除。本文基于北斗B1载波和B2载波相位观测值的关系,通过相邻历元的相位观测值求差值探测周跳,并结合伪距差分约束条件确定及修复周跳,有效解决周跳值解算多解问题。结合实验数据模拟分析,证明该方法可以有效探测并修复北斗载波观测值周跳。     

基于像素交换的无损信息隐藏

提出一种无损信息隐藏方法,接收端不但可以提取额外嵌入的秘密信息,而且可以无损恢复原始图像。该方法利用了相邻像素变化趋势往往一致的特性,对刻划这种特性的数据进行压缩以产生冗余空间用于携带额外的秘密信息,并使用像素值互换操作将额外信息及用于图像恢复所需数据一同嵌入到载体图像中。由于该方法顾及了人眼视觉特性,仅将数据嵌入在纹理区域,因此含密图像具有较好的视觉效果。     

A versatile signal flow graph realization of a general transfer function by using CDBA

A general synthesis procedure is given for a versatile signal flow graph realization of a general transfer function by using current differencing buffered amplifier (CDBA). The proposed configuration uses n+1 CDBAs, n capacitors and at most 2n+4 resistors. This number of resistors can be reduced to n+1 for special cases. The circuit is eligible to obtain a variety of transfer characteristics with the same common denominator polynomial, and it is easily converted to different modes of operations. It is straightforward to find the values of the passive elements from the coefficients of the transfer function to be realized. Simulations results are obtained by using commercially available active component AD844 and CMOS technology as well. All of these make the proposed circuit attractive.     

An adaptive color image steganography method using adjacent pixel value differencing and LSB substitution technique

Abstract

Steganography is a data-concealing technique that provides a covert communication. This paper proposes a spatial domain color steganography method that uses a neighboring pixel-pair differencing concept to enhance the embedding capacity. The proposed method considers the distortion tolerance capacity of each color plane and the difference value between two neighboring pixels while deciding the number of bits that can be concealed in that pixel-pair. Each plane is divided into some disjoint blocks of size 3?×?3 pixels. The method forms eight pairs of pixels in one block using the eight-neighboring pixel concept, which enables the method to utilize all the edge pixels in all probable directions. It also uses the XOR encoding technique before the embedding process. This step provides an additional layer of security to the secret information. The simulation results show that the proposed method is able to achieve a high embedding capacity with good visual quality as per the calculation of imperceptibility metrics. The robustness of the method is tested by RS steganalysis and pixel difference histogram analysis. Further, a comparison between the proposed method and the existing methods on the basis of embedding capacity and stego image quality is shown.     

像素差自适应隐写方案*

提出了一种新的基于相邻像素差的自适应隐写算法。该算法结合图像位平面性质以及人眼对像素值起伏剧烈的区域敏感性较差的视觉特性,根据相邻像素高五位比特值之差的不同选择不同的嵌入策略,通过改变每对像素的最低三位比特值实现信息嵌入。通过理论分析和实验证明,该算法具有较高的嵌入容量,具有良好的隐写安全性,同时算法复杂度低,实现简单。