Shape-matching of plots using non-linear least squares - c++

What would b the best way to implement a simple shape-matching algorithm to match a plot interpolated from just 8 points (x, y) against a database of similar plots (> 12 000 entries), each plot having >100 nodes. The database has 6 categories of plots (signals measured under 6 different conditions), and the main aim is to find the right category (so for every category there's around 2000 plots to compare against).
The 8-node plot would represent actual data from measurement, but for now I am simulating this by selecting a random plot from the database, then 8 points from it, then smearing it using gaussian random number generator.
What would be the best way to implement non-linear least-squares to compare the shape of the 8-node plot against each plot from the database? Are there any c++ libraries you know of that could help with this?
Is it necessary to find the actual formula (f(x)) of the 8-node plot to use it with least squares, or will it be sufficient to use interpolation in requested points, such as interpolation from the gsl library?

You can certainly use least squares without knowing the actual formula. If all of your plots are measured at the same x value, then this is easy -- you simply compute the sum in the normal way:
where y_i is a point in your 8-node plot, sigma_i is the error on the point and Y(x_i) is the value of the plot from the database at the same x position as y_i. You can see why this is trivial if all your plots are measured at the same x value.
If they're not, you can get Y(x_i) either by fitting the plot from the database with some function (if you know it) or by interpolating between the points (if you don't know it). The simplest interpolation is just to connect the points with straight lines and find the value of the straight lines at the x_i that you want. Other interpolations might do better.
In my field, we use ROOT for these kind of things. However, scipy has a great collections of functions, and it might be easier to get started with -- if you don't mind using Python.
One major problem you could have would be that the two plots are not independent. Wikipedia suggests McNemar's test in this case.
Another problem you could have is that you don't have much information in your test plot, so your results will be affected greatly by statistical fluctuations. In other words, if you only have 8 test points and two plots match, how will you know if the underlying functions are really the same, or if the 8 points simply jumped around (inside their error bars) in such a way that it looks like the plot from the database -- purely by chance! ... I'm afraid you won't really know. So the plots that test well will include false positives (low purity), and some of the plots that don't happen to test well were probably actually good matches (low efficiency).
To solve that, you would need to either use a test plot with more points or else bring in other information. If you can throw away plots from the database that you know can't match for other reasons, that will help a lot.

Related

Integrate RANSAC to compute essential matrix

I have calculated the essential matrix using the 5 point algorithm. I'm not sure how to integrate it with ransac so it gives me a better outcome.
Here is the source code. https://github.com/lunzhang/openar/blob/master/src/utils/5point/computeEssential.js
Currently, I was thinking about computing the essential matrix for 5 random points then convert the essential matrix to fundamental and see the error threshold using this equation x'Fx = 0. But then I'm not sure, what to do after.
How do I know which points to set as outliners? If the errors too big, do I set them as outliners right away? Could it be possible that one point could produce different essential matrices depending on what the other 4 points are?
Well, here is a short explanation, in pseudo-code, of how you can integrate this with ransac. Basically, all Ransac does is compute your model (here the Essential) using a subset of the data, and then sees if the rest of data "is happy" with that result. It keeps the result for which a highest portion of the dataset "is happy".
highest_number_of_happy_points=-1;
best_estimated_essential_matrix=Identity;
for iter=1 to max_iter_number:
n_pts=get_n_random_pts(P);//get a subset of n points from the set of points P. You can use 5, but you can also use more.
E=compute_essential(n_pts);
number_of_happy_points=0;
for pt in P:
//we want to know if pt is happy with the computed E
err=cost_function(pt,E);//for example x^TFx as you propose, or X^TEX with the essential.
if(err<some_threshold):
number_of_happy_points+=1;
if(number_of_happy_points>highest_number_of_happy_points):
highest_number_of_happy_points=number_of_happy_points;
best_estimated_essential_matrix=E;
This should do the trick. Usually, you set some_threshold experimentally to a low value. There are of course more sophisticated Ransacs, you can easily find them by googling.
Your idea of using x^TFx is fine in my opinion.
Once this Ransac completes, you will have best_estimated_essential_matrix. The outliers are those that have a x^TFx value that is greater than your optional threshold.
To answer your final question, yes, a point could produce a different matrix given 4 different points, because their spatial configuration is different (you can have degenerate situations). In an ideal settings this wouldn't be the case, but we always have noise, matching errors and so on, so what happens in the end is that the equations you obtain with 5 points wont produce the exact same results as for 5 other points.
Hope this helps.

Clustering a list of dates

I have a list of dates I'd like to cluster into 3 clusters. Now, I can see hints that I should be looking at k-means, but all the examples I've found so far are related to coordinates, in other words, pairs of list items.
I want to take this list of dates and append them to three separate lists indicating whether they were before, during or after a certain event. I don't have the time for this event, but that's why I'm guessing it by breaking the date/times into three groups.
Can anyone please help with a simple example on how to use something like numpy or scipy to do this?
k-means is exclusively for coordinates. And more precisely: for continuous and linear values.
The reason is the mean functions. Many people overlook the role of the mean for k-means (despite it being in the name...)
On non-numerical data, how do you compute the mean?
There exist some variants for binary or categorial data. IIRC there is k-modes, for example, and there is k-medoids (PAM, partitioning around medoids).
It's unclear to me what you want to achieve overall... your data seems to be 1-dimensional, so you may want to look at the many questions here about 1-dimensional data (as the data can be sorted, it can be processed much more efficiently than multidimensional data).
In general, even if you projected your data into unix time (seconds since 1.1.1970), k-means will likely only return mediocre results for you. The reason is that it will try to make the three intervals have the same length.
Do you have any reason to suspect that "before", "during" and "after" have the same duration? If not, don't use k-means.
You may however want to have a look at KDE; and plot the estimated density. Once you have understood the role of density for your task, you can start looking at appropriate algorithms (e.g. take the derivative of your density estimation, and look for the largest increase / decrease, or estimate an "average" level, and look for the longest above-average interval).
Here are some workaround methods that may not be the best answer but should help.
You can plot the dates as converted durations from a starting date (such as one week)
and convert the dates to number representations for time in minutes or hours from the starting point.
These would all graph along an x-axis but Kmeans should still be possible and clustering still visible on a graph.
Here are more examples of numpy:Python k-means algorithm

Analyzing gaze tracking data

I have an image which was shown to groups of people with different domain knowledge of its content. I than recorded gaze fixation data of them watching the image.
I now kind of want to compare the results of the two groups - so what I need to know is, if there is a correlation of the positions of the sampling data between the two groups or not.
I have the original image as well as the fixation coords. Do you have any good idea how to start analyzing the data?
It's more about the idea or the plan so you don't have to be too technical on that one.
Thanks
Simple idea: render all the coordinates on the original image in a 'heat map' like way, one image for each group. You can then visually compare the images for correlation, and you have some nice graphics for in your paper.
There is something like the two-dimensional correlation coefficient. With software like R or Matlab you can do the number crunching for the correlation.
Matlab has a function for this:
Two Dimensional Correlation Function: corr2
Computes two dimensional correlation coefficient between two matrices
and the matrices must be of the same size. r = corr2 (A,B)
In gaze tracking, the most interesting data lies in two areas.
In where all people look, for that you can use the heat map Daan suggests. Make a heat map for all people, and heat maps for separate groups of people.
In when people look there. For that I would recommend you start by making heat maps as above, but for short time intervals starting from the time the picture was first shown. Again, for all people, and for the separate groups you have.
The resulting set of heat-maps, perhaps animated for the ones from the second point, should give you some pointers for further analysis.

How to exploit periodicity to reduce noise of a signal?

100 periods have been collected from a 3 dimensional periodic signal. The wavelength slightly varies. The noise of the wavelength follows Gaussian distribution with zero mean. A good estimate of the wavelength is known, that is not an issue here. The noise of the amplitude may not be Gaussian and may be contaminated with outliers.
How can I compute a single period that approximates 'best' all of the collected 100 periods?
Time-series, ARMA, ARIMA, Kalman Filter, autoregression and autocorrelation seem to be keywords here.
UPDATE 1: I have no idea how time-series models work. Are they prepared for varying wavelengths? Can they handle non-smooth true signals? If a time-series model is fitted, can I compute a 'best estimate' for a single period? How?
UPDATE 2: A related question is this. Speed is not an issue in my case. Processing is done off-line, after all periods have been collected.
Origin of the problem: I am measuring acceleration during human steps at 200 Hz. After that I am trying to double integrate the data to get the vertical displacement of the center of gravity. Of course the noise introduces a HUGE error when you integrate twice. I would like to exploit periodicity to reduce this noise. Here is a crude graph of the actual data (y: acceleration in g, x: time in second) of 6 steps corresponding to 3 periods (1 left and 1 right step is a period):
My interest is now purely theoretical, as http://jap.physiology.org/content/39/1/174.abstract gives a pretty good recipe what to do.
We have used wavelets for noise suppression with similar signal measured from cows during walking.
I'm don't think the noise is so much of a problem here and the biggest peaks represent actual changes in the acceleration during walking.
I suppose that the angle of the leg and thus accelerometer changes during your experiment and you need to account for that in order to calculate the distance i.e you need to know what is the orientation of the accelerometer in each time step. See e.g this technical note for one to account for angle.
If you need get accurate measures of the position the best solution would be to get an accelerometer with a magnetometer, which also measures orientation. Something like this should work: http://www.sparkfun.com/products/10321.
EDIT: I have looked into this a bit more in the last few days because a similar project is in my to do list as well... We have not used gyros in the past, but we are doing so in the next project.
The inaccuracy in the positioning doesn't come from the white noise, but from the inaccuracy and drift of the gyro. And the error then accumulates very quickly due to the double integration. Intersense has a product called Navshoe, that addresses this problem by zeroing the error after each step (see this paper). And this is a good introduction to inertial navigation.
Periodic signal without noise has the following property:
f(a) = f(a+k), where k is the wavelength.
Next bit of information that is needed is that your signal is composed of separate samples. Every bit of information you've collected are based on samples, which are values of f() function. From 100 samples, you can get the mean value:
1/n * sum(s_i), where i is in range [0..n-1] and n = 100.
This needs to be done for every dimension of your data. If you use 3d data, it will be applied 3 times. Result would be (x,y,z) points. You can find value of s_i from the periodic signal equation simply by doing
s_i(a).x = f(a+k*i).x
s_i(a).y = f(a+k*i).y
s_i(a).z = f(a+k*i).z
If the wavelength is not accurate, this will give you additional source of error or you'll need to adjust it to match the real wavelength of each period. Since
k*i = k+k+...+k
if the wavelength varies, you'll need to use
k_1+k_2+k_3+...+k_i
instead of k*i.
Unfortunately with errors in wavelength, there will be big problems keeping this k_1..k_i chain in sync with the actual data. You'd actually need to know how to regognize the starting position of each period from your actual data. Possibly need to mark them by hand.
Now, all the mean values you calculated would be functions like this:
m(a) :: R->(x,y,z)
Now this is a curve in 3d space. More complex error models will be left as an excersize for the reader.
If you have a copy of Curve Fitting Toolbox, localized regression might be a good choice.
Curve Fitting Toolbox supports both lowess and loess localized regression models for curve and curve fitting.
There is an option for robust localized regression
The following blog post shows how to use cross validation to estimate an optimzal spaning parameter for a localized regression model, as well as techniques to estimate confidence intervals using a bootstrap.
http://blogs.mathworks.com/loren/2011/01/13/data-driven-fitting/

Generating contour lines from regularly spaced data

I am currently working on a data visualization project.My aim is to produce contour lines ,in other words iso-lines, from gridded data.Data can be temperature, weather data or any kind of other environmental parameters but only condition is it must be regularly spaced.
I searched in internet , however i could not find a good algorithm, pseudo-code or source code for producing contour lines from grids.
Does anybody knows a library, source code or an algorithm for producing contour lines from gridded data?
it will be good if your suggestion has a good run time performance, i don't want to wait my users so much :)
Edit: thanks for response but isolines have some constrains like they should not intersects
so just generating bezier curves does not accomplish my goal.
See this question: How to approximate a vector contour from an elevation raster?
It's a near duplicate, but uses quite different terminology. You'll find that cartography and computer graphics solve many of the same problems, but use different terminology for them.
there's some reasonably good contouring available in GNUplot - if you're able to use GPL code that may help.
If your data is placed at regular intervals, this can be done fairly easily (assuming I understand your problem correctly). First you need to determine at what interval you want your contours. Next create the grid you are going to use to store the contour information (i'm assuming just a simple on/off or elevation at this contour level type of data), which should be one interval smaller than the source data.
Now the trick here is to offset the 2 grids by 1/2 an interval (won't actually show up in code like this, but its the concept I'm dealing with here) and compare the 4 coordinates surrounding the current point in the contour data grid you are calculating. If any of the 4 points are in a different interval range, then that 'pixel' in the contour grid should be set to true (or the value of the contour range being crossed).
With this method, there will be a problem when the interval is too fine which will cause several contours to overlap onto each other.
As the link from Paul Tomblin suggests, Bezier curves (which are a subset of B-splines) are a ripe solution for your problem. If runtime performance is an issue, Bezier curves have the added benefit of being constructable via the very fast de Casteljau algorithm, instead of drawing them according to the parametric equations. On the off chance you're working with DirectX, it has a library function for the de Casteljau, but it should not be challenging to brew one yourself using the 1001 web pages that describe it.