An Isolated Toughness Condition for All Fractional (g, f, n, m)-critical Deleted Graphs
Kernelized correlation filter is one of the important algorithms in the field of visual object tracking. The object search region of this algorithm is limited. The rapid movement and abrupt direction change of the object may lead to tracking failure. To overcome this problem, “we introduce attention mechanism to improve the object tracking algorithm on the design of kernelized correlation filter. Firstly, the motion area is extracted through the bio-inspired retina model. Subsequently, the object candidate box is determined based on the average optical flow of the previous frame bouning-box. Finally, the object’s bounding-box is determined by kernelized correlation filter algorithm on the candidate box. Experimental results on the Anti-UAV2020 dataset show that when the PyrLK algorithm is used to calculate the optical flow, the tracking accuracy and success rate are improved by 1.4% and 1.3%, respectively, compared with the baseline method of kernelized correlation filter.When the Flownet algorithm is used to calculate optical flow, the tracking accuracy and success rate are improved by 2.2% and 1.3%, respectively, compared with the baseline method of kernelized correlation filter.
Financial time series has always been a problem in time series forecasting due to its non-linear, non-stationary, and low signal-to-noise ratio. This paper proposes a VMD-ELM model based on variational modal decomposition, and uses the unique advantages of variational modal decomposition in digital signal decomposition to decompose financial time series data into several sub-modes, and then use the decomposed sub-modes as The input data of the extreme learning machine is trained. By comparing the EMD-ELM model, the autoregressive moving average (ARMA) process on the feedforward neural network (FFNN) and the West Texas Intermediate (WTI), the Canadian/US exchange rate (CANUS), and the US industrial production (IP) And the effect on the time series data of the Nasdaq 100 Volatility Index (VIX) of the Chicago Board Options Exchange. Based on average absolute error (MAE), average absolute percentage error (MAPE) and square root mean square (RMSE), the predicted analysis results prove that the method proposed in this paper has excellent performance on multiple data sets.