how to get AR model coefficients of order 10 in matlab - time-series

I have a matrix which is yielded by two grayscale images subtraction. I wish to use this matrix to fit it to an Autoregressive Model of order 10 using matlab. After that I only want to extract the 10 coefficients from it. I did the following code:
%b is my matrix in a vector form
m = ar(b,10);
%this returns me 10 values, positive and negatives
p=getpvec(m)
Is this the correct way? are there other different ways to do the same?

Related

How do I quantify the similarity between spatial patterns

Problem Formulation
Suppose I have several 10000*10000 grids (can be transformed to 10000*10000 grayscale images. I would regard image and grid as the same below), and at each grid-point, there is some value (in my case it's the number of copies of a specific gene expressed at that pixel location, note that the locations are same for every grid). What I want is to quantify the similarity between two 2D spatial point-patterns of this kind (i.e., the spatial expression patterns of two distinct genes), and rank all pairs of genes in a "most similar" to "most dissimilar" manner. Note that it is not the spatial pattern in terms of the absolute value of expression level that I care about, rather, it's the relative pattern that I care about. As a result, I might need to utilize some correlation instead of distance metrics when comparing corresponding pixels.
The easiest method might be directly viewing all pixels together as a vector and calculate some correlation metric between the two vectors. However, this does not take the spatial information into account. Those genes that I am most interested in have spatial patterns, i.e., clustering and autocorrelation effects their expression pattern (though their "cluster" might take a very thin shape rather than sticking together, e.g., genes specific to the skin cells), which means usually the image would have several peak local regions, while expression levels at other pixels would be extremely low (near 0).
Possible Directions
I am not exactly sure if I should (1) consider applying image similarity comparison algorithms from image processing that take local structure similarity into account (e.g., SSIM, SIFT, as outlined in Simple and fast method to compare images for similarity), or (2) consider applying spatial similarity comparison algorithms from spatial statistics in GIS (there are some papers about this, but I am not sure if there are some algorithms dealing with simple point data rather than the normal region data with shape (in a more GIS-sense way, I need to find an algorithm dealing with raster data rather than polygon data)), or (3) consider directly applying statistical methods that deal with discrete 2D distributions, which I think might be a bit crude (seems to disregard the regional clustering/autocorrelation effects, ~ Tobler's First Law of Geography).
For direction (1), I am thinking about a simple method, that is, first find some "peak" regions in the two images respectively and regard their union as ROIs, and then compare those ROIs in the two images specifically in a simple pixel-by-pixel way (regard them together as a vector), but I am not sure if I can replace the distance metrics with correlation metrics, and am a bit worried that many methods of similarity comparison in image processing might not work well when the two images are dissimilar. For direction (2), I think this direction might be more appropriate because this problem is indeed related to spatial statistics, but I do not yet know where to start in GIS. I guess direction (3) is somewhat masked by (2), so I might not consider it here.
Sample
Sample image: (There are some issues w/ my own data, so here I borrowed an image from SpatialLIBD http://research.libd.org/spatialLIBD/reference/sce_image_grid_gene.html)
Let's say the value at each pixel is discretely valued between 0 and 10 (could be scaled to [0,1] if needed). The shapes of tissues in the right and left subfigure are a bit different, but in my case they are exactly the same.
PS: There is one might-be-serious problem regarding spatial statistics though. The expression of certain marker genes of a specific cell type might not be clustered in a bulk, but in the shape of a thin layer or irregularly. For example, if the grid is a section of the brain, then the high-expression peak region for cortex layer-specific genes (e.g., Ctip2 for layer V) might form a thin arc curved layer in the 10000*10000 grid.
UPDATE: I found a method belonging to the (3) direction called "optimal transport" problem that might be useful. Looks like it integrates locality information into the comparison of distribution. Would try to test this way (seems to be the easiest to code among all three directions?) tomorrow.
Any thoughts would be greatly appreciated!
In the absence of any sample image, I am assuming that your problem is similar to texture-pattern recognition.
We can start with Local Binary Patterns (2002), or LBPs for short. Unlike previous (1973) texture features that compute a global representation of texture based on the Gray Level Co-occurrence Matrix, LBPs instead compute a local representation of texture by comparing each pixel with its surrounding neighborhood of pixels. For each pixel in the image, we select a neighborhood of size r (to handle variable neighborhood sizes) surrounding the center pixel. A LBP value is then calculated for this center pixel and stored in the output 2D array with the same width and height as the input image. Then you can calculate a histogram of LBP codes (as final feature vector) and apply machine learning for classifications.
LBP implementations can be found in both the scikit-image and OpenCV but latter's implementation is strictly in the context of face recognition — the underlying LBP extractor is not exposed for raw LBP histogram computation. The scikit-image implementation of LBPs offer more control of the types of LBP histograms you want to generate. Furthermore, the scikit-image implementation also includes variants of LBPs that improve rotation and grayscale invariance.
Some starter code:
from skimage import feature
import numpy as np
from sklearn.svm import LinearSVC
from imutils import paths
import cv2
import os
class LocalBinaryPatterns:
def __init__(self, numPoints, radius):
# store the number of points and radius
self.numPoints = numPoints
self.radius = radius
def describe(self, image, eps=1e-7):
# compute the Local Binary Pattern representation
# of the image, and then use the LBP representation
# to build the histogram of patterns
lbp = feature.local_binary_pattern(image, self.numPoints,
self.radius, method="uniform")
(hist, _) = np.histogram(lbp.ravel(),
bins=np.arange(0, self.numPoints + 3),
range=(0, self.numPoints + 2))
# normalize the histogram
hist = hist.astype("float")
hist /= (hist.sum() + eps)
# return the histogram of Local Binary Patterns
return hist
# initialize the local binary patterns descriptor along with
# the data and label lists
desc = LocalBinaryPatterns(24, 8)
data = []
labels = []
# loop over the training images
for imagePath in paths.list_images(args["training"]):
# load the image, convert it to grayscale, and describe it
image = cv2.imread(imagePath)
gray = cv2.cvtColor(image, cv2.COLOR_BGR2GRAY)
hist = desc.describe(gray)
# extract the label from the image path, then update the
# label and data lists
labels.append(imagePath.split(os.path.sep)[-2])
data.append(hist)
# train a Linear SVM on the data
model = LinearSVC(C=100.0, random_state=42)
model.fit(data, labels)
Once our Linear SVM is trained, we can use it to classify subsequent texture images:
# loop over the testing images
for imagePath in paths.list_images(args["testing"]):
# load the image, convert it to grayscale, describe it,
# and classify it
image = cv2.imread(imagePath)
gray = cv2.cvtColor(image, cv2.COLOR_BGR2GRAY)
hist = desc.describe(gray)
prediction = model.predict(hist.reshape(1, -1))
# display the image and the prediction
cv2.putText(image, prediction[0], (10, 30), cv2.FONT_HERSHEY_SIMPLEX,
1.0, (0, 0, 255), 3)
cv2.imshow("Image", image)
cv2.waitKey(0)
Have a look at this excellent tutorial for more details.
Ravi Kumar (2016) was able to extract more finely textured images by combining LBP with Gabor filters to filter the coefficients of LBP pattern

How to calculate correlation of colours in a dataset?

In this Distill article (https://distill.pub/2017/feature-visualization/) in footnote 8 authors write:
The Fourier transforms decorrelates spatially, but a correlation will still exist
between colors. To address this, we explicitly measure the correlation between colors
in the training set and use a Cholesky decomposition to decorrelate them.
I have trouble understanding how to do that. I understand that for an arbitrary image I can calculate a correlation matrix by interpreting the image's shape as [channels, width*height] instead of [channels, height, width]. But how to take the whole dataset into account? It can be averaged over, but that doesn't have anything to do with Cholesky decomposition.
Inspecting the code confuses me even more (https://github.com/tensorflow/lucid/blob/master/lucid/optvis/param/color.py#L24). There's no code for calculating correlations, but there's a hard-coded version of the matrix (and the decorrelation happens by matrix multiplication with this matrix). The matrix is named color_correlation_svd_sqrt, which has svd inside of it, and SVD wasn't mentioned anywhere else. Also the matrix there is non-triangular, which means that it hasn't come from the Cholesky decomposition.
Clarifications on any points I've mentioned would be greatly appreciated.
I figured out the answer to your question here: How to calculate the 3x3 covariance matrix for RGB values across an image dataset?
In short, you calculate the RGB covariance matrix for the image dataset and then do the following calculations
U,S,V = torch.svd(dataset_rgb_cov_matrix)
epsilon = 1e-10
svd_sqrt = U # torch.diag(torch.sqrt(S + epsilon))

PCA:how eigenvectors and eigen values work

Scene: currently I am working on image classification project . I have used HOG as image feature. dimension of hog feature vector was too large to feed neural net.so I decided to preprocess it with PCA to reduce its dimension.
what i got: I didn't knew about PCA.. then I searched for tutorial regarding that .While learning about PCA I faced Eigen values and Eigen vectors..what I understood was
let x->n-dimensional random vector(feature vector fed for PCA) A->nxn matrix and l=(Scalar)scale factor.. then if transformation matrix A is chosen so that it satisfy following equation
Ax=lx
then x is called eigenvector and l is called Eigen values corresponding to A.
now with characteristic polynomial equation we estimate different values of l then for each l we estimate Eigen vector
question:
1.i am confusing with random vector as feature vector which we need to reduce and matrix A containing coefficients of linear combination formed...I am I right or not.I mean x is transformed to lx then transformation matrix A should be estimated for given l but NO! A is given already.
2.If vector x is feature vector which we already have.then why we say that for each l(Eigen value) we calculate x(Eigen vector)
3.After looking at above facts It was confusing that if A is given and x is unknown then are we considering the feature vector actually.if yes is it A or x where it i.we are estimating Eigen values and vectors but wherer are we
considering the feature vector we want to process
I am very confused of what is given and what we are calculating please help!

K means clustering for multidimensional data

if the data set has 440 objects and 8 attributes (dataset been taken from UCI machine learning repository). Then how do we calculate centroids for such datasets. (wholesale customers data)
https://archive.ics.uci.edu/ml/datasets/Wholesale+customers
if i calculate the mean of values of each row, will that be the centroid?
and how do I plot resulting clusters in matlab.
OK, first of all, in the dataset, 1 row corresponds to a single example in the data, you have 440 rows, which means the dataset consists of 440 examples. Each column contains the values for that specific feature (or attribute as you call it), e.g. column 1 in your dataset contains the values for the feature Channel, column 2 the values for the feature Region and so on.
K-Means
Now for K-Means Clustering, you need to specify the number of clusters (the K in K-Means). Say you want K=3 clusters, then the simplest way to initialise K-Means is to randomly choose 3 examples from your dataset (that is 3 rows, randomly drawn from the 440 rows you have) as your centroids. Now these 3 examples are your centroids.
You can think of your centroids as 3 bins and you want to put every example from the dataset into the closest(usually measured by the Euclidean distance; check the function norm in Matlab) bin.
After the first round of putting all examples into the closest bin, you recalculate the centroids by calculating the mean of all examples in their respective bins. You repeat the process of putting all the examples into the closest bin until no example in your dataset moves to another bin.
Some Matlab starting points
You load the data by X = load('path/to/the/dataset', '-ascii');
In your case X will be a 440x8 matrix.
You can calculate the Euclidean distance from an example to a centroid by
distance = norm(example - centroid1);,
where both, example and centroid1 have dimensionality 1x8.
Recalculating the centroids would work as follows, suppose you have done 1 iteration of K-Means and have put all examples into their respective closest bin. Say Bin1 now contains all examples that are closest to centroid1 and therefore Bin1 has dimensionality 127x8, which means that 127 examples out of 440 are in this bin. To calculate the centroid position for the next iteration you can then do centroid1 = mean(Bin1);. You would do similar things to your other bins.
As for plotting, you have to note that your dataset contains 8 features, which means 8 dimensions and which is not visualisable. I'd suggest you create or look for a (dummy) dataset which only consists of 2 features and would therefore be visualisable by using Matlab's plot() function.

Cannot comprehend output of sklearn.decomposition.PCA

I am a little confused about PCA algorithm especially the one implemented in sklearn.
when I use pca in sklearn decomposition with a 4000X784 matrix
X.shape = (4000,784)
pca = PCA()
pca.fit(X)
pca.explained_variance_.shape
I get
(784,)
On the other hand when I use another dataset with shape (50,784)
(50,)
Am I doing something wrong?
Let's see:
explained_variance_ratio_ array, [n_components] Percentage of variance explained by each of the selected components. k is not set then all components are stored and the sum of explained variances is equal to 1.0
In the first case, your data has 4000 elements with 748 components, so the attribute gives you an array of 748 values. If this is correct, then you need to transpose the second dataset.
The maximal number of components you get with PCA is equal to the minimum dimension of your X matrix.
The explained_variance_ method shows you how much of the variance of the data is explained by each PCA component.
These array shapes are normal because you get 768 components when you have more data than features, but only 50 when you have 50 lines of data.

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