A note on city block distance

1998 ◽  
Vol 13 (3) ◽  
pp. 331-334 ◽  
Author(s):  
Ding Ren ◽  
Xu Changqing ◽  
Li Yingzi

Human-computer interaction (HCI), in recent times, is gaining a lot of significance. The systems based on HCI have been designed for recognizing different facial expressions. The application areas for face recognition include robotics, safety, and surveillance system. The emotions so captured aid in predicting future actions in addition to providing valuable information. Fear, neutral, sad, surprise, happy are the categories of primary emotions. From the database of still images, certain features can be obtained using Gabor Filter (GF) and Histogram of Oriented Gradient (HOG). These two techniques are being used while extracting features for getting the expressions from the face. This paper focuses on the customized classification of GF and HOG using the KNN classifier.GF provides texture features whereas HOG finds applications for images exhibiting differing lighting conditions. Simplicity and linearity of KNN classifier appeals for its use in the present application. The paper also elaborates various distances used in KNN classifiers like city-block, Euclidean and correlation distance. This paper uses Matlab implementation of GF, HOG and KNN for extracting the required features and classification, respectively. Results exhibit that the accuracy of city- block distance is more .


2015 ◽  
pp. 744-758
Author(s):  
Soma Panja ◽  
Dilip Roy

This chapter examines the closeness between the optimum portfolio and portfolio selected by an investor who follows a heuristic approach. There may be basically two ways of arriving at an optimum portfolio – one by minimizing the risk and the other by maximizing the return. In this chapter, the authors propose to strike a balance between these two. The optimum portfolio has been obtained through a mathematical programming framework so as to minimize the portfolio risk subject to return constraint expressed in terms of coefficient of optimism (a), where a varies between 0 to 1. Simultaneously, the authors propose to develop four heuristic portfolios for the optimistic and pessimistic investors, risk planners, and random selectors. Given the optimum portfolio and a heuristic portfolio, City Block Distance has been calculated to measure the departure of the heuristic solution from the optimum solution. Based on daily security wise data of ten companies listed in Nifty for the years 2004 to 2008, the authors have obtained that when the value of a lies between 0 to 0.5, the pessimistic investor's decision is mostly closest to the optimum solution, and when the value of a is greater than 0.5, the optimistic investor's decision is mostly near to the optimum decision. Near the point a = 0.5, the random selectors and risk planners' solutions come closer to the optimum decision. This study may help the investors to take heuristic investment decision and, based on his/her value system, reach near to the optimum solution.


2017 ◽  
Vol 5 (2) ◽  
pp. 134
Author(s):  
Markhamah Tri Utami ◽  
Tien Rahayu Tulili ◽  
Anton Topadang

2017 ◽  
Vol 2 (1) ◽  
pp. 6
Author(s):  
Rania Ahmed Kadry Abdel Gawad Birry

Abstract—Alzheimer’s disease (AD) is a brain disease that causes a slow decline in memory, thinking and reasoning skills. It represents a major public health problem.  Magnetic Resonance Imaging (MRI) have shown that the brains of people with (AD) shrink significantly as the disease progresses. This shrinkage appears in specific brain regions such as the hippocampus which is a small, curved formation in the brain that plays an important role in the limbic system also involved in the formation of new memories and is also associated with learning and emotions.  Medical information on brain MRI is used in detecting the abnormalities in physiological structures. Structural MRI measurements can detect and follow the evolution of brain atrophy which is a marker of the disease progression; therefore, it allows diagnosis and prediction of AD.  The research’s main target is the early recognition of Alzheimer’s disease automatically, which will thereby avoid deterioration of the case resulting in complete brain damage stage.  Alzheimer’s disease yields visible changes in the brain structures. The aim is to recognize if the patient belongs to Alzheimer’s disease category or a normal healthy person at an early stage. Initially, image pre-processing and features extraction techniques are applied including data reduction using Discrete Cosine Transform (DCT) and Cropping, then traditional classification techniques like Euclidean Distance, Chebyshev Distance, Cosine Distance, City Block Distance, and Black pixel counter, were applied on the resulting vectors for classification. Image pre-processing includes noise reduction, Gray-scale conversion and binary scale conversion were applied for the MRI images. Feature extraction techniques follow including cropping and low spatial frequency components (DCT). This paper aims to automatically recognize and detect Alzheimer’s infected brain using MRI, without the need of clinical expert. This early recognition would be helpful to postpone the disease progression and maintain it at an almost steady stage. It was concluded after collecting a dataset of 50 MRI , 25 for normal MRI and  25 for AD MRI that Chebyshev Distance classifier yielded the highest success rate in the recognition of Alzheimer’s disease with accuracy 94% compared to other classification techniques used where, Euclidean Distance is 91.6%,  Cosine Distance is 86.8%, City block Distance is 89.6%, Correlation Distance is 86.4% and Black pixels counter is 90%.


Author(s):  
Soma Panja ◽  
Dilip Roy

This chapter examines the closeness between the optimum portfolio and portfolio selected by an investor who follows a heuristic approach. There may be basically two ways of arriving at an optimum portfolio – one by minimizing the risk and the other by maximizing the return. In this chapter, the authors propose to strike a balance between these two. The optimum portfolio has been obtained through a mathematical programming framework so as to minimize the portfolio risk subject to return constraint expressed in terms of coefficient of optimism (a), where a varies between 0 to 1. Simultaneously, the authors propose to develop four heuristic portfolios for the optimistic and pessimistic investors, risk planners, and random selectors. Given the optimum portfolio and a heuristic portfolio, City Block Distance has been calculated to measure the departure of the heuristic solution from the optimum solution. Based on daily security wise data of ten companies listed in Nifty for the years 2004 to 2008, the authors have obtained that when the value of a lies between 0 to 0.5, the pessimistic investor's decision is mostly closest to the optimum solution, and when the value of a is greater than 0.5, the optimistic investor's decision is mostly near to the optimum decision. Near the point a = 0.5, the random selectors and risk planners' solutions come closer to the optimum decision. This study may help the investors to take heuristic investment decision and, based on his/her value system, reach near to the optimum solution.


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