Recently, the image visibility graphs (IVG) had introduced as simple algorithms by which images map into complex networks. However, current methods based on IVG use global statistical behaviors of the resulting graph to extract image features, which leads to loss of the local structural information of the image. To extract more informative image features by using the concept of IVG, we propose a new concept called matching intensity for image visibility graphs (MIIVG). The key idea of MIIVG is to separate the image into segments and represent the structural behavior of each with reference patterns and corresponding matching intensity. Theoretical analysis shows that the operation of MIIVG can be simplified to convolution operation and provides 256 convolution kernels with clear and apparent physical meaning, through which we can extract image features from multi-viewpoints and obtained more informative image features. Theoretical analysis and experiments demonstrate that MIIVG has a remarkable computing speed and is sufficiently stable against noise. Its high performance in image feature extraction we confirmed by two experiments. In keypoint matching experiments, MIIVG achieves a competitive result compared with SIFT. In texture classification experiments, compared with LBP, MIIVG is superior to LBP in calculation speed and classification effect. Compared with several current deep learning models, they all have the best feature extraction effect and very fast, but the features extracted by MIIVG are more concise. Also, MIIVG hardware requirements are lower, so it is easier to deploy. It is worth mentioning that MIIVG achieved 99.7% classification accuracy on the Multiband datasets, which is a state of the art performance on texture classification task of Multiband datasets and fully demonstrates the effectiveness of MIIVG.
Stock markets in the world are linked by complicated and dynamical relationships into a temporal network. Extensive works have provided us with rich findings from the topological properties and their evolutionary trajectories, but the underlying dynamical mechanism is still not in order. In the present work, we proposed a technical scheme to reveal the dynamical law from the temporal network. The index records for the global stock markets form a multivariate time series. One separates the series into segments and calculates the information flows between the markets, resulting in a temporal market network representing the state and its evolution. Then the technique of the Koopman decomposition operator is adopted to find the law stored in the information flows. The results show that the stock market system has a high flexibility, i.e., it jumps easily between different states. The information flows mainly from high to low volatility stock markets. And the dynamical process of information flow is composed of many dynamic modes distribute homogenously in a wide range of periods from one month to several ten years, but there exist only nine modes dominating the macroscopic patterns.
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