A novel approach for the detection and classification of human movements in videos scenes is presented in this paper. It consists in detecting, segmenting and tracking foreground objects in video scenes to further classify their movements as conventional or non-conventional. From each tracked object in the scene, features such as position, speed, changes in direction and temporal consistency of...

Robust tracking of objects in video is a key challenge in computer vision with applications in automated surveillance, video indexing, human-computer-interaction, gesture recognition, traffic monitoring, etc. Many algorithms have been developed for tracking an object in controlled environments. However, they are susceptible to failure when the challenge is to track multiple objects that undergo...

We propose exponentially weighted quantile regression (EWQR) for estimating time-varying quantiles. The EWQR cost function can be used as the basis for estimating the time-varying expected shortfall associated with the EWQR quantile forecast. We express EWQR in a kernel estimation framework, and then modify it by adapting a previously proposed double kernel estimator in order to provide greater...

Given the growing need for managing financial risk, risk prediction plays an increasing role in banking and finance. In this study, we compare the out-of-sample performance of existing methods and some new models for predicting Value-at-Risk. Using more than 30 years of the daily return data on the NASDAQ Composite Index, we find that most approaches perform inadequately, although several model...

Robust foreground object segmentation via background modelling is a difficult problem in cluttered environments, where obtaining a clear view of the background to model is almost impossible. In this paper, we propose a method capable of robustly estimating the background and detecting regions of interest in such environments. In particular, we propose to extend the background initialisation com...

In this paper, we propose a multivariate quantile regression method which enables localized analysis on conditional quantiles and global comovement analysis on conditional ranges for high-dimensional data. The proposed method, hereafter referred to as FActorisable Sparse Tail Event Curves, or FASTEC for short, exploits the potential factor structure of multivariate conditional quantiles through...

In this paper, we propose a novel approach for multi-object tracking for video surveillance with a single static camera using particle filtering and data association. The proposed method allows for real-time tracking and deals with the most important challenges: 1) selecting and tracking real objects of interest in noisy environments and 2) managing occlusion. We will consider tracker inputs fr...

The intelligent systems are becoming more important in life. Moving objects tracking is one of the tasks of intelligent systems. This paper proposes the algorithm to track the object in the street. The proposed method uses the amplitude of zernike moment on nonsubsampled contourlet transform to track object depending on context awareness. The algorithm has also been processed successfully such ...