Granular Synthesis for Display of Time-Varying Probability Densities

نویسندگان

  • John Williamson
  • Roderick Murray-Smith
چکیده

We present a method for displaying time-varying probabilistic information to users using an asynchronous granular synthesis technique. We extend the basic synthesis technique to include distribution over waveform source, spatial position, pitch and time inside waveforms. To enhance the synthesis in interactive contexts, we “quicken” the display by integrating predictions of user behaviour into the sonification. This includes summing the derivatives of the distribution during exploration of static densities, and using Monte-Carlo sampling to predict future user states in nonlinear dynamic systems. These techniques can be used to improve user performance in continuous control systems and in the interactive exploration of high dimensional spaces. This technique provides feedback from users potential goals, and their progress toward achieving them; modulating the feedback with quickening can help shape the users actions toward achieving these goals. We have applied these techniques to a simple nonlinear control problem as well as to the sonification of on-line probabilistic gesture recognition. We are applying these displays to mobile, gestural interfaces, where visual display is often impractical. The granular synthesis approach is theoretically elegant and easily applied in contexts where dynamic probabilistic displays are required.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes

 This paper mainly considers a nonstandard risk model with a constant interest rate‎, ‎where both the claim sizes and the inter-arrival times follow some certain dependence structures‎. ‎When the claim sizes are dominatedly varying-tailed‎, ‎asymptotics for the infinite time ruin probability of the above dependent risk model have been given‎.

متن کامل

Seasonal Autoregressive Models for Estimating the Probability of Frost in Rafsanjan

This work develops a statistical model to assess the frost risk in Rafsanjan, one of the largest pistachio production regions in the world. These models can be used to estimate the probability that a frost happens in a given time-period during the year; a frost happens after 10 warm days in the growing season. These probability estimates then can be used for: (1) assessing the agroclimate risk ...

متن کامل

The Effects of Oil Price Shocks on Transitional Dynamics of Business Cycles in Iran: Markov Switching Model with Time Varying Transition Probabilities (MS-TVTP)

The business cycles are one of the most important economic indicators that they show the changes in economic activities during time. The study of business cycles is important because the understanding fluctuations in GDP and effective factors on these fluctuations help policy makers to plan better and more efficient. The main purpose of this paper is to investigate the effects of oil price shoc...

متن کامل

Regularly varying probability densities

The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given. Regularly varying distribution functions have long been used in probability theory; see e.g. Feller [7, VIII.8], Bingham, Goldie and Teugels [5, Ch. 8]. This note...

متن کامل

Synchronization criteria for T-S fuzzy singular complex dynamical networks with Markovian jumping parameters and mixed time-varying delays using pinning control

In this paper, we are discuss about the issue of synchronization for singular complex dynamical networks with Markovian jumping parameters and additive time-varying delays through pinning control by Takagi-Sugeno (T-S) fuzzy theory.The complex dynamical systems consist of m nodes and the systems switch from one mode to another, a Markovian chain with glorious transition probabili...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004