Edge Detection based on Channel Attention and Inter-region Independence Test

Existing edge detection methods often suffer from noise amplification and excessive retention of non-salient details, limiting their applicability in high-precision industrial scenarios. To address these challenges, we propose CAM-EDIT, a novel framework that integrates Channel Attention Mechanism (CAM) and Edge Detection via Independence Testing (EDIT). The CAM module adaptively enhances discriminative edge features through multi-channel fusion, while the EDIT module employs region-wise statistical independence analysis (using Fisher's exact test and chi-square test) to suppress uncorrelated noise.Extensive experiments on BSDS500 and NYUDv2 datasets demonstrate state-of-the-art performance. Among the nine comparison algorithms, the F-measure scores of CAM-EDIT are 0.635 and 0.460, representing improvements of 19.2\% to 26.5\% over traditional methods (Canny, CannySR), and better than the latest learning based methods (TIP2020, MSCNGP). Noise robustness evaluations further reveal a 2.2\% PSNR improvement under Gaussian noise compared to baseline methods. Qualitative results exhibit cleaner edge maps with reduced artifacts, demonstrating its potential for high-precision industrial applications.

Edge-preserving Image Denoising via Multi-scale Adaptive Statistical Independence Testing

Edge detection is crucial in image processing, but existing methods often produce overly detailed edge maps, affecting clarity. Fixed-window statistical testing faces issues like scale mismatch and computational redundancy. To address these, we propose a novel Multi-scale Adaptive Independence Testing-based Edge Detection and Denoising (EDD-MAIT), a Multi-scale Adaptive Statistical Testing-based edge detection and denoising method that integrates a channel attention mechanism with independence testing. A gradient-driven adaptive window strategy adjusts window sizes dynamically, improving detail preservation and noise suppression. EDD-MAIT achieves better robustness, accuracy, and efficiency, outperforming traditional and learning-based methods on BSDS500 and BIPED datasets, with improvements in F-score, MSE, PSNR, and reduced runtime. It also shows robustness against Gaussian noise, generating accurate and clean edge maps in noisy environments.

Orthogonal Factor-Based Biclustering Algorithm (BCBOF) for High-Dimensional Data and Its Application in Stock Trend Prediction

Biclustering is an effective technique in data mining and pattern recognition. Biclustering algorithms based on traditional clustering face two fundamental limitations when processing high-dimensional data: (1) The distance concentration phenomenon in high-dimensional spaces leads to data sparsity, rendering similarity measures ineffective; (2) Mainstream linear dimensionality reduction methods disrupt critical local structural patterns. To apply biclustering to high-dimensional datasets, we propose an orthogonal factor-based biclustering algorithm (BCBOF). First, we constructed orthogonal factors in the vector space of the high-dimensional dataset. Then, we performed clustering using the coordinates of the original data in the orthogonal subspace as clustering targets. Finally, we obtained biclustering results of the original dataset. Since dimensionality reduction was applied before clustering, the proposed algorithm effectively mitigated the data sparsity problem caused by high dimensionality. Additionally, we applied this biclustering algorithm to stock technical indicator combinations and stock price trend prediction. Biclustering results were transformed into fuzzy rules, and we incorporated profit-preserving and stop-loss rules into the rule set, ultimately forming a fuzzy inference system for stock price trend predictions and trading signals. To evaluate the performance of BCBOF, we compared it with existing biclustering methods using multiple evaluation metrics. The results showed that our algorithm outperformed other biclustering techniques. To validate the effectiveness of the fuzzy inference system, we conducted virtual trading experiments using historical data from 10 A-share stocks. The experimental results showed that the generated trading strategies yielded higher returns for investors.