Hyperspectral Remote Sensing Benchmark Database for Oil Spill Detection with an Isolation Forest-Guided Unsupervised Detector

Oil spill detection has attracted increasing attention in recent years since marine oil spill accidents severely affect environments, natural resources, and the lives of coastal inhabitants. Hyperspectral remote sensing images provide rich spectral information which is beneficial for the monitoring of oil spills in complex ocean scenarios. However, most of the existing approaches are based on supervised and semi-supervised frameworks to detect oil spills from hyperspectral images (HSIs), which require a huge amount of effort to annotate a certain number of high-quality training sets. In this study, we make the first attempt to develop an unsupervised oil spill detection method based on isolation forest for HSIs. First, considering that the noise level varies among different bands, a noise variance estimation method is exploited to evaluate the noise level of different bands, and the bands corrupted by severe noise are removed. Second, kernel principal component analysis (KPCA) is employed to reduce the high dimensionality of the HSIs. Then, the probability of each pixel belonging to one of the classes of seawater and oil spills is estimated with the isolation forest, and a set of pseudo-labeled training samples is automatically produced using the clustering algorithm on the detected probability. Finally, an initial detection map can be obtained by performing the support vector machine (SVM) on the dimension-reduced data, and then, the initial detection result is further optimized with the extended random walker (ERW) model so as to improve the detection accuracy of oil spills. Experiments on airborne hyperspectral oil spill data (HOSD) created by ourselves demonstrate that the proposed method obtains superior detection performance with respect to other state-of-the-art detection approaches.

Fusion of Dual Spatial Information for Hyperspectral Image Classification

The inclusion of spatial information into spectral classifiers for fine-resolution hyperspectral imagery has led to significant improvements in terms of classification performance. The task of spectral-spatial hyperspectral image classification has remained challenging because of high intraclass spectrum variability and low interclass spectral variability. This fact has made the extraction of spatial information highly active. In this work, a novel hyperspectral image classification framework using the fusion of dual spatial information is proposed, in which the dual spatial information is built by both exploiting pre-processing feature extraction and post-processing spatial optimization. In the feature extraction stage, an adaptive texture smoothing method is proposed to construct the structural profile (SP), which makes it possible to precisely extract discriminative features from hyperspectral images. The SP extraction method is used here for the first time in the remote sensing community. Then, the extracted SP is fed into a spectral classifier. In the spatial optimization stage, a pixel-level classifier is used to obtain the class probability followed by an extended random walker-based spatial optimization technique. Finally, a decision fusion rule is utilized to fuse the class probabilities obtained by the two different stages. Experiments performed on three data sets from different scenes illustrate that the proposed method can outperform other state-of-the-art classification techniques. In addition, the proposed feature extraction method, i.e., SP, can effectively improve the discrimination between different land covers.

Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic business environments offers vast opportunities. DRL is characterized by scalability with the potential to be applied to high-dimensional problems in conjunction with noisy and nonlinear patterns of economic data. In this work, we first consider a brief review of DL, RL, and deep RL methods in diverse applications in economics providing an in-depth insight into the state of the art. Furthermore, the architecture of DRL applied to economic applications is investigated in order to highlight the complexity, robustness, accuracy, performance, computational tasks, risk constraints, and profitability. The survey results indicate that DRL can provide better performance and higher accuracy as compared to the traditional algorithms while facing real economic problems at the presence of risk parameters and the ever-increasing uncertainties.

Data Science in Economics

This paper provides the state of the art of data science in economics. Through a novel taxonomy of applications and methods advances in data science are investigated. The data science advances are investigated in three individual classes of deep learning models, ensemble models, and hybrid models. Application domains include stock market, marketing, E-commerce, corporate banking, and cryptocurrency. Prisma method, a systematic literature review methodology is used to ensure the quality of the survey. The findings revealed that the trends are on advancement of hybrid models as more than 51% of the reviewed articles applied hybrid model. On the other hand, it is found that based on the RMSE accuracy metric, hybrid models had higher prediction accuracy than other algorithms. While it is expected the trends go toward the advancements of deep learning models.