Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The central bank reacts directly to asset price movements by selling or buying assets to stabilize the market price. It is found that the intervention makes the risky asset’s market price per share less sensitive to information shocks, which presses the market price towards its average price thus reducing price variance. The informed investors’ prediction coefficient remains unaffected, but that of the uninformed investors is magnified, which cancels out the negative effect on shock sensitivity thus keeping the expected value of the risky asset’s dividend constant. Finally, the introduction of the policy rule does not affect rational investors’ risk per share. A general conclusion is that the central bank’s policy can be regarded as an effective automatic stabilizer of financial markets.

Evaluation of PM2.5 Particulate Matter and Noise Pollution in Tikrit University Based on GIS and Statistical Modeling

In this paper, we assess the extent of environmental pollution in terms of PM2.5 particulate matter and noise in Tikrit University, located in Tikrit City of Iraq. The geographic information systems (GIS) technology was used for data analysis. Moreover, we built two multiple linear regression models (based on two different data inputs) for the prediction of PM2.5 particulate matter, which were based on the explanatory variables of maximum and minimum noise, temperature, and humidity. Furthermore, the maximum prediction coefficient R2 of the best models was 0.82, with a validated (via testing data) coefficient R2 of 0.94. From the actual total distribution of PM2.5 particulate values ranging from 35–58 μg/m3, our best model managed to predict values between 34.9–60.6 μg/m3. At the end of the study, the overall air quality was determined between moderate and harmful. In addition, the overall detected noise ranged from 49.30–85.79 dB, which inevitably designated the study area to be categorized as a noisy zone, despite being an educational institution.

Robustness and Sensitivity Tuning of the Kalman Filter for Speech Enhancement

Inaccurate estimates of the linear prediction coefficient (LPC) and noise variance introduce bias in Kalman filter (KF) gain and degrade speech enhancement performance. The existing methods propose a tuning of the biased Kalman gain, particularly in stationary noise conditions. This paper introduces a tuning of the KF gain for speech enhancement in real-life noise conditions. First, we estimate noise from each noisy speech frame using a speech presence probability (SPP) method to compute the noise variance. Then, we construct a whitening filter (with its coefficients computed from the estimated noise) to pre-whiten each noisy speech frame prior to computing the speech LPC parameters. We then construct the KF with the estimated parameters, where the robustness metric offsets the bias in KF gain during speech absence of noisy speech to that of the sensitivity metric during speech presence to achieve better noise reduction. The noise variance and the speech model parameters are adopted as a speech activity detector. The reduced-biased Kalman gain enables the KF to minimize the noise effect significantly, yielding the enhanced speech. Objective and subjective scores on the NOIZEUS corpus demonstrate that the enhanced speech produced by the proposed method exhibits higher quality and intelligibility than some benchmark methods.

Determination of oil content, linolenic and erucic acids contents in false flax seeds using IRspectrometry

Spectroscopy of near infrared reflection (NIRS) was used for estimation of biochemical indicators in seeds of false flax. The purpose of our work was to develop calibrating models for IR-analyzer MATRIXI for determination of weight percentage of oil, linolenic and erucic acids contents in oil of seeds in unbroken seeds of false flax (winter and spring forms). The researches were conducted in the biochemistry laboratory on false flax samples cultivated in 2016–2020 in the different environments of the Russian Federation. Oil content was determined with NMR-analyzer АМV 1006М according to the technique described in the State Standard 8.597-2010, percentage contents of linolenic and erucic acids in oil was estimated on the gas chromatograph “Chromatech – Kristal 5000” with an automatic dipper on a capillary column SolGelWax 30 m × 0.25 mm × 0.5 µcm. The best indicators of quality of the calibrating models (root mean square error of prediction, coefficient of determination, and meaning of a residual deflection of prediction for a rank reflected on a figure) were obtained by oil content (RMSEP = 0.20%, R 2 = 99.3, and RPD = 12.3), linolenic acid content (RMSEP = 0.35%, R 2 = 98.8, and RPD = 9.2) and erucic acid content (RMSEP = 0.14%, R 2 = 85.7, and RPD = 2.6). In a program OPUS LAB, we received a method “False flax 51” based on the developed calibrating models for a routine analysis for determination of oil content, linolenic and erucic acids contents in oil in the unbroken seeds of false flax in an average (9–20 g) in a cuvette with diameter of 51 mm. this method allows conducting express-estimation of false flax seeds for breeding traits with performance of more than 100 sample per seven hours.

On Training Targets for Supervised LPC Estimation to Augmented Kalman Filter-based Speech Enhancement

The performance of speech coding, speech recognition, and speech enhancement largely depends upon the accuracy of the linear prediction coefficient (LPC) of clean speech and noise in practice. Formulation of speech and noise LPC estimation as a supervised learning problem has shown considerable promise. In its simplest form, a supervised technique, typically a deep neural network (DNN) is trained to learn a mapping from noisy speech features to clean speech and noise LPCs. Training targets for DNN to clean speech and noise LPC estimation fall into four categories: line spectrum frequency (LSF), LPC power spectrum (LPC-PS), power spectrum (PS), and magnitude spectrum (MS). The choice of appropriate training target as well as the DNN method can have a significant impact on LPC estimation in practice. Motivated by this, we perform a comprehensive study on the training targets using two state-of-the-art DNN methods--- residual network and temporal convolutional network (ResNet-TCN) and multi-head attention network (MHANet). This study aims to determine which training target as well as DNN method produces more accurate LPCs in practice. We train the ResNet-TCN and MHANet for each training target with a large data set. Experiments on the NOIZEUS corpus demonstrate that the LPC-PS training target with MHANet produces a lower spectral distortion (SD) level in the estimated speech LPCs in real-life noise conditions. We also construct the AKF with the estimated speech and noise LPC parameters from each training target using ResNet-TCN and MHANet. Subjective AB listening tests and seven different objective quality and intelligibility evaluation measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR) on the NOIZEUS corpus demonstrate that the AKF constructed with MHANet-LPC-PS driven speech and noise LPC parameters produced enhanced speech with higher quality and intelligibility than competing methods.

On Training Targets for Supervised LPC Estimation to Augmented Kalman Filter-based Speech Enhancement

The performance of speech coding, speech recognition, and speech enhancement largely depends upon the accuracy of the linear prediction coefficient (LPC) of clean speech and noise in practice. Formulation of speech and noise LPC estimation as a supervised learning problem has shown considerable promise. In its simplest form, a supervised technique, typically a deep neural network (DNN) is trained to learn a mapping from noisy speech features to clean speech and noise LPCs. Training targets for DNN to clean speech and noise LPC estimation fall into four categories: line spectrum frequency (LSF), LPC power spectrum (LPC-PS), power spectrum (PS), and magnitude spectrum (MS). The choice of appropriate training target as well as the DNN method can have a significant impact on LPC estimation in practice. Motivated by this, we perform a comprehensive study on the training targets using two state-of-the-art DNN methods--- residual network and temporal convolutional network (ResNet-TCN) and multi-head attention network (MHANet). This study aims to determine which training target as well as DNN method produces more accurate LPCs in practice. We train the ResNet-TCN and MHANet for each training target with a large data set. Experiments on the NOIZEUS corpus demonstrate that the LPC-PS training target with MHANet produces a lower spectral distortion (SD) level in the estimated speech LPCs in real-life noise conditions. We also construct the AKF with the estimated speech and noise LPC parameters from each training target using ResNet-TCN and MHANet. Subjective AB listening tests and seven different objective quality and intelligibility evaluation measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR) on the NOIZEUS corpus demonstrate that the AKF constructed with MHANet-LPC-PS driven speech and noise LPC parameters produced enhanced speech with higher quality and intelligibility than competing methods.

DeepLPC-MHANet: Multi-Head Self-Attention for Augmented Kalman Filter-based Speech Enhancement

Current augmented Kalman filter (AKF)-based speech enhancement algorithms utilise a temporal convolutional network (TCN) to estimate the clean speech and noise linear prediction coefficient (LPC). However, the multi-head attention network (MHANet) has demonstrated the ability to more efficiently model the long-term dependencies of noisy speech than TCNs. Motivated by this, we investigate the MHANet for LPC estimation. We aim to produce clean speech and noise LPC parameters with the least bias to date. With this, we also aim to produce higher quality and more intelligible enhanced speech than any current KF or AKF-based SEA. Here, we investigate MHANet within the DeepLPC framework. DeepLPC is a deep learning framework for jointly estimating the clean speech and noise LPC power spectra. DeepLPC is selected as it exhibits significantly less bias than other frameworks, by avoiding the use of whitening filters and post-processing. DeepLPC-MHANet is evaluated on the NOIZEUS corpus using subjective AB listening tests, as well as seven different objective measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR). DeepLPC-MHANet is compared to five existing deep learning-based methods. Compared to other deep learning approaches, DeepLPC-MHANet produced clean speech LPC estimates with the least amount of bias. DeepLPC-MHANet-AKF also produced higher objective scores than any of the competing methods (with an improvement of 0.17 for CSIG, 0.15 for CBAK, 0.19 for COVL, 0.24 for PESQ, 3.70\% for STOI, 1.03 dB for SegSNR, and 1.04 dB for SI-SDR over the next best method). The enhanced speech produced by DeepLPC-MHANet-AKF was also the most preferred amongst ten listeners. By producing LPC estimates with the least amount of bias to date, DeepLPC-MHANet enables the AKF to produce enhanced speech at a higher quality and intelligibility than any previous method.

DeepLPC-MHANet: Multi-Head Self-Attention for Augmented Kalman Filter-based Speech Enhancement

Current augmented Kalman filter (AKF)-based speech enhancement algorithms utilise a temporal convolutional network (TCN) to estimate the clean speech and noise linear prediction coefficient (LPC). However, the multi-head attention network (MHANet) has demonstrated the ability to more efficiently model the long-term dependencies of noisy speech than TCNs. Motivated by this, we investigate the MHANet for LPC estimation. We aim to produce clean speech and noise LPC parameters with the least bias to date. With this, we also aim to produce higher quality and more intelligible enhanced speech than any current KF or AKF-based SEA. Here, we investigate MHANet within the DeepLPC framework. DeepLPC is a deep learning framework for jointly estimating the clean speech and noise LPC power spectra. DeepLPC is selected as it exhibits significantly less bias than other frameworks, by avoiding the use of whitening filters and post-processing. DeepLPC-MHANet is evaluated on the NOIZEUS corpus using subjective AB listening tests, as well as seven different objective measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR). DeepLPC-MHANet is compared to five existing deep learning-based methods. Compared to other deep learning approaches, DeepLPC-MHANet produced clean speech LPC estimates with the least amount of bias. DeepLPC-MHANet-AKF also produced higher objective scores than any of the competing methods (with an improvement of 0.17 for CSIG, 0.15 for CBAK, 0.19 for COVL, 0.24 for PESQ, 3.70\% for STOI, 1.03 dB for SegSNR, and 1.04 dB for SI-SDR over the next best method). The enhanced speech produced by DeepLPC-MHANet-AKF was also the most preferred amongst ten listeners. By producing LPC estimates with the least amount of bias to date, DeepLPC-MHANet enables the AKF to produce enhanced speech at a higher quality and intelligibility than any previous method.

DeepLPC: A Deep Learning Approach to Augmented Kalman Filter-Based Single-Channel Speech Enhancement

Current deep learning approaches to linear prediction coefficient (LPC) estimation for the augmented Kalman filter (AKF) produce bias estimates, due to the use of a whitening filter. This severely degrades the perceived quality and intelligibility of enhanced speech produced by the AKF. In this paper, we propose a deep learning framework that produces clean speech and noise LPC estimates with significantly less bias than previous methods, by avoiding the use of a whitening filter. The proposed framework, called DeepLPC, jointly estimates the clean speech and noise LPC power spectra. The estimated clean speech and noise LPC power spectra are passed through the inverse Fourier transform to form autocorrelation matrices, which are then solved by the Levinson-Durbin recursion to form the LPCs and prediction error variances of the speech and noise for the AKF. The performance of DeepLPC is evaluated on the NOIZEUS and DEMAND Voice Bank datasets using subjective AB listening tests, as well as seven different objective measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR). DeepLPC is compared to six existing deep learning-based methods. Compared to other deep learning approaches to clean speech LPC estimation, DeepLPC produces a lower spectral distortion (SD) level than existing methods, confirming that it exhibits less bias. DeepLPC also produced higher objective scores than any of the competing methods (with an improvement of 0.11 for CSIG, 0.15 for CBAK, 0.14 for COVL, 0.13 for PESQ, 2.66\% for STOI, 1.11 dB for SegSNR, and 1.05 dB for SI-SDR, over the next best method). The enhanced speech produced by DeepLPC was also the most preferred by listeners. By producing less biased clean speech and noise LPC estimates, DeepLPC enables the AKF to produce enhanced speech at a higher quality and intelligibility.

DeepLPC: A Deep Learning Approach to Augmented Kalman Filter-Based Single-Channel Speech Enhancement

Current deep learning approaches to linear prediction coefficient (LPC) estimation for the augmented Kalman filter (AKF) produce bias estimates, due to the use of a whitening filter. This severely degrades the perceived quality and intelligibility of enhanced speech produced by the AKF. In this paper, we propose a deep learning framework that produces clean speech and noise LPC estimates with significantly less bias than previous methods, by avoiding the use of a whitening filter. The proposed framework, called DeepLPC, jointly estimates the clean speech and noise LPC power spectra. The estimated clean speech and noise LPC power spectra are passed through the inverse Fourier transform to form autocorrelation matrices, which are then solved by the Levinson-Durbin recursion to form the LPCs and prediction error variances of the speech and noise for the AKF. The performance of DeepLPC is evaluated on the NOIZEUS and DEMAND Voice Bank datasets using subjective AB listening tests, as well as seven different objective measures (CSIG, CBAK, COVL, PESQ, STOI, SegSNR, and SI-SDR). DeepLPC is compared to six existing deep learning-based methods. Compared to other deep learning approaches to clean speech LPC estimation, DeepLPC produces a lower spectral distortion (SD) level than existing methods, confirming that it exhibits less bias. DeepLPC also produced higher objective scores than any of the competing methods (with an improvement of 0.11 for CSIG, 0.15 for CBAK, 0.14 for COVL, 0.13 for PESQ, 2.66\% for STOI, 1.11 dB for SegSNR, and 1.05 dB for SI-SDR, over the next best method). The enhanced speech produced by DeepLPC was also the most preferred by listeners. By producing less biased clean speech and noise LPC estimates, DeepLPC enables the AKF to produce enhanced speech at a higher quality and intelligibility.