Wydziałowe Seminarium Naukowe - 17 października 2023, 11:30, A1/22
Serdecznie zapraszamy pracowników, doktorantów i studentów na wydziałowe seminarium naukowe które odbędzie się w dniu 17 października 2023 o godzinie 11:30 w sali A1/22 (Sala Rady Wydziału)
Prelegent: prof. Irina Perfilieva, Uniwersytet w Ostrawie
Tytuł wykładu: Fuzzy Approach to Multi-Scale Representation of Time Series
Abstract:
We are focused on a new time series analysis method based on the extraction of representative key points. We use the multi-scale theory based on the use of non-traditional kernels derived from the theory of F-transforms. The sequence of kernels corresponds to what is called as 2-adic fuzzy partitions. This leads to simplified algorithms and comparable efficiency in the selection of keypoints. We reduce the number of representative keypoints and enhance robustness of their selection. We also propose a new keypoint descriptor and test it on matching financial time series with high volatility.
We are focused on a new time series analysis method based on the extraction of representative key points. We use the multi-scale theory based on the use of non-traditional kernels derived from the theory of F-transforms. The sequence of kernels corresponds to what is called as 2-adic fuzzy partitions. This leads to simplified algorithms and comparable efficiency in the selection of keypoints. We reduce the number of representative keypoints and enhance robustness of their selection. We also propose a new keypoint descriptor and test it on matching financial time series with high volatility.