Trend Extraction of Random Time-Warping Signals via Functional Optimization

Liang Tai (FSU)

Time: 3:35 pm, Room: LOV 201

Abstract: The study of warping signals has received considerable attention since past forty years. Nevertheless, little literature has been done when the idea of trend extraction applied to the Random-Warping signals. In this talk, I will formulate this inverse problem, solve it by functional optimization, and provide a new method with a numerical algorithm. Finally application to financial data will be discussed.