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Optimization Seminar: Dr. Juyoung Jeong

Sungkyuankwan University, South Korea

Location

Mathematics/Psychology : 412

Date & Time

October 13, 2022, 10:00 am11:00 am

Description

Title : Trend Filtering by Adaptive Piecewise Polynomials

Abstract : Trend filtering is a regression problem to estimate underlying trends in time series data. It is necessary to investigate data in various disciplines. We propose a trend filtering method by adaptive piecewise polynomials. More specifically, we adjust the location and the number of breakpoints or knots to obtain a better fitting to given data. The numerical results on synthetic and real data sets show that it captures distinct features such as abrupt changes or kinks and provides a simplified form and brief summary of given data.