Time-Series Estimation from Randomly Time-Warped Observations

İlker Bayram

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arXiv · 2112.01464

Time-Series Estimation from Randomly Time-Warped Observations

İlker Bayram

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Abstract

We consider the problem of estimating a signal from its warped observations. Such estimation is commonly performed by altering the observations through some inverse-warping, or solving a computationally demanding optimization formulation. While these may be unavoidable if observations are few, when large amounts of warped observations are available, the cost of running such algorithms can be prohibitive. We consider the scenario where we have many observations, and propose a computationally simple algorithm for estimating the function of interest. We demonstrate the utility of the algorithm on streaming biomedical signals.

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İlker Bayram. 2021-12-02. Time-Series Estimation from Randomly Time-Warped Observations. https://arxiv.org/abs/2112.01464

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