All-Moscow scientific seminar "Mathematical Methods of Decision Analysis in Economics, Business and Politics".

On February 21 (Wednesday) 2024, a regular meeting of the all-Moscow scientific seminar "Mathematical Methods of Decision Analysis in Economics, Business and Politics" took place at the National Research University "Higher School of Economics".

Seminar leaders:
Doctor of Technical Sciences, prof. Fuad Tagievich Aleskerov,
Doctor of Technical Sciences, prof. Podinovsky Vladislav Vladimirovich,
Doctor of Technical Sciences, prof. Mirkin Boris Grigorievich.


Theme: Algorithm for determining functional states in time series applied to EEG data
Speaker: Mikhailets Ekaterina Viktorovna (HSE)

Annotation:
The report is devoted to a recently developed algorithm for segmenting multidimensional time series, which is called the state-detection algorithm (SDA). It does not require a priori data labeling and determines optimal transition points between natural functional states in time series in a given feature space. The algorithm is based on hierarchical clustering using the Ward method using a temporal connectivity constraint. The effectiveness of SDA was confirmed on 30 EEG recordings of Guhyasamaja meditation, characterized by a strict protocol of 8 sequential stages, performed by experienced Buddhist practitioners in comfortable conditions. The SDA algorithm is not conditioned by neurophysiological data and is applicable to time series of arbitrary nature; in particular, an urgent task is to study its applicability to financial and economic data.