Sqrl Report No. 31 Cog-pets: Code Generation for Parameter Estimation in Time Series

نویسندگان

  • CHRISTOPHER KUMAR ANAND
  • JACQUES CARETTE
  • ANDREW THOMAS
  • DAVID MILLER
چکیده

We extend previous work on symbolic code generation for efficient solvers in the domain of image and signal processing, to take advantage of recurrence relations for efficiently generating model function values corresponding to a regularly-sampled time series. Firstand zeroth-order recurrences are symbolically identified by Maple. Two example applications to Magnetic Resonance Spectroscopy and Relaxometry are described, and we show two orders of magnitude accelerations for the resulting solvers.

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تاریخ انتشار 2005