Alignment of time series with use of the generalized Legendre's transformation and methods of idempotenty mathematics

Abstract

Alignment of time series [time-series smoothing] identification of the main tendency of development (временнго a trend) by "cleaning" of a time series of the accidental deviations distorting this tendency. At a research of time series of economy (bioinformation science) apply for detection of patterns [1-3]. 
 In this work it is offered to use for this purpose Legendre's transformation well-known in physics and mathematics. Its direct application to poorly regular objects is difficult therefore in work its idempotent analog is defined previously and on its basis the concept of the TRACK for a time series is defined. 
 In recent years within the international center "Cuofus Li" the new field of mathe-matics idempotent or "tropical" mathematics gained intensive development that is reflected in works of the academician V.P. Maslov and his pupils: G.L. Litvinov, A.N. Sobolevsky, etc. 
 The purpose of this work to be beyond duality of the theory of linear vector spaces, using similar concepts of duality of conformally flat Riemannian geometry and of idempotent algebra.
 By analogy with the polar transformation of a conformally flat Riemannian metrics entered in E.D. Rodionov and V.V. Slavsky's works the abstract idempotent analog of transformation of Legendre is under construction. In the MATLAB system the program complex for calculation the TRACK of a time series is created. It is in-vestigated its opportunities for digital processing of time series.