EC343 Applications of Signal Processing

Course Name: 

EC343 Applications of Signal Processing

Programme: 

B.Tech (ECE)

Category: 

Open Electives (OE)

Credits (L-T-P): 

(3-0-0) 3

Content: 

Objectives of the course

§  To introduce theoretical foundation of time series models

§  Analysis of time series data using appropriate models and methods

§  Applications related to the various topics

Course Outcome

At the end of the course, students shall be able to

§  recognize and quantify structure in a time series

§  appreciate the mathematical theory behind the analysis

§  use analysis tools to handle the time series data at hand

Course Outline

Time series examples, structure in time series, linear and nonlinear, univariate and multivariate, time, frequency, scale, time-frequency, time-scale, spatio-temporal characterization, deterministic and stochastic characterization, nonstationary, wide sense stationary and stationary analysis, spectral analysis methods, correlation function, AR, MA, ARMA, ARIMA, ARCH, GARCH and heteroschedasticity, volatility, short range and long range correlations, white noise and 1/f noise structure, nonlinear dynamic, fractal and chaotic structure in time series.

Application areas as case studies: speech signal, biomedical signal, physiological signal, environmental/ecological time series, geophysics, finance/stock market, social science, biology, astronomy, neuroscience, genomic time series, meteorology, hydrology, pseudo random sequences, transcendental numbers 

Computer exercises using MATLAB/ Mathematica/ R package/ any other tool

References: 

 Time series analysis: forecasting and control, GEP Box, GM Jenkins
 Time series analysis and its applications, RH Shumway, DS Stoffer
 Time frequency analysis: theory and applications, Leon Cohen
 

Contact us

Dr. U. Shripathi Acharya,  Professor and Head, 
Department of E&C, NITK, Surathkal
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

  • Hot line: +91-0824-2473046

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