Signal Prediction and Classification Course, 2024

Meetings

This is the course schedule:

• Week 1 (03/06) - Least Squares
  • Lec1 of STMDL course (including homework 1 - Linear regression)
  • Pre-flights
• Week 2: 10/06 - Basic Sinusoidal Signal Analysis
  • rec-Intro,
  • rec-Learning amplitude and phase,
  • rec-Matlab (including homework 2 - Basic signal analysis performance),
  • notes,
  • code
• Week 3: 17/06 - Signal Analysis: DFT & Frequency Estimation
  • rec-Preface
  • rec-DFT,
  • code-DFT
  • rec-Frequency Estimation (including homework 3 - Advanced signal analysis performance),
  • code-Frequency Estimation,
  • notes
• Week 4: 24/06 - Systems Basics: AR(1) & ACF
  • rec-AR(1)
  • rec-ACF
  • rec-CorrCoeff
  • rec-Matlab
  • rec-Homework (homework 3),
  • notes
  • code-ACF
• Week 5: 01/07 - Systems Basics: AR(p) & PACF
  • rec-AR(p)
  • rec-AR(p) Matlab
  • rec-AR(p)-biased Matlab
  • rec-PACF
  • rec-PACF Matlab
  • notes
  • code-AR(p)
  • code-AR(p) biased
  • code-PACF
• Week 6: 08/07 - Cross-correlation and ARX model
  • notes
  • rec-theory
  • rec-Matlab
  • code-XCorr
  • code-ARX
• Week 7: 15/07 - MA, ARMA, ARIMA, ARIMAX models
  • rec-MA
  • rec-ARI
  • rec-Model-Selection
  • rec-Matlab1
  • rec-Matlab2
  • notes
  • code
  • code2
  • rec-HW-ARIMA (homework 4 - ARIMA model performance)
• Week 8: 22/07 - Exponential smoothing (Holt-Winters)
  • Reference: Holt-Winters Forecasting for Dummies: part1, part2, part3
  • Recordings:
    • rec-Simple Expoential Smoothing
    • rec-Double Exponential Smoothing
    • rec-Triple Exponential Smoothing
    • rec-Matlab
    • notes
    • code
    • code2
    • code3

• Week 9: 29/07 - Lecture cancelled

• Week 10: 05/08 - Regression metrics and losses
  • Use Lec5 of STMDL course

• Week 11: 12/08 - No lecture

• Week 12: 19/08 - Signal classification: feature extraction and selection
  • Use Lec8 of STMDL course rec
  • notes
• Week 13: 26/08 - Final homework presentation
  • rec (homework 5 - General modeling discussion)
  • notes