Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

Median filtering: structure analysis and application

Median filtering is a simple digital non—linear signal smoothing operation in which median of the samples in a sliding window replaces the sample at the middle of the window. The resulting filtered sequence tends to follow polynomial trends in the original sample sequence. Median filter preserves signal edges while filtering out impulses. Due to this property, median filtering is finding applications in many areas of image and speech processing. Though median filtering is simple to realise digitally, its properties are not easily analysed with standard analysis techniques,

Performance analysis of FIR digital filter design: RNS versus traditional

Residue Number System (RNS) based Finite Impulse Response (FIR) digital filters and traditional FIR filters. This research is motivated by the importance of an efficient filter implementation for digital signal processing. The comparison is done in terms of speed and area requirement for various filter specifications. RNS based FIR filters operate more than three times faster and consumes only about 60% of the area than traditional filter when number of filter taps is more than 32. The area for RNS filter is increasing at a lesser rate than that for traditional resulting in lower power consumption. RNS is a nonweighted number system without carry propogation between different residue digits.This enables simultaneous parallel processing on all the digits resulting in high speed addition and multiplication in the RNS domain

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue for sensor networks since most sensors are equipped with non-rechargeable batteries that have limitedlifetime. Routing schemes are used to transfer data collectedby sensor nodes to base stations. In the literature many routing protocols for wireless sensor networks are suggested. In this work, four routing protocols for wireless sensor networks viz Flooding, Gossiping, GBR and LEACH have been simulated using TinyOS and their power consumption is studied using PowerTOSSIM. A realization of these protocols has beencarried out using Mica2 Motes.

Decimation Filter Design Toolbox for Multi-Standard Wireless Transceivers using MATLAB.

The demand for new telecommunication services requiring higher capacities, data rates and different operating modes have motivated the development of new generation multi-standard wireless transceivers. A multi-standard design often involves extensive system level analysis and architectural partitioning, typically requiring extensive calculations. In this research, a decimation filter design tool for wireless communication standards consisting of GSM, WCDMA, WLANa, WLANb, WLANg and WiMAX is developed in MATLAB® using GUIDE environment for visual analysis. The user can select a required wireless communication standard, and obtain the corresponding multistage decimation filter implementation using this toolbox. The toolbox helps the user or design engineer to perform a quick design and analysis of decimation filter for multiple standards without doing extensive calculation of the underlying methods.

COMBINED FEATURE EXTRACTION TECHNIQUES AND NAIVE BAYES CLASSIFIER FOR SPEECH RECOGNITION

Speech processing and consequent recognition are important areas of Digital Signal Processing since speech allows people to communicate more natu-rally and efficiently. In this work, a speech recognition system is developed for re-cognizing digits in Malayalam. For recognizing speech, features are to be ex-tracted from speech and hence feature extraction method plays an important role in speech recognition. Here, front end processing for extracting the features is per-formed using two wavelet based methods namely Discrete Wavelet Transforms (DWT) and Wavelet Packet Decomposition (WPD). Naive Bayes classifier is used for classification purpose. After classification using Naive Bayes classifier, DWT produced a recognition accuracy of 83.5% and WPD produced an accuracy of 80.7%. This paper is intended to devise a new feature extraction method which produces improvements in the recognition accuracy. So, a new method called Dis-crete Wavelet Packet Decomposition (DWPD) is introduced which utilizes the hy-brid features of both DWT and WPD. The performance of this new approach is evaluated and it produced an improved recognition accuracy of 86.2% along with Naive Bayes classifier.

A novel Sigma–Delta based parallel analogue-to-residue converter

Animportant step in the residue number system(RNS) based signal processing is the conversion of signal into residue domain. Many implementations of this conversion have been proposed for various goals, and one of the implementations is by a direct conversion from an analogue input. A novel approach for analogue-to-residue conversion is proposed in this research using the most popular Sigma–Delta analogue-to-digital converter (SD-ADC). In this approach, the front end is the same as in traditional SD-ADC that uses Sigma–Delta (SD) modulator with appropriate dynamic range, but the filtering is doneby a filter implemented usingRNSarithmetic. Hence, the natural output of the filter is an RNS representation of the input signal. The resolution, conversion speed, hardware complexity and cost of implementation of the proposed SD based analogue-to-residue converter are compared with the existing analogue-to-residue converters based on Nyquist rate ADCs

A Data Mining Approach for the Identification of Adverse Drug Events (ADE) resulting from Drug-Drug Interactions (DDI) to improve pharmacovigilance

In the current study, epidemiology study is done by means of literature survey in groups identified to be at higher potential for DDIs as well as in other cases to explore patterns of DDIs and the factors affecting them. The structure of the FDA Adverse Event Reporting System (FAERS) database is studied and analyzed in detail to identify issues and challenges in data mining the drug-drug interactions. The necessary pre-processing algorithms are developed based on the analysis and the Apriori algorithm is modified to suit the process. Finally, the modules are integrated into a tool to identify DDIs. The results are compared using standard drug interaction database for validation. 31% of the associations obtained were identified to be new and the match with existing interactions was 69%. This match clearly indicates the validity of the methodology and its applicability to similar databases. Formulation of the results using the generic names expanded the relevance of the results to a global scale. The global applicability helps the health care professionals worldwide to observe caution during various stages of drug administration thus considerably enhancing pharmacovigilance

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue forfor sensor networks since most sensors are equipped with non-rechargeable batteries that have limited lifetime.

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broadwireless ad hoc networking (?Eld. A sensor node, typically'contains signal-processing circuits, micro-controllers and awireless transmitter/receiver antenna. Energy saving is oneof the critical issue for sensor networks since most sensorsare equipped with non-rechargeable batteries that have limited lifetime.In thiswork, four routing protocols for wireless sensor networks vizFlooding, Gossiping, GBR and LEACH have been simulated using Tiny OS and their power consumption is studied usingcaorwreiredTOoSuStIuMs.ingAMirceaal2izMaotitoens.of these protocols has been carried out using mica 2 motes

DNA Sequence Representation methods

DNA sequence representation methods are used to denote a gene structure effectively and help in similarities/dissimilarities analysis of coding sequences. Many different kinds of representations have been proposed in the literature. They can be broadly classified into Numerical, Graphical, Geometrical and Hybrid representation methods. DNA structure and function analysis are made easy with graphical and geometrical representation methods since it gives visual representation of a DNA structure. In numerical method, numerical values are assigned to a sequence and digital signal processing methods are used to analyze the sequence. Hybrid approaches are also reported in the literature to analyze DNA sequences. This paper reviews the latest developments in DNA Sequence representation methods. We also present a taxonomy of various methods. A comparison of these methods where ever possible is also done

Speech Recognition of Malayalam Numbers

Digit speech recognition is important in many applications such as automatic data entry, PIN entry, voice dialing telephone, automated banking system, etc. This paper presents speaker independent speech recognition system for Malayalam digits. The system employs Mel frequency cepstrum coefficient (MFCC) as feature for signal processing and Hidden Markov model (HMM) for recognition. The system is trained with 21 male and female voices in the age group of 20 to 40 years and there was 98.5% word recognition accuracy (94.8% sentence recognition accuracy) on a test set of continuous digit recognition task.

A System for Offline Recognition of Handwritten Characters in Malayalam Script

In this paper, we propose a handwritten character recognition system for Malayalam language. The feature extraction phase consists of gradient and curvature calculation and dimensionality reduction using Principal Component Analysis. Directional information from the arc tangent of gradient is used as gradient feature. Strength of gradient in curvature direction is used as the curvature feature. The proposed system uses a combination of gradient and curvature feature in reduced dimension as the feature vector. For classification, discriminative power of Support Vector Machine (SVM) is evaluated. The results reveal that SVM with Radial Basis Function (RBF) kernel yield the best performance with 96.28% and 97.96% of accuracy in two different datasets. This is the highest accuracy ever reported on these datasets

Spectral clustering independent component analysis for tissue classification from brain MRI

A spectral angle based feature extraction method, Spectral Clustering Independent Component Analysis (SC-ICA), is proposed in this work to improve the brain tissue classification from Magnetic Resonance Images (MRI). SC-ICA provides equal priority to global and local features; thereby it tries to resolve the inefficiency of conventional approaches in abnormal tissue extraction. First, input multispectral MRI is divided into different clusters by a spectral distance based clustering. Then, Independent Component Analysis (ICA) is applied on the clustered data, in conjunction with Support Vector Machines (SVM) for brain tissue analysis. Normal and abnormal datasets, consisting of real and synthetic T1-weighted, T2-weighted and proton density/fluid-attenuated inversion recovery images, were used to evaluate the performance of the new method. Comparative analysis with ICA based SVM and other conventional classifiers established the stability and efficiency of SC-ICA based classification, especially in reproduction of small abnormalities. Clinical abnormal case analysis demonstrated it through the highest Tanimoto Index/accuracy values, 0.75/98.8%, observed against ICA based SVM results, 0.17/96.1%, for reproduced lesions. Experimental results recommend the proposed method as a promising approach in clinical and pathological studies of brain diseases

Brain Tissue Classification from Multispectral MRI by Wavelet based Principal Component Analysis

In this paper, we propose a multispectral analysis system using wavelet based Principal Component Analysis (PCA), to improve the brain tissue classification from MRI images. Global transforms like PCA often neglects significant small abnormality details, while dealing with a massive amount of multispectral data. In order to resolve this issue, input dataset is expanded by detail coefficients from multisignal wavelet analysis. Then, PCA is applied on the new dataset to perform feature analysis. Finally, an unsupervised classification with Fuzzy C-Means clustering algorithm is used to measure the improvement in reproducibility and accuracy of the results. A detailed comparative analysis of classified tissues with those from conventional PCA is also carried out. Proposed method yielded good improvement in classification of small abnormalities with high sensitivity/accuracy values, 98.9/98.3, for clinical analysis. Experimental results from synthetic and clinical data recommend the new method as a promising approach in brain tissue analysis.