EEG Signal Processing and Machine Learning

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance. Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.

Electroencephalograms (EEGs) are becoming increasingly important measurements of brain activity and they have great potential for the diagnosis and treatment of mental and brain diseases and abnormalities. With appropriate interpretation methods they are emerging as a key methodology to satisfy the increasing global demand for more affordable and effective clinical and healthcare services. Developing and understanding advanced signal processing techniques for the analysis of EEG signals is crucial in the area of biomedical research. This book focuses on these techniques, providing expansive coverage of algorithms and tools from the field of digital signal processing. It discusses their applications to medical data, using graphs and topographic images to show simulation results that assess the efficacy of the methods. Additionally, expect to find: explanations of the significance of EEG signal analysis and processing (with examples) and a useful theoretical and mathematical background for the analysis and processing of EEG signals; an exploration of normal and abnormal EEGs, neurological symptoms and diagnostic information, and representations of the EEGs; reviews of theoretical approaches in EEG modelling, such as restoration, enhancement, segmentation, and the removal of different internal and external artefacts from the EEG and ERP (event-related potential) signals; coverage of major abnormalities such as seizure, and mental illnesses such as dementia, schizophrenia, and Alzheimer’s disease, together with their mathematical interpretations from the EEG and ERP signals and sleep phenomenon; descriptions of nonlinear and adaptive digital signal processing techniques for abnormality detection, source localization and brain-computer interfacing using multi-channel EEG data with emphasis on non-invasive techniques, together with future topics for research in the area of EEG signal processing. The information within EEG Signal Processing has the potential to enhance the clinically-related information within EEG signals, thereby aiding physicians and ultimately providing more cost effective, efficient diagnostic tools. It will be beneficial to psychiatrists, neurophysiologists, engineers, and students or researchers in neurosciences. Undergraduate and postgraduate biomedical engineering students and postgraduate epileptology students will also find it a helpful reference.

This book provides a balanced account of analog, digital and mixed-mode signal processing with applications in telecommunications. Part I Perspective gives an overview of the areas of Systems on a Chip (Soc) and mobile communication which are used to demonstrate the complementary relationship between analog and digital systems. Part II Analog (continuous-time) and Digital Signal Processing contains both fundamental and advanced analysis, and design techniques, of analog and digital systems. This includes analog and digital filter design; fast Fourier transform (FFT) algorithms; stochastic signals; linear estimation and adaptive filters. Part III Analog MOS Integrated Circuits for Signal Processing covers basic MOS transistor operation and fabrication through to the design of complex integrated circuits such as high performance Op Amps, Operational Transconductance Amplifiers (OTA's) and Gm-C circuits. Part IV Switched-capacitor and Mixed-mode Signal Processing outlines the design of switched-capacitor filters, and concludes with sigma-delta data converters as an extensive application of analog and digital signal processing Contains the fundamentals and advanced techniques of continuous-time and discrete-time signal processing. Presents in detail the design of analog MOS integrated circuits for signal processing, with application to the design of switched-capacitor filters. Uses the comprehensive design of integrated sigma-delta data converters to illustrate and unify the techniques of signal processing. Includes solved examples, end of chapter problems and MATLAB® throughout the book, to help readers understand the mathematical complexities of signal processing. The treatment of the topic is at the senior undergraduate to graduate and professional levels, with sufficient introductory material for the book to be used as a self-contained reference.

Informatics and Machine Learning Discover a thorough exploration of how to use computational, algorithmic, statistical, and informatics methods to analyze digital data Informatics and Machine Learning: From Martingales to Metaheuristics delivers an interdisciplinary presentation on how analyze any data captured in digital form. The book describes how readers can conduct analyses of text, general sequential data, experimental observations over time, stock market and econometric histories, or symbolic data, like genomes. It contains large amounts of sample code to demonstrate the concepts contained within and assist with various levels of project work. The book offers a complete presentation of the mathematical underpinnings of a wide variety of forms of data analysis and provides extensive examples of programming implementations. It is based on two decades worth of the distinguished author’s teaching and industry experience. A thorough introduction to probabilistic reasoning and bioinformatics, including Python shell scripting to obtain data counts, frequencies, probabilities, and anomalous statistics, or use with Bayes’ rule An exploration of information entropy and statistical measures, including Shannon entropy, relative entropy, maximum entropy (maxent), and mutual information A practical discussion of ad hoc, ab initio , and bootstrap signal acquisition methods, with examples from genome analytics and signal analytics Perfect for undergraduate and graduate students in machine learning and data analytics programs, Informatics and Machine Learning: From Martingales to Metaheuristics will also earn a place in the libraries of mathematicians, engineers, computer scientists, and life scientists with an interest in those subjects.

Machine learning and optimization techniques are revolutionizing our world. Other types of information technology have not progressed as rapidly in recent years, in terms of real impact. The aim of this book is to present some of the innovative techniques in the field of optimization and machine learning, and to demonstrate how to apply them in the fields of engineering.

Optimization and Machine Learning presents modern advances in the selection, configuration and engineering of algorithms that rely on machine learning and optimization. The first part of the book is dedicated to applications where optimization plays a major role, and the second part describes and implements several applications that are mainly based on machine learning techniques. The methods addressed in these chapters are compared against their competitors, and their effectiveness in their chosen field of application is illustrated.

An in-depth treatment of algorithms and standards for perceptual coding of high-fidelity audio, this self-contained reference surveys and addresses all aspects of the field. Coverage includes signal processing and perceptual (psychoacoustic) fundamentals, details on relevant research and signal models, details on standardization and applications, and details on performance measures and perceptual measurement systems. It includes a comprehensive bibliography with over 600 references, computer exercises, and MATLAB-based projects for use in EE multimedia, computer science, and DSP courses. An ftp site containing supplementary material such as wave files, MATLAB programs and workspaces for the students to solve some of the numerical problems and computer exercises in the book can be found at ftp://ftp.wiley.com/public/sci_tech_med/audio_signal

When Speech and Audio Signal Processing published in 1999, it stood out from its competition in its breadth of coverage and its accessible, intutiont-based style. This book was aimed at individual students and engineers excited about the broad span of audio processing and curious to understand the available techniques. Since then, with the advent of the iPod in 2001, the field of digital audio and music has exploded, leading to a much greater interest in the technical aspects of audio processing. This Second Edition will update and revise the original book to augment it with new material describing both the enabling technologies of digital music distribution (most significantly the MP3) and a range of exciting new research areas in automatic music content processing (such as automatic transcription, music similarity, etc.) that have emerged in the past five years, driven by the digital music revolution. New chapter topics include: Psychoacoustic Audio Coding, describing MP3 and related audio coding schemes based on psychoacoustic masking of quantization noise Music Transcription, including automatically deriving notes, beats, and chords from music signals. Music Information Retrieval, primarily focusing on audio-based genre classification, artist/style identification, and similarity estimation. Audio Source Separation, including multi-microphone beamforming, blind source separation, and the perception-inspired techniques usually referred to as Computational Auditory Scene Analysis (CASA).

A comprehensive guide to the theory and practice of signal enhancement and array signal processing, including matlab codes, exercises and instructor and solution manuals Systematically introduces the fundamental principles, theory and applications of signal enhancement and array signal processing in an accessible manner Offers an updated and relevant treatment of array signal processing with rigor and concision Features a companion website that includes presentation files with lecture notes, homework exercises, course projects, solution manuals, instructor manuals, and Matlab codes for the examples in the book

A complete and systematic treatment of signal processing for VoIP voice and fax This book presents a consolidated view and basic approach to signal processing for VoIP voice and fax solutions. It provides readers with complete coverage of the topic, from how things work in voice and fax modules, to signal processing aspects, implementation, and testing. Beginning with an overview of VoIP infrastructure, interfaces, and signals, the book systematically covers: Voice compression Packet loss concealment techniques DTMF detection, generation, and rejection Wideband voice modules operation VoIP Voice-Network bit rate calculations VoIP voice testing Fax over IP and modem over IP Country deviations of PSTN mapped to VoIP VoIP on different processors and architectures Generic VAD-CNG for waveform codecs Echo cancellation Caller ID features in VoIP Packetization—RTP, RTCP, and jitter buffer Clock sources for VoIP applications Fax operation on PSTN, modulations, and fax messages Fax over IP payload formats and bit rate calculations Voice packets jitter with large data packets VoIP voice quality Over 100 questions and answers on voice and more than seventy questions and answers on fax are provided at the back of the book to reinforce the topics covered throughout the text. Additionally, several clarification, interpretation, and discussion sections are included in selected chapters to aide in readers' comprehension. VoIP Voice and Fax Signal Processing is an indispensable resource for professional electrical engineers, voice and fax solution developers, product and deployment support teams, quality assurance and test engineers, and computer engineers. It also serves as a valuable textbook for graduate-level students in electrical engineering and computer engineering courses.