Financial Signal Processing and Machine Learning

Explore cutting edge techniques at the forefront of electroencephalogram research and artificial intelligence from leading voices in the field The newly revised Second Edition of EEG Signal Processing and Machine Learning delivers an inclusive and thorough exploration of new techniques and outcomes in electroencephalogram (EEG) research in the areas of analysis, processing, and decision making about a variety of brain states, abnormalities, and disorders using advanced signal processing and machine learning techniques. The book content is substantially increased upon that of the first edition and, while it retains what made the first edition so popular, is composed of more than 50% new material. The distinguished authors have included new material on tensors for EEG analysis and sensor fusion, as well as new chapters on mental fatigue, sleep, seizure, neurodevelopmental diseases, BCI, and psychiatric abnormalities. In addition to including a comprehensive chapter on machine learning, machine learning applications have been added to almost all the chapters. Moreover, multimodal brain screening, such as EEG-fMRI, and brain connectivity have been included as two new chapters in this new edition. Readers will also benefit from the inclusion of: A thorough introduction to EEGs, including neural activities, action potentials, EEG generation, brain rhythms, and EEG recording and measurement An exploration of brain waves, including their generation, recording, and instrumentation, including abnormal EEG patterns and the effects of ageing and mental disorders A treatment of mathematical models for normal and abnormal EEGs Discussions of the fundamentals of EEG signal processing, including statistical properties, linear and nonlinear systems, frequency domain approaches, tensor factorization, diffusion adaptive filtering, deep neural networks, and complex-valued signal processing Perfect for biomedical engineers, neuroscientists, neurophysiologists, psychiatrists, engineers, and students and researchers in the above areas, the Second Edition of EEG Signal Processing and Machine Learning will also earn a place in the libraries of undergraduate and postgraduate Biomedical Engineering and Neuroscience, including Epileptology, students.

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.

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.

Signal processing plays an increasingly central role in the development of modern telecommunication and information processing systems, with a wide range of applications in areas such as multimedia technology, audio-visual signal processing, cellular mobile communication, radar systems and financial data forecasting. The theory and application of signal processing deals with the identification, modelling and utilisation of patterns and structures in a signal process. The observation signals are often distorted, incomplete and noisy and hence, noise reduction and the removal of channel distortion is an important part of a signal processing system. Advanced Digital Signal Processing and Noise Reduction, Third Edition, provides a fully updated and structured presentation of the theory and applications of statistical signal processing and noise reduction methods. Noise is the eternal bane of communications engineers, who are always striving to find new ways to improve the signal-to-noise ratio in communications systems and this resource will help them with this task. * Features two new chapters on Noise, Distortion and Diversity in Mobile Environments and Noise Reduction Methods for Speech Enhancement over Noisy Mobile Devices. * Topics discussed include: probability theory, Bayesian estimation and classification, hidden Markov models, adaptive filters, multi-band linear prediction, spectral estimation, and impulsive and transient noise removal. * Explores practical solutions to interpolation of missing signals, echo cancellation, impulsive and transient noise removal, channel equalisation, HMM-based signal and noise decomposition. This is an invaluable text for senior undergraduates, postgraduates and researchers in the fields of digital signal processing, telecommunications and statistical data analysis. It will also appeal to engineers in telecommunications and audio and signal processing industries.

A self-contained approach to DSP techniques and applications in radar imaging The processing of radar images, in general, consists of three major fields: Digital Signal Processing (DSP); antenna and radar operation; and algorithms used to process the radar images. This book brings together material from these different areas to allow readers to gain a thorough understanding of how radar images are processed. The book is divided into three main parts and covers: * DSP principles and signal characteristics in both analog and digital domains, advanced signal sampling, and interpolation techniques * Antenna theory (Maxwell equation, radiation field from dipole, and linear phased array), radar fundamentals, radar modulation, and target-detection techniques (continuous wave, pulsed Linear Frequency Modulation, and stepped Frequency Modulation) * Properties of radar images, algorithms used for radar image processing, simulation examples, and results of satellite image files processed by Range-Doppler and Stolt interpolation algorithms The book fully utilizes the computing and graphical capability of MATLAB? to display the signals at various processing stages in 3D and/or cross-sectional views. Additionally, the text is complemented with flowcharts and system block diagrams to aid in readers' comprehension. Digital Signal Processing Techniques and Applications in Radar Image Processing serves as an ideal textbook for graduate students and practicing engineers who wish to gain firsthand experience in applying DSP principles and technologies to radar imaging.