F7ABBAZD - Biomedical Data Analysis and Processing

Time series analysis, trends, mutual dependency, stationarity. Correlation function and covariance function. Algorithms of correlation function estimation. Impact of removing trends to autocorrelation function. Periodogram - relationship between corellogram and periodogram. Frequency spectrum, spectrum of random signals. Linear frequency filtering. AR, ARMA, and MA processes. Spectral analysis. FFT algorithm. Non-parametric methods of the frequency spectrum estimation. Positives and negatives of the specteal analysis. Repeated measurements and analysis of their properties. AR a ARMA model parameter identification. Prediction. Bivariance analysis of time series - cross-correlation and cross-covariance and their estimation. Bispectrum.

- tutorials: 2 control test

- examination: written test

1. Time series analysis - fundamentals; trends, mutual dependency, stationarity. Correlation function and covariance function. Algorithms of correlation function estimation.

2. Impact of removing trends to autocorrelation function. Periodogram - relationship between corellogram and periodogram.

3. Frequency spectrum, spectrum of random signals. Linear frequency filtering.

4. AR, ARMA, and MA processes. Spectral analysis. FFT algorithm.

5. Non-parametric methods of the frequency spectrum estimation. Positives and negatives of the spectral analysis.

6. Repeated measurements and analysis of their properties.11. AR and ARMA model parameter identification.

7. Prediction. Bivariance analysis of time series - cross-correlation and cross-covariance. Estimation of cross-correlation and cross-covariance functions. Bispectrum.

1. Time series filtering (MA), time series decomposition.

2. Box-Jenkinson methodology.

3. Control test (25 points), interpolation and time series processing.

4. Classification task.

5. Cluster analysis.

6. Implementation of the fuzzy approximator.

7. Control test (25 points).

to provide students with basic methods of statistical processing time series typical for life sciences

[1]Diggle P.J. Time Series. A Biostatistical Introduction. Clarendon Press. Oxford 1996

[2]Weiss S.M., Indurkhya N. Predictive Data Mining

• Biomedical Technology (compulsory elective course)
• Biomedical Technology (compulsory elective course)