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Course Detail

Course Name Multivariate Time-Series Analysis
Course Code 25BI633
Program M. Tech. in Biomedical Engineering & Artificial Intelligence (For Working Professionals and Regular Students)
Credits 3
Campus Amritapuri

Syllabus

Syllabus

Concept of random variables – Stochastic processes – Relations among random variables – correlation, multiple correlation, and partial correlation – Univariate and multivariate Gaussian distributions – Univariate Time Series – Time domain approach – Frequency domain approach. Time series models – AR Models, ARMA Models – Multivariate Time Series – Time domain approach and spectral domain approach – Assessing relations among time series in the spectral domain – Data based estimation versus model based estimation – Principal Component Analysis (PCA) – Signal decorrelation – Independent Component Analysis (ICA). 

Data compression of EEG and ECG signals – EMG Source signal separation techniques – EEG signal separation and Pattern Classification – Correlation of Biomedical signals – Evaluating causal relations in biomedical systems – Case studies – ICA based analysis on neurological disorders using EEG – Deep learning-based arrhythmia classification using EEG. 

Objectives and Outcomes

Learning Objectives 

LO1 To provide basic concepts of multivariate signals. 

LO2 To impart knowledge on statistical analysis of multivariate time series data. 

LO3 To introduce time and spectral domain approaches for analysing multivariate biomedical data. 

 

Course Outcomes 

CO1 Ability to understand the basics of multivariate signal processing. CO2 Ability to apply statistical analysis for multivariate time series data. CO3 Ability to analyse multi-domain features of Biomedical signals. 

CO4 Ability to evaluate performance of multivariate signal processing algorithms.

Text Books / References

  1. William W. S. Wei, Multivariate Time Series Analysis and Applications, Wiley, 2019. 
  2. Katarzyn Blinowska, Jaroslaw Zygierewicz, Practical Biomedical Signal Analysis Using MATLAB -Multiple channels (multivariate) signal, CRC press, 2011. 
  3. Johnson, Applied Multivariate Statistical Analysis, PHI publisher, 2012. 
  4. Jocelyn Chanussot, Jocelyn Chanussot, Kacem Chehdi, Multivariate Image processing, Wile Publication, 2009. 

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