This thesis examines three decomposition techniques and their usability for economic and financial time series. The stock index DAX30 and the exchange rate from British pound to US dollar are used as representative economic time series. Additionally, autoregressive and conditional heteroscedastic simulations are analysed as benchmark processes to the real data. Discrete wavelet transform (DWT) uses wavelike functions to adapt the behaviour of time series on different time scales. The second method is the singular spectral analysis (SSA), which is applied to extract influential reconstructed modes. As a third algorithm, empirical mode decomposition (END) leads to intrinsic mode functions, who reflect the short and long term fluctuations of the time series. Some problems arise in the decomposition process, such as bleeding at the DWT method or mode mixing of multiple EMD mode functions. Conclusions to evaluate the predictability of the time series are drawn based on entropy - and recurrence - analysis. The cyclic behaviour of the decompositions is examined via the coefficient of variation, based on the instantaneous frequency. The results show rising predictability, especially on higher decomposition levels. The instantaneous frequency measure leads to low values for regular oscillatory cycles, irregular behaviour results in a high variation coefficient. The singular spectral analysis show frequency - stable cycles in the reconstructed modes, but represents the influences of the original time series worse than the other two methods, which show on the contrary very little frequency - stability in the extracted details.

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This thesis examines three decomposition techniques and their usability for economic and financial time series. The stock index DAX30 and the exchange rate from British pound to US dollar are used as representative economic time series. Additionally, autoregressive and conditional heteroscedastic simulations are analysed as benchmark processes to the real data. Discrete wavelet transform (DWT) uses wavelike functions to adapt the behaviour of time series on different time scales. The second method is the singular spectral analysis (SSA), which is applied to extract influential reconstructed modes. As a third algorithm, empirical mode decomposition (END) leads to intrinsic mode functions, who reflect the short and long term fluctuations of the time series. Some problems arise in the decomposition process, such as bleeding at the DWT method or mode mixing of multiple EMD mode functions. Conclusions to evaluate the predictability of the time series are drawn based on entropy - and recurrence - analysis. The cyclic behaviour of the decompositions is examined via the coefficient of variation, based on the instantaneous frequency. The results show rising predictability, especially on higher decomposition levels. The instantaneous frequency measure leads to low values for regular oscillatory cycles, irregular behaviour results in a high variation coefficient. The singular spectral analysis show frequency - stable cycles in the reconstructed modes, but represents the influences of the original time series worse than the other two methods, which show on the contrary very little frequency - stability in the extracted details.:1. Einleitung 2. Datengrundlage 2.1. Auswahl und Besonderheiten ökonomischer Zeitreihen 2.2. Simulationsstudie mittels AR-Prozessen 2.3. Simulationsstudie mittels GARCH-Prozessen 3. Zerlegung mittels modernen Techniken der Zeitreihenanalyse 3.1. Diskrete Wavelet Transformation 3.2. Singulärsystemanalyse 3.3. Empirische Modenzerlegung 4. Bewertung der Vorhersagbarkeit 4.1. Entropien als Maß der Kurzzeit-Vorhersagbarkeit 4.2. Rekurrenzanalyse 4.3. Frequenzstabilität der Zerlegung 5. Durchführung und Interpretation der Ergebnisse 5.1. Visuelle Interpretation der Zerlegungen 5.2. Beurteilung mittels Charakteristika 6. Fazit

Over the last century, physiological signals have been broadly analyzed and processed not only to assess the function of the human physiology, but also to better diagnose illnesses or injuries and provide treatment options for patients. In particular, Electrocardiogram (ECG), blood pressure (BP) and impedance are among the most important biomedical signals processed and analyzed. The majority of studies that utilize these signals attempt to diagnose important irregularities such as arrhythmia or blood loss by processing one of these signals. However, the relationship between them is not yet fully studied using computational methods. Therefore, a system that extract and combine features from all physiological signals representative of states such as arrhythmia and loss of blood volume to predict the presence and the severity of such complications is of paramount importance for care givers. This will not only enhance diagnostic methods, but also enable physicians to make more accurate decisions; thereby the overall quality of care provided to patients will improve significantly. In the first part of the dissertation, analysis and processing of ECG signal to detect the most important waves i.e. P, QRS, and T, are described. A wavelet-based method is implemented to facilitate and enhance the detection process. The method not only provides high detection accuracy, but also efficient in regards to memory and execution time. In addition, the method is robust against noise and baseline drift, as supported by the results. The second part outlines a method that extract features from ECG signal in order to classify and predict the severity of arrhythmia. Arrhythmia can be life-threatening or benign. Several methods exist to detect abnormal heartbeats. However, a clear criterion to identify whether the detected arrhythmia is malignant or benign still an open problem. The method discussed in this dissertation will address a novel solution to this important issue. In the third part, a classification model that predicts the severity of loss of blood volume by incorporating multiple physiological signals is elaborated. The features are extracted in time and frequency domains after transforming the signals with Wavelet Transformation (WT). The results support the desirable reliability and accuracy of the system.

In this work, the problem of detecting neuronal spikes or action potentials (AP) in noisy recordings from a Microelectrode Array (MEA) is investigated. In particular, the spike detection algorithms should be less complex and with low computational complexity so as to be amenable for real time applications. The use of the MEA is that it allows collection of extracellular signals from either a single unit or multiple (45) units within a small area. The noisy MEA recordings then undergo basic filtering, digitization and are presented to a computer for further processing. The challenge lies in using this data for detection of spikes from neuronal firings and extracting spatiotemporal patterns from the spike train which may allow control of a robotic limb or other neuroprosthetic device directly from the brain. The aim is to understand the spiking action of the neurons, and use this knowledge to devise efficient algorithms for Brain Machine Interfaces (BMIs). An effective BMI will require a realtime, computationally efficient implementation which can be carried out on a DSP board or FPGA system. The aim is to devise algorithms which can detect spikes and underlying spatio-temporal correlations having computational and time complexities to make a real time implementation feasible on a specialized DSP chip or an FPGA device. The time-frequency localization, multiresolution representation and analysis properties of wavelets make them suitable for analysing sharp transients and spikes in signals and distinguish them from noise resembling a transient or the spike. Three algorithms for the detection of spikes in low SNR MEA neuronal recordings are proposed: 1. A wavelet denoising method based on the Discrete Wavelet Transform (DWT) to suppress the noise power in the MEA signal or improve the SNR followed by standard thresholding techniques to detect the spikes from the denoised signal. 2. Directly thresholding the coefficients of the Stationary (Undecimated) Wavelet Transform (SWT) to detect the spikes. 3. Thresholding the output of a Teager Energy Operator (TEO) applied to the signal on the discrete wavelet decomposed signal resulting in a multiresolution TEO framework. The performance of the proposed three wavelet based algorithms in terms of the accuracy of spike detection, percentage of false positives and the computational complexity for different types of wavelet families in the presence of colored AR(5) (autoregressive model with order 5) and additive white Gaussian noise (AWGN) is evaluated. The performance is further evaluated for the wavelet family chosen under different levels of SNR in the presence of the colored AR(5) and AWGN noise. Chapter 1 gives an introduction to the concept behind Brain Machine Interfaces (BMIs), an overview of their history, the current state-of-the-art and the trends for the future. It also describes the working of the Microelectrode Arrays (MEAs). The generation of a spike in a neuron, the proposed mechanism behind it and its modeling as an electrical circuit based on the Hodgkin-Huxley model is described. An overview of some of the algorithms that have been suggested for spike detection purposes whether in MEA recordings or Electroencephalographic (EEG) signals is given. Chapter 2 describes in brief the underlying ideas that lead us to the Wavelet Transform paradigm. An introduction to the Fourier Transform, the Short Time Fourier Transform (STFT) and the Time-Frequency Uncertainty Principle is provided. This is followed by a brief description of the Continuous Wavelet Transform and the Multiresolution Analysis (MRA) property of wavelets. The Discrete Wavelet Transform (DWT) and its filter bank implementation are described next. It is proposed to apply the wavelet denoising algorithm pioneered by Donoho, to first denoise the MEA recordings followed by standard thresholding technique for spike detection. Chapter 3 deals with the use of the Stationary or Undecimated Wavelet Transform (SWT) for spike detection. It brings out the differences between the DWT and the SWT. A brief discussion of the analysis of non-stationary time series using the SWT is presented. An algorithm for spike detection based on directly thresholding the SWT coefficients without any need for reconstructing the denoised signal followed by thresholding technique as in the first method is presented. In chapter 4 a spike detection method based on multiresolution Teager Energy Operator is discussed. The Teager Energy Operator (TEO) picks up localized spikes in signal energy and thus is directly used for spike detection in many applications including R wave detection in ECG and various (alpha, beta) rhythms in EEG. Some basic properties of the TEO are discussed followed by the need for a multiresolution approach to TEO and the methods existing in literature. The wavelet decomposition and the subsampled signal involved at each level naturally lends it to a multiresolution TEO framework at the same time significantly reducing the computational complexity due the subsampled signal at each level. A wavelet-TEO algorithm for spike detection with similar accuracies as the previous two algorithms is proposed. The method proposed here differs significantly from that in literature since wavelets are used instead of time domain processing. Chapter 5 describes the method of evaluation of the three algorithms proposed in the previous chapters. The spike templates are obtained from MEA recordings, resampled and normalized for use in spike trains simulated as Poisson processes. The noise is modeled as colored autoregressive (AR) of order 5, i.e AR(5), as well as Additive White Gaussian Noise (AWGN). The noise in most human and animal MEA recordings conforms to the autoregressive model with orders of around 5. The AWGN Noise model is used in most spike detection methods in the literature. The performance of the proposed three wavelet based algorithms is measured in terms of the accuracy of spike detection, percentage of false positives and the computational complexity for different types of wavelet families. The optimal wavelet for this purpose is then chosen from the wavelet family which gives the best results. Also, optimal levels of decomposition and threshold factors are chosen while maintaining a balance between accuracy and false positives. The algorithms are then tested for performance under different levels of SNR with the noise modeled as AR(5) or AWGN. The proposed wavelet based algorithms exhibit a detection accuracy of approximately 90% at a low SNR of 2.35 dB with the false positives below 5%. This constitutes a significant improvement over the results in existing literature which claim an accuracy of 80% with false positives of nearly 10%. As the SNR increases, the detection accuracy increases to close to 100% and the false alarm rate falls to 0. Chapter 6 summarizes the work. A comparison is made between the three proposed algorithms in terms of detection accuracy and false positives. Directions in which future work may be carried out are suggested.

This diploma thesis deals with the methods of despeckling in ultrasound images. Ultrasound imaging and related artifacts are described in more details. Ultrasound imaging has its pros and cons, where speckle noise is a disadvantage to be solved. Models of origin of this specific noise are referred too. Practical part of this thesis aims on filtering speckled images by basic and advanced filtering methods as are linear filtering, median filtering, application of Frost filter, QGDCT, geometric filtering, anisotropic diffusion filtering and filtering based on wavelet transformation. Results are compared on the basis of objective criteria.

Master thesis deals with the study of ultrasound. The first part of this work is devoted to basic physical principles, imaging modes, ultrasound probes, biological effects and the last part is associated with the artifact associated with ultrasound waves. In the next part the specific noise called speckle noise is detaily discussed. The description includes both a mathematical and a statistical view. Several methods are described to eliminate this noise. In the practical part the described methods are realized and compared based on objective and subjective evaluation.

In my thesis, I focus on the task of recognizing human iris from an image.In the beginning, the work deals with a question of biometrics, its importance and basic concepts, which are necessary for use in following text. Subsequently process of human Iris detection is described together with theory of evolution algorithms. In the implementation part, is described the design of implemented solution, which uses evolution algorithms, where is emphasis on correct pupil and iris boundary detection.