yule-walker

ARIMA(1, d, 0) autoregressive integrated time series predictor with sample autocorrelation estimation

ARIMA(1, d, 0) autoregressive integrated time series predictor with sample autocorrelation estimation

Implementation of Linear Prediction Coding (LPC) for speech signal analysis, including LPC reconstruction, prediction error, autocorrelation recovery, Levinson-Durbin recursion, and comparison of Autocorrelation and Covariance methods.

This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

This repository contains a collection of assignments completed for the System Identification and Parameter Estimation (TIP7044) course at the Federal University of Ceará during my Master's degree.

MATLAB DSP coursework — intro (sampling, aliasing, FFT) through advanced (Butterworth/impulse-invariance filter design, Yule-Walker AR spectral estimation, steepest-descent adaptive filtering) (BGU ECE)