Produce a discrete time series, Engineering Mathematics

Assignment Help:

Produce a discrete time series y(ti) by super positioning 5 cosinusoidal components,

419_Produce a discrete time series.png

for your own choice of the amplitudes (aj) and frequencies (fj).

Add some Gaussian noise to each digitised value. Experiment with amplitudes (including that of the noise term), and frequencies, showing results graphically. Then smooth your noisy time series with at least two different filters, e.g., a simple moving average smoother and an order two binomial filter.

1181_Produce a discrete time series1.png

Discuss the relative performance of the smoothers. You should consider quantifiable parameters such as; variance, r.m.s. deviations from the noise-free time series, and signal attenuation. Comment on the validity of the expression below, for your chosen smoother.

1725_Produce a discrete time series2.png


Related Discussions:- Produce a discrete time series

Profit per unit , A company's full profit per unit production is given by t...

A company's full profit per unit production is given by the function y = -5x 2 +17x-12  where x is the number of items produced (in hundreds) and the y is the profit per unit (in

., parabola

parabola

Calculate principal value of the root, Compute the (real and imaginary part...

Compute the (real and imaginary parts of the) principal value of the eighth root of (a + ib) to 3 decimal places (accurate to 10 -3 ). Call the real part "m 7 ", and the imagina

Vector, prove that A=3i+j-2k, B=-i+3j+4k ,C=4i-2j-6k and find the length of...

prove that A=3i+j-2k, B=-i+3j+4k ,C=4i-2j-6k and find the length of the triangle

Set up a scatter diagram for speed, A research analyst for an oil company w...

A research analyst for an oil company wants to develop a model to predict miles per gallon based on highway speed. An experiment is designed in which a test car is driven at speeds

Linear Programming, A company manufactures an assembly consisting of a fram...

A company manufactures an assembly consisting of a frame, a shaft, and a ball bearing. The company manufactures the shafts and frames but purchases the ball bearings from a ball be

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd