Course description

Prediction, smoothing and filtering of 1D signals, with an emphasis on data from mobile devices (e.g. accelerometry, audio, GPS). Wavelet and Fourier transforms. Fundamentals of time series analysis. Methods that scale to very large data sets. Programming in Matlab or Python.


3 credits, Tue. Thu. 10:30-11:45. The first meeting is Thursday 9/4


Please start the subject of all emails with "CS5660". Thanks!

Grading and workload

The course will include three programming assignments, due approximately once per month. Currently the due dates are October 3, November 7 and December 5.  

Schedule of lectures

Current lecture schedule is here