: This thesis applies neural network feature selection techniques to multivariate time series data to improve prediction of a target time series. Two approaches to feature selection are used. First, a subset enumeration method is used to determine which financial indicators are most useful for aiding in prediction of the S&P 500 futures daily price. The candidate indicators evaluated include RSI, Stochastics and several moving averages. Results indicate that the Stochastics and RSI indicators result in better prediction results than the moving averages. The second approach to feature selection is calculation of individual saliency metrics. A new decision boundary-based individual saliency metric, and a classifier independent saliency metric are developed and tested. Ruck's saliency metric, the decision boundary based saliency metric, and the classifier independent saliency metric are compared for a data set consisting of the RSI and Stochastics indicators as well as delayed closing price values. The decision based metric and the Ruck metric results are similar, but the classifier independent metric agrees with neither of the other metrics. The nine most salient features, determined by the decision boundary based metric, are used to train a neural network and the results are presented and compared to other published results. (AN)

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Nonlinear Time Series Analysis.

Space-Time Block Coding for Wireless Communications

The emerging massive/large-scale multiple-input multiple-output (LS-MIMO) systems that rely on very large antenna arrays have become a hot topic of wireless communications. Compared to multi-antenna aided systems being built at the time of this writing, such as the long-term evolution (LTE) based fourth generation (4G) mobile communication system which allows for up to eight antenna elements at the base station (BS), the LS-MIMO system entails an unprecedented number of antennas, say 100 or more, at the BS. The huge leap in the number of BS antennas opens the door to a new research field in communication theory, propagation and electronics, where random matrix theory begins to play a dominant role. Interestingly, LS-MIMOs also constitute a perfect example of one of the key philosophical principles of the Hegelian Dialectics, namely, that “quantitative change leads to qualitative change.” In this treatise, we provide a recital on the historic heritages and novel challenges facing LS-MIMOs from a detection perspective. First, we highlight the fundamentals of MIMO detection, including the nature of co-channel interference (CCI), the generality of the MIMO detection problem, the received signal models of both linear memoryless MIMO channels and dispersive MIMO channels exhibiting memory, as well as the complex-valued versus real-valued MIMO system models. Then, an extensive review of the representative MIMO detection methods conceived during the past 50 years (1965–2015) is presented, and relevant insights as well as lessons are inferred for the sake of designing complexity-scalable MIMO detection algorithms that are potentially applicable to LS-MIMO systems. Furthermore, we divide the LS-MIMO systems into two types, and elaborate on the distinct detection strategies suitable for each of them. The type-I LS-MIMO corresponds to the case where the number of active users is much smaller than the number of BS antennas, which is currently the mainstream definition of LS-MIMO. The type-II LS-MIMO corresponds to the case where the number of active users is comparable to the number of BS antennas. Finally, we discuss the applicability of existing MIMO detection algorithms in LS-MIMO systems, and review some of the recent advances in LS-MIMO detection.

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Fifty Years of MIMO Detection: The Road to Large-Scale MIMOs

Goal : Continuous blood pressure (BP) monitoring can provide invaluable information about individuals’ health conditions. However, BP is conventionally measured using inconvenient cuff-based instruments, which prevents continuous BP monitoring. This paper presents an efficient algorithm, based on the pulse arrival time (PAT), for the continuous and cuffless estimation of the systolic BP, diastolic blood pressure (DBP), and mean arterial pressure (MAP) values. Methods : The proposed framework estimates the BP values through processing vital signals and extracting two types of features, which are based on either physiological parameters or whole-based representation of vital signals. Finally, the regression algorithms are employed for the BP estimation. Although the proposed algorithm works reliably without any need for calibration, an optional calibration procedure is also suggested, which can improve the system's accuracy even further. Results : The proposed method is evaluated on about a thousand subjects using the Association for the Advancement of Medical Instrumentation (AAMI) and the British Hypertension Society (BHS) standards. The method complies with the AAMI standard in the estimation of DBP and MAP values. Regarding the BHS protocol, the results achieve grade A for the estimation of DBP and grade B for the estimation of MAP. Conclusion : We conclude that by using the PAT in combination with informative features from the vital signals, the BP can be accurately and reliably estimated in a noninvasive fashion. Significance : The results indicate that the proposed algorithm for the cuffless estimation of the BP can potentially enable mobile health-care gadgets to monitor the BP continuously.

Cuffless Blood Pressure Estimation Algorithms for Continuous Health-Care Monitoring

The measurement of blood pressure (BP) is critical to the treatment and management of many medical conditions. High blood pressure is associated with many chronic disease conditions, and is a major source of mortality and morbidity around the world. For outpatient care as well as general health monitoring, there is great interest in being able to accurately and frequently measure BP outside of a clinical setting, using mobile or wearable devices. One possible solution is photoplethysmography (PPG), which is most commonly used in pulse oximetry in clinical settings for measuring oxygen saturation. PPG technology is becoming more readily available, inexpensive, convenient, and easily integrated into portable devices. Recent advances include the development of smartphones and wearable devices that collect pulse oximeter signals. In this article, we review (i) the state-of-the-art and the literature related to PPG signals collected by pulse oximeters, (ii) various theoretical approaches that have been adopted in PPG BP measurement studies, and (iii) the potential of PPG measurement devices as a wearable application. Past studies on changes in PPG signals and BP are highlighted, and the correlation between PPG signals and BP are discussed. We also review the combined use of features extracted from PPG and other physiological signals in estimating BP. Although the technology is not yet mature, it is anticipated that in the near future, accurate, continuous BP measurements may be available from mobile and wearable devices given their vast potential.

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The use of photoplethysmography for assessing hypertension

Recently a few methods have been proposed in the literature for non-invasive cuff-less estimation of systolic and diastolic blood pressures. One of the most prominent methods is to use the Pulse Transit Time (PTT). Although it is proven that PTT has a strong correlation with the systolic and diastolic blood pressures, this relation is highly dependent to each individuals physiological properties. Therefore, it requires per person calibration for accurate and reliable blood pressure estimation from PTT, which is a big drawback. To alleviate this issue, in this paper, a novel method is proposed for accurate and reliable estimation of blood pressure that is calibration-free. This goal is accomplished by extraction of several physiological parameters from Photoplethysmography (PPG) signal as well as utilizing signal processing and machine learning algorithms. The results show that the accuracy of the proposed method achieves grade B for the estimation of the diastolic blood pressure and grade C for the estimation of the mean arterial pressure under the standard British Hypertension Society (BHS) protocol.

Cuff-less high-accuracy calibration-free blood pressure estimation using pulse transit time

This paper presents a novel blood pressure (BP) estimation method based on pulse transit time (PTT) and pulse arrival time (PAT) to estimate the systolic BP (SBP) and the diastolic BP (DBP). A data acquisition hardware is designed for high-resolution sampling of phonocardiogram (PCG), photoplethysmogram, and electrocardiogram (ECG). PCG and ECG perform as the proximal timing reference to obtain PTT and PAT indices, respectively. In order to derive a BP estimator model, a calibration procedure, including a supervised physical exercise, is conducted for each individual, which causes changes in their BP, and then, a number of reference BPs are measured alongside the acquisition of the signals per subject. It is suggested to use a force-sensing resistor that is placed under the cuff of the BP reference device to mark the exact moments of reference BP measurements, which are corresponding to the inflation of the cuff. Additionally, a novel BP estimator nonlinear model, based on the theory of elastic tubes, is introduced to estimate the BP using PTT/PAT values precisely. The proposed method is evaluated on 32 subjects. Using the PTT index, the correlation coefficients for SBP and DBP estimation are 0.89 and 0.84, respectively. Using the PAT index, the correlation coefficients for SBP and DBP estimation are 0.95 and 0.84, respectively. The results show that the proposed method, exploiting the introduced nonlinear model with the use of PAT index or PTT index, provides a reliable estimation of SBP and DBP.

Nonlinear Cuffless Blood Pressure Estimation of Healthy Subjects Using Pulse Transit Time and Arrival Time

This paper introduces a novel scalable pipelined VLSI architecture for a 4 × 4 64-QAM hard-output multiple-input-multiple-output (MIMO) detector based on K-best lattice decoders. The key contribution is a means of expanding the intermediate nodes of the search tree on-demand, rather than exhaustively, along with three types of distributed sorters operating in a pipelined structure. The proposed architecture has a fixed critical path independent of the constellation size, on-demand expansion scheme, efficient distributed sorters, and is scalable to higher number of antennas. Fabricated in 0.13 μm CMOS, it occupies 0.95 mm2 core area. Operating at 282 MHz clock frequency, it dissipates 135 mW at 1.3 V supply with no BER performance loss. It achieves an SNR-independent throughput of 675 Mbps satisfying the requirements of IEEE 802.16m and long term evolution (LTE) systems. The measurements confirm that this design consumes 3.0 × less energy/bit and operates at a significantly higher throughput compared to the best previously published design.

A 675 Mbps, 4 $\times$ 4 64-QAM K-Best MIMO Detector in 0.13 $\mu{\rm m}$ CMOS

An efficient lattice-reduction (LR) aided implementation of the K-best algorithm is proposed for the general infinite lattice detection problem, which is realized with about 80% less complexity than currently reported architectures. The saving in complexity is achieved by the introduction of an on-demand candidate generation scheme along with a distributed sorting scheme. The proposed scheme does not require any a priori knowledge of the candidate displacement as it expands the candidates using the Schnorr-Euchner method. It is scalable in terms of the number of transmit antennas and its complexity grows sub-linearly with the constellation order. The parallelism intrinsic to the algorithm makes it suitable for the pipelined VLSI implementation.

Mahdi Shabany

Papers

Cuffless Blood Pressure Estimation Algorithms for Continuous Health-Care Monitoring

Cuff-less high-accuracy calibration-free blood pressure estimation using pulse transit time

Nonlinear Cuffless Blood Pressure Estimation of Healthy Subjects Using Pulse Transit Time and Arrival Time

A 675 Mbps, 4 $\times$ 4 64-QAM K-Best MIMO Detector in 0.13 $\mu{\rm m}$ CMOS

The application of lattice-reduction to the K-Best algorithm for near-optimal MIMO detection