|
|
Estimation of pitch period
Matuštík, Daniel ; Tučková, Jana (referee) ; Sigmund, Milan (advisor)
This diploma thesis with estimation of pitch period of the human voice. The paper listed some of the methods for Estimation of pitch period and method for preprocessing and final processing of the signal after application of functions to determine the frequency of the pitch period in graphical user interface.
|
|
|
Recognition of musical recordings
Masár, Igor ; Horka, Michal (referee) ; Sigmund, Milan (advisor)
This thesis analyzes the specific audio signal-music. It describes the basic methods of analysis of musical signals. The following are mentioned the most common music file formats and the possibility of cross transfer. There are explained terms of music theory, which are also present in this work. They are described and created three ways of detecting melody. It is selected optimal algorithm based on the successful detection of the reference melodies recordings. User interface is created in MATLAB GUI allows recognition of recordings. This interface is tested on few melodies.
|
|
|
LPC Speech Coding
Zapletal, Ondřej ; Kyselý, František (referee) ; Rajmic, Pavel (advisor)
The contents of the thesis "LPC speech coding" are studies of this method of a parametric source coding, explanation of mathematical procedures that are used in it (linear prediction, autocorrelation, Levinson-Durbin algorithm, transfer to a form suitable for transmission, Chebyshev root searching polynomial method) and acquaintance with the signification and application of that method in real speech encoders. The task of the original project of this thesis is a description and simulation of a simple speech encoder based on LPC, which transforms a real speech signal into a bit flow, which contains all of the significant parameters for its backward reconstruction (LSF coefficients, pitch period, excitation level, voice detection - AMDF method). One part of this thesis is a discussion about currently used speech encoders.
|
|
|
Modern coding of speech signals using overcomplete models
Zapletal, Ondřej ; Průša, Zdeněk (referee) ; Rajmic, Pavel (advisor)
The theoretical contents of this thesis are studies of overcomplete models. Those are the models of signals, on which is set for their parametrization more variables, than it's necessary and consequently there's computed so-called sparse solution via iteration algorithms. A goal of this analysis is a selection just of the considerable (sparse) parameters. The theory is based on a linear algebra, vector spaces, bases and so-called frames. The task of the individual project of this thesis is a description and simulation of two speech coders: a classical coder based on linear predictive speech coding and a coder, that's making use of overcomplete stochastic ARMA processes models. A part of their realization is to simulate their decoders and a analyze their reconstruction quality. For their realization there is used MATLAB and an overcomplete models' library (toolbox frames).
|
|
|
Estimation of Fundamental Speech Frequency
Ráček, Tomáš ; Vlach, Jan (referee) ; Vondra, Martin (advisor)
The Bachelor thesis focuses on algorithms with respect to estimation of fundamental speech frequency. First part is introduce to the questions of speech signals and the thesis at this point gives a clue what the core is going to be about. In the second part the nature of speech signal is explained, as well as the process of it’s creation by a person and models for speech generation. In the chapter 3 processing of acoustic signals are described, where pre-processing, segmentation and application of Hamming window on the same acoustic speech signal are included. The next chapter reports on pitch speech frequency signal as a physical magnitude and it's derivation from the pitch period. Furthermore describes, fundamental frequency creation in speech organs, scale range for different people, properties that carries and finally possibilities of it’s usage. Chapter 5 deals with essential principles defining pitch speech frequency in time, frequency and cepstral domain. Chapter 6 contains description of principles, used in situations, where the speech signal is devalued by noise. In the next chapter author describes design and implementation of selected principle. Furthermore, author presents results that have been achieved with this specific principle and compares them to the results of ordinary autocorrelation principle. The final chapter summarises the thesis and discusses about possible further part, extension or improvement of the algorithm.
|
|
|
Autocorrelated residuals of robust regression
Kalina, Jan
The work is devoted to the Durbin-Watson test for robust linear regression methods. First we explain consequences of the autocorrelation of residuals on estimating regression parameters. We propose an asymptotic version of the Durbin-Watson test for regression quantiles and trimmed least squares and derive an asymptotic approximation to the exact null distribution of the test statistic, exploiting the asymptotic representation for both regression estimators. Further, we consider the least weighted squares estimator, which is a highly robust estimator based on the idea to down-weight less reliable observations. We compare various versions of the Durbin-Watson test for the least weighted squares estimator. The asymptotic test is derived using two versions of the asymptotic representation. Finally, we investigate a weighted Durbin-Watson test using the weights determined by the least weighted squares estimator. The exact test is described and also an asymptotic approximation to the distribution of the weighted statistic under the null hypothesis is obtained.
|
|
|
GRETL – Software for econometric courses support
Jindrová, Věra ; Sekničková, Jana (advisor) ; Školuda, Václav (referee)
The bachelor thesis aims to create a comprehensible user's manual for econometric software GRETL in the Czech language. It begins with the introduction of software GRETL and then acquaints the reader with a range of possible uses of the software when working with data. Thesis briefly describes the main characteristics of the possible linear regression model, such as multicollinearity, autocorrelation and heteroscedasticity, including possible testing in the particular software and evaluation of specific tests. The key part deals with defining and specifying data for their subsequent analysis in the software, compilation of a model, estimates of parameters of an econometric model using the least squares method, the weighted least squares method and the generalized least squares method. Furthermore, the thesis deals with hypotheses testing and confidence interval estimations, and also shows how to create and edit graphs in GRETL and explains each menu item in detail. All steps are supported by a graphical supplement and specific examples.
|
|
|
Analýza spotřeby v ČR 1996 - 2008
Kyncl, Jan ; Tichý, Filip (advisor) ; Ráčková, Adéla (referee)
Práce se snaží vysvětlit spotřební závislosti v ČR pomocí známého tvaru makroekonomické keynesiánské spotřební funkce. V první části jsou shrnuty základní poznatky teorie lineárních regresních modelů a způsoby jejich odhadu. Dále teoretická stránka ekonomické, statistické a ekonometrické verifikace modelu. V druhé části jsou teoretické znalosti využity v praxi na reálných datech z národních účtů ČR. Je sestaven vhodný regresní model spotřeby a proveden jeho odhad a verifikace.
|
|
|
Dynamické modely inflace
Sodoma, Jan ; Hušek, Roman (advisor) ; Lejnarová, Šárka (referee)
In the first part, inflation is desribed theoretically. This part is about cost-push inflation, demand-pull inflation, galloping inflation, hyperinflation, monetarist and keneynesian view on inflation, issues in measuring inflation, effects of inflation and controlling inflation. Second part is empiric research. Inflation is endogenous variable. Price of petrol natural95 and monetary aggregate M2 are delayed exogenous variables. Object of analyse are relations between these variables: Correlation coefficient, F-test, t-tests, multicollinearity, autocorrelation.
|
|
|
Structure and properties of GARCH(1,1) model
Maštalíř, Jakub ; Pígl, Jan (advisor)
The aim of this thesis is to introduce the reader an econometric approach to financial time series volatility modeling and scrutinize construction, properties and constraints of the popular GARCH(1,1) model when applying it on real market data and in wider sense than it's usually presented in reference literature. In the section 1 we'll repeat some important statistical terms of time series econometrics, which will be needed in next sections. We'll talk a little bit more generally about volatility of an asset, its modeling and measuring at all, because the true values are actually unknown and we observe just its demonstration on the markets. We'll mention some important statistical tools operating as an irreplaceable component of the GARCH(1,1) model, which will be introduce in the section 2. We'll scrutinize its specific properties, advantages, constraints and indeed the statistical inference. Because it's considered as a flexible model with rather general structure we'll also discuss some complications which can occur during its applications and convenient ways to solve them. Implementation of the model will be presented in the section 3. We'll use real market data and show clear demonstration of the scrutinized properties. At the end we'll verify how the model is significant when explaining the volatility of an asset.
|
guest ::
