Instituto Militar de Engenharia — IME
Field: Statistical Signal Processing & Stochastic Systems
Standards Investigated: Digital video frame streams encoded under H.263 and MPEG-4
Rigorous stochastic and spectral characterization of digital video transmission streams (frame size in bits over discrete time series), investigating:
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Descriptive Statistics & Higher-Order Moments: Computation of Sample Mean (
$\mu$ ), Variance ($\sigma^2$ ), Standard Deviation ($\sigma$ ), Mean Squared Value (MSV), and Root Mean Square (RMS). - Empirical Distribution & Normality Testing: Histogram generation with theoretical Gaussian / Normal density overlays.
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Correlation Analysis: One-sided normalized Autocorrelation Functions (ACF) and Cross-Correlation Functions (CCF) across discrete positive lags (
$k \ge 0$ ). - Covariance & Signal Decorrelation: Channel covariance matrix formulation, scatter visualization, and linear decorrelation transforms.
- Power Spectral Density (PSD): Frequency-domain PSD estimation (dB) via Fast Fourier Transform (FFT / Periodogram) with noise chromaticity categorization (white vs. pink/brown noise).
modelos-tr3/
├── dados/ # Raw time-series text files (.txt) containing frame bit sizes
├── resultados/ # Automatically generated plots and numerical metrics
│ ├── passo1_sinais_e_histogramas/ # Discrete time-series plots x(n) and Gaussian-fitted histograms
│ ├── passo2_valores_esperados/ # Consolidated statistical summary report (estatisticas.txt)
│ ├── passo3_facs/ # Autocorrelation (ACF) and cross-correlation (CCF) curves
│ ├── passo4_descorrelacao/ # Covariance matrices, scatter plots, and decorrelation transforms
│ └── passo6_7_dep_e_espectro/ # Power Spectral Density (PSD in dB) and frequency spectra
├── passo1_2_sinais_e_momentos.py # Statistical moments and empirical distribution module
├── passo3_facs.py # Autocorrelation and cross-correlation module
├── passo4_descorrelacao.py # Covariance matrix and decorrelation module
├── passo6_7_dep_e_espectro.py # Spectral analysis and noise classification module
├── executar_tudo.py # Automated end-to-end processing pipeline
└── requirements.txt # Dependencies (numpy, scipy, matplotlib)
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Sample Autocorrelation Function (ACF):
$$R_{xx}[k] = \frac{1}{N - k} \sum_{n=0}^{N-k-1} (x[n] - \mu_x)(x[n+k] - \mu_x)$$ -
Power Spectral Density (Wiener–Khinchin Theorem):
$$S_{xx}(f) = \mathcal{F}{ R_{xx}[k] } = \sum_{k=-\infty}^{\infty} R_{xx}[k] e^{-j 2 \pi f k}$$
- Install Python dependencies:
pip install -r requirements.txt-
Place raw time-series data files in
dados/. -
Execute the automated analysis pipeline:
python executar_tudo.pyAll high-resolution figures and statistical tables will be automatically exported to resultados/.
- João Victor Pariz (@VPariz) — Electronics Engineering, Military Institute of Engineering (IME).