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Exercises on Timeseries Decompositions, Monte Carlo Simulations, and Outlier Detection

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Data-driven models in Engineering Applications

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Projects for the course Data-Driven Models in Engineering Applications offered by the Master's program in Data Science and Machine Learning of the National Technical University of Athens.

The contents of the projects are summarized below:

  1. A small exercise on random walks.
  2. Karhunen–Loève expansion on Gaussian processes. Spectral representation on Gaussian processes.
  3. Monte-Carlo simulations of heat diffusion.
  4. Extreme turning movements detection of vehicles with the use of smartphone accelerometer and gyroscope data.

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Exercises on Timeseries Decompositions, Monte Carlo Simulations, and Outlier Detection

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