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Chaos and Nonlinear Signal Processing
Contact Information Course Description Course Goals and Objectives Course Outline Calendar
Course Materials Grading Attendance and Participation Assignments Honesty

Contact Information

Professor Richard J. Povinelli, Ph.D.
Phone 414.288.7088
Office Hours Haggerty Hall 221
Extra Can be deleted

Course Description and Prerequisites

Chaos and Nonlinear Signal Processing is a seminar course that investigates recent research in temporal data mining. We will study methods for finding hidden structures in time series. These hidden structures are found using techniques such as phase space reconstruction, clustering, neural networks, and genetic algorithms. Once discovered these structures are useful for solving system classification problems and for predicting events in time series. Example application areas include motor diagnostics, heart arrhythmia classification, speech recognition, and financial time series prediction. In addition to the topics mentioned above, this course discusses machine learning, time series analysis, adaptive signal processing, wavelets, and nonlinear dynamics.

Course Goals

By the end of this course, you should...

Course Objectives

By the end of this course, you should...

Course Outline

What When
Introduction to Time Series Data Mining (Povinelli-Chapter 1 and 9, Kantz-Chapter 1) wk1
Overview of TSDM concepts (Povinelli-Chapter 3, Kantz-Chapter 3) wk2
Markov Methods wk3
Introduction to using the library for research wk3
Fundamental TSDM Method (Povinelli-Chapter 4,5) wk4
Wavelets wk5
Genetic Algorithms wk6
Autoregressive Integrative Moving Average (ARIMA) methods (Povinelli-Chapter 2) wk7
Extended TSDM Methods (Povinelli-Chapter 6) wk8
Time delays for phase space reconstruction. (Kantz - Chapter 9) wk9
Embedding dimensions for phase space reconstruction.(Kantz - Chapter 6) wk10
Class choice for topics wk11
Class choice for topics wk12
Modelling Chaos (Kantz - Chapter 12) wk13
TSDM Applications (Povinelli-Chapter 7 and 8) wk14
Conference wk15

Course Materials

Required Texts


What Number Value per Total
Article Reviews 10 2.0% 20%
Peer Review of Article Reviews 10 1.0% 10%
Research Proposal
2 1.5% 3%
Peer Review of Research Proposal
2 1.0% 2%
Conference Paper Draft 2 3.5% 7%
Peer Review of Paper 2 2% 4%
Conference Paper Final 1 24% 24%
Paper Presentation Final 1 20% 20%
Participation     10%
Total     100%

To achieve an A in this class your conference paper must be of the caliber to be accepted by an appropriate conference. Every A caliber paper will be submitted to a conference with the instructor and the student's advisor as a coauthors.

NOTE: All dates and numbers are subject to change as deemed necessary!

Grade Scale

93+ A
90-93 A-
87-90 B+
83-87 B
80-83 B-
77-80 C+
73-77 C
70-73 C-
67-70 D+
60-67 D
0-60 F

The grading scale is the most stringent one you will be held to, i.e. I can give you a higher letter grade than shown on the scale, but never a lower one. If you have missing assignments, you are inelligible to receive a higher grade.

Late Assignments

I will deduct 5% for assignments up to one day late, 10% for two days late, and 15% for up to three days late, and so on up to a maximum of 50% off. Assignments are due at the beginning of class. They are late after that. Assignments are not accepted after solutions have been distributed, nor after the last day of class. In class assignments are only accepted during the class period they are assigned.

Attendance and Participation

I have always enjoyed teaching classes where the students actively participate - a conversation is more fun than a monologue! Although there is no specific credit assigned for attending, it is still expected. There may be in class graded assignments. These may be turned in only during the class period they are given.


You should expect to spend, on average, from twelve (12) to fifteen (15) hours on article reviews, critiques, reading, homeworks, and other preparation for this class. This time is in addition to the three (3) hours of lecture you are expected to attend every week.

All written portions of assignments must be created using a word processor. No part of the writeup may be hand drawn. The assignments are to be well written with proper spelling and grammar. Points will be deducted for poorly written assignments. Written portions of assignments must be turned in as MS Word documents (.docx format). Code and other portions must be submitted in the proper electronic format. I will deducted 5% from incorrectly formatted assignments.

All assignments must be turned in via D2L. Assignments are due according to the the time specified in the D2L calendar.

Article Reviews

There will be ten (10) article reviews. This will help you understand the relevant literature for your research project. You will identify articles that are relevant to the course topic, if you are unsure of its relevance double check with the instructor. For each article you will write a 1 page summary and a 1 page critique.


Critiquing others work is an excellent mechanism for improving your own. It is backbone of the peer review process. You will be expected to evaluating others work including critiquing others article reviews, research proposals, conference papers, and conference presentations.

Research project

There will be one (1) research projects. This will be an original research effort culminating in a conference quality paper and associated presentation. You will be expected to propose, execute, write up, and present independent and original research.


There will be no exams for this course.

Academic Integrity