README.md

stochastic_process

In the second semester of 2021 - 2022, I took "Stochastic Process" course, which included programming exercises and projects in MATLAB programing language and also theory exercises which was from statistical and stochastic process that s written by papulis.

Project titles

• first project

  introduction to MA, ARMA, AR discrete stochastic process

  implementing Simple Exponential Smoothing (SES) algorithm

• second project

  traffic shaping and traffic management using exponential models

  Detection problem of photons (detection problem)

  random walk simulation in Matlab

• third project

  white whale rescue mission (using an adaptive filter for detection problem)

  prediction problem using distribution ergodic properties