MSE Master of Science in Engineering

The Swiss engineering master's degree

Chaque module vaut 3 ECTS. Vous sélectionnez 10 modules/30 ECTS parmi les catégories suivantes:

  • 12-15 crédits ECTS en Modules technico-scientifiques (TSM)
    Les modules TSM vous transmettent une compétence technique spécifique à votre orientation et complètent les modules de spécialisation décentralisés.
  • 9-12 crédits ECTS en Bases théoriques élargies (FTP)
    Les modules FTP traitent de bases théoriques telles que les mathématiques élevées, la physique, la théorie de l’information, la chimie, etc., vous permettant d’étendre votre profondeur scientifique abstraite et de contribuer à créer le lien important entre l’abstraction et l’application dans le domaine de l’innovation.
  • 6-9 crédits ECTS en Modules contextuels (CM)
    Les modules CM vous transmettent des compétences supplémentaires dans des domaines tels que la gestion des technologies, la gestion d’entreprise, la communication, la gestion de projets, le droit des brevets et des contrats, etc.

Le descriptif de module (download pdf) contient le détail des langues pour chaque module selon les catégories suivantes:

  • leçons
  • documentation
  • examen 
Analysis of Sequential Data (TSM_AnSeqDa)

Many data sets are temporal by nature.  

The first part of the course presents techniques for analysis of time series. It starts from visualization techniques; then it shows techniques for characterizing trend and seasonality; eventually it present structured statistical approaches based on exponential smoothing and arima techniques. Several examples referring to real data sets are shown. 

In the second part of the course students learn how to analyze digital signals in different domains, i.e. time and spectral domain; they learn how to extract meaningful features from digital signals suitable for classification. Finally, they learn how to set up and learn statistical models, such as HMMs or DNNs, for recognizing and classifying time series. 

The course adopts a practical approach: theoretical concepts are illustrated and applied in specific case studies. 

A probabilistic approach is emphasized throughout the course.

The labs are done using  environments for scientific programming such as R or Matlab or Python.

Compétences préalables

Basic knowledge in statistics.
Programming with scripting languages.

Objectifs d'apprentissage

  • Students know how to visualize time series and how to characterize their main features.
  • Students know how to evaluate forecast accuracy.
  • Students know how to model trends, seasonalities and non-stationarities adopting exponential smoothing and ARIMA models.
  • Students know how to perform model estimation, model selection and probabilistic prediction with these models.
  • Students know different methods to analyse digital signals in different domains
  • Students know how to extract important features used in speech processing
  • Students learn to apply Bayes rule for classifying digital signals.
  • Students can apply modern deep learning approaches to classify digital signals

Catégorie de module

Part 1: Forecasting sequential data

  • Time series graphics.
  • Main features of time series.
  • Assessment of the predictions.
  • Exponential smoothing
  • ARIMA models

Practical case studies.

Part 2: Analysis and classification of digital signals

  • Analysis of digital signals in different domains
  • Feature extraction
  • Modelling, classification & recognition of digital signals 
    • Classic Approaches: Dynamic Time Warping, Vector Quantization
    • Statistical modelling: Hidden Markov Models
    • Deep Learning Approaches

Practical case studies.

Méthodes d'enseignement et d'apprentissage

  • Ex cathedra
  • Self study
  • Practical exercises with computer
  • Graded homeworks / project.


Slides will be available covering the topics of the course.

In addition, recommended books are:

For forecasting:

R. Hyndman and G. Athanasopoulos., Forecasting: Principles and Practice, Springer, 2018 (online free textbook at

For digital signal processing:

X. Huang, A. Acero, H.-W. Hon:  Spoken Language Processing, Prentice Hall, 2001, ISBN 0-13-22616-5

L. R. Rabiner und B.-H. Juang, Fundamentals of Speech Recognition. Prentice Hall, 1993.

D. Yu und L. Deng, Automatic Speech Recognition: A Deep Learning Approach. Springer London, 2014.

Télécharger le descriptif complet