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Cardiovascular diseases (CVDs) are the main cause of cardiac death worldwide. The Coronary Artery Disease (CAD) is one of the leading causes of these CVD deaths. CAD condition progresses rapidly, if not diagnosed and treated at an early stage may eventually lead to an irreversible state of heart muscle death called Myocardial Infarction (MI). Normally, the presence of these cardiac conditions is primarily reflected on the electrocardiogram (ECG) signal. However, it is challenging and requires rich experience to manually interpret the visual subtle changes occurring in the ECG waveforms. Thus, many automated diagnostic systems are developed to overcome these limitations. In this study, the performance of an automated diagnostic system developed for detection of CAD and MI using three methods such as Discrete Wavelet Transform (DWT), Empirical Mode Decomposition (EMD) and Discrete Cosine Transform (DCT) are compared. In this study, ECG signals are subjected to DCT, DWT and EMD to obtain respective coefficients. These coefficients are reduced using Locality Preserving Projection (LPP) data reduction method. Then, the LPP features are ranked using F-value. Finally, the highly ranked coefficients are fed into the K-Nearest Neighbor (KNN) classifier to achieve the best classification performance. Our proposed system yielded highest classification results of 98.5% accuracy, 99.7% sensitivity and 98.5% specificity using only seven features obtained using DCT technique. The screening system can help the cardiologists in detecting the CAD and hence presents any possible MI by prescribing suitable medications. It can be employed in routine community screening, old age homes, polyclinics and hospitals. [ABSTRACT FROM AUTHOR]