Quarter 1: Time Series Analysis | Dr. N. Marchili |
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Syllabus:
1. Goals 2. Historical introduction 3. Notation/Formulation/Definitions 4. Introduction to deterministic, chaotic and stochastic processes 5. Methods: for every method we do: theory, practical use, examples, “warnings” 5.1. Fourier Analysis 5.2. Periodogram 5.3. Correlation function 5.4. Structure function 5.5. Wavelets 6. Team Homework 7. Representative Problem Blog Diagram/Programming
Schedule:
Lecture 1: Jan 25, 10:00-12:00 in 0.01 | video
Lecture 2: Feb 01, 10:00-12:00 in 0.01 | video
Lecture 3: Feb 08, 10:00-12:00 in 0.01 | video
Lecture 4: Feb 22, 10:00-12:00 in 0.01 | video
Lecture 5: Mar 01, 10:00-12:00 in 0.01 | video
Lecture 6: Mar 08, 10:00-12:00 in 0.01 | video
Downloadable Material:
Lecture notes 1, 2, 3, 4, 5, 6