MAST-811 2021 Time Series Analysis
Andreas Muenchow

tele_index_nh.txt

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Meeting time is TueThu 17:00-18:15 in 206 Robinson

Date: Notes Topic/Work Materials Assignment
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#1 Aug.-31:
#2 Sept.-02:
#3 Sept.-07: 01.pdf Preliminaries, Stationarity .ppt | BP86 Chapt.-1 Project-1
#4 Sept.-09: 02.pdf Ergodicity, periodic, aperiodic processes Fourier Series Simulation
#5 Sep.-14: 03.pdf Fourier Series and Transform
#6 Sep.-16: 04.pdf Sampling, Delta-functions UAuckland Ch.-3 Homework-1
#7 Sep.-21: 05.pdf Convolution, leakage convolution.f | plot
#6 Sep.-23: 06.pdf Convolution, aliasing .ppt | UAuckland Ch.-4
#8 Sep.-28: 07.pdf Discrete Fourier Transform UAuckland Ch.-9
#9 Sep.-30: Need to reschedule Students at Conference
#10 Oct.-05: 08.pdf Tapers, Discrete Fourier Transform taper.f | 1 | 2 | 3 | 4
#11 Oct.-07: 09.pdf Ideal Filters and Applications
10.pdf Lanczos Filter and Applications Lanczos.f | plot Paper
#12 Oct.-12: 11.pdf Stochastics, pdf, Central Limit Theorem Rolling Dice BP86 Chapt.-3
12.pdf Variance Estimates and Confidence Limits Chi^2 | Normal
#13 Oct.-14: 13.pdf Auto-Spectral Analysis BP86 Chapt.-5
14.pdf Peridiogram-1 BP86 Chapt.-5
#14 Oct.-19: 15.pdf Confidence Limits Chi^2 BP86 Chapt.-4
15a.pdf
16.pdf
17.pdf Cross-Spectral Analysis Physics Girl | code | plot
#15 Oct.-21: 18.pdf Transfer Function BP86 Chapt.-6
#16 Oct.-28 19.pdf Conditional (partial) Coherence BP86 Chapt.-7
20.pdf Conditional (partial) Cross-Spectra
#17 Oct.-30: 21.pdf Harmonic Analyses WW-2 Tides
#18 Nov.-02: 22.pdf Least Squares Function Fitting Paper-1 | Paper-2| Error Analysis
#19 Nov.-04: 23.pdf Empirical Orthogonal Functions (EOF) Papers 1 | 2
24.pdf Derivation of EOF and properties Paper Manual for EOFs
#20 Nov.-09: 25.pdf Properties, Complex EOF, and errors EigenSystem code Paper 1 | 2 | 3
#21 Nov.-11: 26.pdf Frequency Domain EOF Fewings (2017) Final
#22 Nov.-16: 27.pdf Spatial Data Analyses & Gridding
#23 Nov.-18: 28.pdf Biharmonic Spline with Tension Smith and Wessel (1990) GMT | surface
#24 Nov.-30: Non-Stationary Data: Oscar's Ship Wakes Outline | Plots: 1 | 2 | 3 |
#25 Dec.-02: 29.pdf Statistics of Non-Stationary Data Time-Frequency Spectra Bendat and Piersol (2000)
#26 Dec.-07: 30.pdf Spectral Analyses of Non-Stationary Data Time-Frequency Spectra Bendat and Piersol (2000)
#27 Dec.-09: 31.pdf Wavelet Transforms and Spectra Paper 1 | 2


Last updated: Fri Dec 10 08:09:14 EST 2021