MAST-811 2016 Time Series Analysis
Andreas Muenchow

tele_index_nh.txt

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Meeting time is TueThu 17:00-18:15 in 203 Robinson Robinson

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Date: Notes Topic/Work Materials Assignment
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#1 Aug.-31: 01.pdf Preliminaries, Stationarity .ppt BP86 Chapt.-1
#2 Sept.-1: 02.pdf Ergodicity, periodic, aperiodic processes
#3 Sep.-6: 03.pdf Fourier Series and Transform Fourier Series Tutorial Homework-1
#4 Sep.-8: 04.pdf Sampling, Delta-functions Fourier Transform Tutorial UAuckland Ch.-3
#5 Sep.-12: 05.pdf Convolution, leakage H1-Sol code | plot
#6 Sep.-13: 06.pdf Convolution, aliasing .ppt UAuckland Ch.-4
#7 Sep.-15: 07.pdf Sampling Theorem Bingham Chap.-6 UAuckland Ch.-9 H1-Sol
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#8 Sept.-19: 08.pdf Discrete Fourier Transform Bingham Chap.-6
#9 Sept.-20: 09.pdf Tapers, Filters sinc.f Homework-2
#10 Sept.-22: 10.pdf Lanczos vs Box Car Filter Lanczos: class.f | Paper
#11 Sept.-26: 11.pdf Stochastics, pdf, Central Limit Theorem Rolling Dice BP86 Chapt.-3
#12 Sept-27: 12.pdf Variance Estimates and Confidence Limits Chi^2| Normal BP86 Chapt.-4
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#13 Sept-29: 13.pdf Auto-Spectral Analysis BP86 Chapt.-5
#14 Oct-3: 14.pdf Peridiogram-1 Examples Sport Medicine BP86 Chapt.-5
#15 Oct-4: 15.pdf Confidence Limits Chi^2 BP86 Chapt.-4
15a.pdf
#16 Oct-6: 17.pdf Cross-Spectral Analysis Fine Wine
#17 Oct-10: 18.pdf Cross-Spectral Analysis Nares Strait
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Instructor at Sea Oct.-11 through Nov.-12
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#18 Nov.-14: 19.pdf Transfer Function BP86 Chapt.-6 Exercise-3
#19 Nov.-15: 20.pdf Conditional (partial) Coherence BP86 Chapt.-7
#20 Nov-17: 20.pdf Conditional (partial) Cross-Spectra BP86 Chapt.-7
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#21 Nov-28: 21.pdf Harmonic Analyses Flooding New York and Delaware
#22 Nov.-29: 22.pdf Least Squares Function Fitting
#23 Dec.-01: 23.pdf Empirical Orthogonal Functions (EOF) Papers 1 | 2 | 3
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#24 Dec.-05: 24.pdf Empirical Orthogonal Functions (EOF) Manual for EOFs
#25 Dec.-06: 25.pdf Frequency Domain EOF EigenSystem code
#26 Dec.-08


Last updated: Tue Dec 6 16:22:56 EST 2016