MAST-811 2022 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.-30: 01 Preliminaries, Stationarity ppt | BP86 Chapt.-1 Project-1
#2 Sept.-01: 02 Ergodicity, periodic, aperiodic processes ppt
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#3 Sep.-06: 03 | wb Fourier Series and Transform Fourier Simulation
#4 Sep.-08: 04 | Sampling UAuckland Ch.-3 Homework-1
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#5 Sep.-13: 04 | wb Delta-functions UAuckland Ch.-3
#6 Sep.-15: 05 | wb Integrals and Sums and Infinities Homework-2
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#7 Sep.-20: 05 Convolution, leakage convolution.f | plot
#8 Sep.-22: 06 Convolution, aliasing .ppt | UAuckland Ch.-4
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#9 Sep.-27: 07 Discrete Fourier Transform UAuckland Ch.-9
#10 Sep.-29: 08 Tapers, Discrete Fourier Transform taper.f | 1 | 2 | 3 | 4 Project-2
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#11 Oct.-04: 09 Ideal Filters and Applications Lanczos.f | plot
#12 Oct.-06: 10 Lanczos Filter and Applications Paper | plot
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#13 Oct.-11: 11 Stochastics, pdf, Central Limit Theorem BP86 Chapt.-3 | plot Rolling Dice
12 Variance Estimates and Confidence Limits Chi^2 | Normal
#14 Oct.-13: Question, Answers, Discussions
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#15 Oct.-18: 13 Auto-Spectral Analysis BP86 Chapt.-5
#16 Oct.-20: 14 Peridiogram-1
15 Confidence Limits Chi^2
15a Summary & Worked Example Homework-3
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#17 Oct.-25 17 Cross-Spectral Analysis Physics Girl | code | plot
18 Transfer Function BP86 Chapt.-6
#18 Oct.-27: 19 Conditional (partial) Coherence BP86 Chapt.-7
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#19 Nov.-01: 20 Conditional (partial) Cross-Spectra
#20 Nov.-03: 21 Harmonic Analyses Paper-1
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#21 Nov.-10: 22 Least Squares Function Fitting Paper-2 | Errors Project-3
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#22 Nov.-15: 23 Empirical Orthogonal Functions (EOF) Papers 1 | 2
#23 Nov.-17: 24 Derivation of EOF and properties Paper Manual for EOFs
#24 Nov.-29: 25 Properties, Complex EOF, and errors EigenSystem code Paper 1 | 2 | 3
#25 Dec.-1: 26 Frequency Domain EOF Fewings (2017) Final
#25 Dec.-6: 27 Spatial Data Analyses & Gridding
#26 Dec.-8: 28 Biharmonic Spline with Tension Smith & Wessel (1990) GMT | GMT-Script


Last updated: Thu Dec 8 18:30:12 EST 2022