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Lecture Courses

MPAGS Module : Time Series Analysis- an Introduction to Advanced Methods


Given in Autumn Term.

Course Description

Lecture Notes

These are written to supplement, not replace, the lectures, and so are terse in style.

lecturenotes-dftsummary.pdf

lecturenotes-spectralestimates.pdf

lecturenotes-scaling.pdf

lecturenotes-stationarity.pdf

lecturenotes-generalizingfourier.pdf

lecturenotes_wavelets.pdf

lecturenotes_structurefunctions.pdf

lecturenotes_complex_measures.pdf

Project and Assessment

To take part in this course for credit you will need to do the exercise in data analysis- this will be described in detail in the lectures. You will need to look at the RXTE websites:

The Readme files on RXTE Quicklook datafiles and the datasets are: RXTE ASM Lightcurves

For what is expected in the report: report.pdf

Reference material

Matlab's own demos (both in Matlab and in the signal processing and wavelets toolboxes) are highly recommended.

Basic Fourier theory: basicfourierintro.pdf (courtesy The Math Forum@Drexel Library) and Matlab intro basicfouriermatlab.pdf

Higher Order Spectra: ddw_review_hos_2003.pdf

Wavelets: torrence_compo_wavelets_1998.pdf farge_wavelets_turb1996.pdf farge_wavelets_turb2002.pdf

Observing power laws: clausetpowerlaws.pdf

Pi theorem, Buckingham's original paper: buckingham1914.pdf and an application to turbulence and SOC: chapmanpitheorem.pdf