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| SPAT0014-1 | Introduction to time series analysis in astronomy
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| Duration : | 20h Th, 5h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Eric Gosset |
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| Language : | French language |
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| Course contents : | After a brief general introduction describing the nature of time series, some basic mathematical treatment are reviewed (look for slopes, regularities, and so on). This is the starting point to introduce the notion of difference equations. The meaning of stochastic processes such as white-noise processes are introduced. Thereafter, the lecture deals with the linear ARMA models and their applications. The concept of period search is then introduced through the use of Fourier transform functions. The impact of the sampling is reviewed leading to an introduction to uneven sampling often encountered in the astronomy field of research. Some more alternative empirical methods are also explained. |
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| Course objective : | The lecture is a tutorial for time series analysis with particular emphasis on the typical time series encountered in astronomy and in related field of sciences: search for periodicities hidden in noise. |
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| Prerequisites : | No pre-knowledge is required in the time series analysis field. A rough knowledge of Fourier transforms and related functions as well as some basic knowledge in Statistics would be an advantage. |
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| Workshops : | Personal work concerning simulations of time series with a computer. |
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| Organization : | 20 hours of lectures are splitted in pieces of 2-3 hours per week. |
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| Written notes : | A preliminary draft will be distributed by pieces according to the lecture rate. |
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| Assessment : | Evaluation of the level of knowledge under the form of an oral examination that can be prepared in a written form. The evaluation will put emphasis on the deep understanding rather than on mere restitution. |
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| Contacts : | Eric Gosset
Chercheur Qualifié FNRS
Email: gosset@astro.ulg.ac.be
Groupe d'Astrophysique des Hautes Energies, Institut d'Astrophysique et de Géophysique , ULg, Bat B5c, Allée du 6 août, 17, B-4000 Sart-Tilman, Liège.
Tél: 32-(0)4.366.97.54 |
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