University of Liege | Version française
Academic year 2014-2015Value date : 12/05/2015
Version 2013-2014
MATH0221-4  Analysis of time series

Duration :  15h Th, 15h Pr
Number of credits :  
Master in Geographical Sciences, climatology orientation, in-depth approach, 1st year3
Lecturer :  Pierre Magain, Guy Munhoven
Language(s) of instruction :  
French language
Course contents :  
1. Introduction
- experimental errors and noise
- instrumental profile

2. Fourier analysis
- sampling and interpolation
- correlation
- spectral analysis, search for periodicities
- search for trends

3. Modelling of data:
- inductive methods
- maximum likelihood
- least squares fitting
Learning outcomes of the course :  
To understand and experiment the basic principles of data processing, in particular for time series in climatology.
Prerequisites and co-requisites/ Recommended optional programme components :  
Basics of algebra, mathematical analysis, probability and statistics. Introductory phyics.
Planned learning activities and teaching methods :  
Computer exercises. The student will have to cope with typical examples of data, similar to those an scientist may have to deal with in his research.
Mode of delivery (face-to-face ; distance-learning) :  
Theoretical lectures (about 1h30).
Computer exercises (about 2h). Presence is mandatory.
Recommended or required readings :  
Photocopies of transparencies.
Assessment methods and criteria :  
The examination consists in solving two data analysis problems, similar to those carried out during the computer exercises. This is followed by a discussion of the results and of the relevant methods.
Work placement(s) :  
Organizational remarks :  
Contacts :  
Pierre Magain
Institut d'astrophysique et de Géophysique, Bat. B5c, allée du 6 Aout, 4000 Liège 1
(Sart Tilman).
Tél.: 04/366.97.53
E-mail : Pierre.Magain@ulg.ac.be

Items online :  
Syllabus d'exercices
Explication des exercices réalisés lors des séances



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