 | | |
| SPAT0014-1 | Introduction to time series analysis
|
|
| Duration : | 20h Th, 5h Pr |
|
| Number of credits : |
|
|
| Lecturer : | Eric Gosset |
|
Language(s) of instruction :
|
| French language |
|
Organisation and examination :
|
| Teaching in the second semester |
|
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). 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 astronomical field of research. Some more alternative empirical methods are also explained. The idea of stochastic processes such as the white-moise or the correlated noise are introduced. Then, the lecture is dealing with the linear ARMA processes and their applications in the field of astronomy while evoking the formalism of difference equations. |
|
Learning outcomes of the course :
|
| 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. |
|
Prerequisites and co-requisites/ Recommended optional programme components :
|
| 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. |
|
Planned learning activities and teaching methods :
|
| Personal work concerning simulations of time series with a computer. |
|
Mode of delivery (face-to-face ; distance-learning) :
|
| 20 hours of lectures are splitted in pieces of 2-3 hours per week. |
|
Recommended or required readings :
|
| A preliminary draft will be distributed by pieces according to the lecture rate. They are written in French and corresponds to the support used for the lecture. |
|
Assessment methods and criteria :
|
| 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. |
|
Work placement(s) :
|
| |
|
Organizational remarks :
|
| |
|
Contacts :
|
| Eric Gosset
Senior Research Associate F.R.S.-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 |
|
|
| Items online : |
|
| Items online |
| The slides associated to the lecture are made available at the beginning of the lecture |
|
|
