Study Programmes 2015-2016
MATH0221-4  
Analysis of time series
Duration :
15h Th, 15h Pr
Number of credits :
Master in geography : climatology (120 ECTS)3
Lecturer :
Pierre Magain, Guy Munhoven
Coordinator :
Pierre Magain
Language(s) of instruction :
French language
Organisation and examination :
Teaching in the second semester
Units courses prerequisite and corequisite :
Prerequisite or corequisite units are presented within each program
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.
Prerequisite knowledge and skills :
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