Analysis of time series

Duration

15h Th, 15h Pr

Number of credits

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

Learning unit 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 learning unit

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

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