Time Series Analysis of Geophysical Data
Syllabus, Master's level, 1GE049
- Code
- 1GE049
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Earth Science A1N, Physics A1N
- Grading system
- Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
- Finalised by
- The Faculty Board of Science and Technology, 26 March 2021
- Responsible department
- Department of Earth Sciences
Entry requirements
120 credits including 75 credits in physics and mathematics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Learning outcomes
On completion of the course, the student should be able to:
- represent time series with linear functions, polynomials or splines,
- analyse time series for deterministic or statistical behaviour,
- transform time series to spectra with Fourier transformation,
- understand the processes leading to aliasing and spectral leakage and design filters to prevent aliasing and leakage,
- compare the performance of different filters in time and frequency domain.
Content
Least-squares approximations: linear functions, polynomial functions, splines. Deterministic and statistical time series.
Fourier expansion: sampling theorem; finite record length, leakage and windowing. Practical estimation of spectra: discrete and Fast Fourier transform; convolution, covariance and correlation; covariance of power spectral estimates. Time and frequency filtering: convolution and deconvolution; shaping filters; spiking filters; matched filters; prediction filters. Z- transform, wavelets and applications as filters.
Instruction
Lectures, homework, problem solving and computer exercises.
Assessment
Take-home examination (3 credits) and homework assignments (2 credits).
If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the disability coordinator of the university.