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Lecture Courses

MPAGS Module : Time Series Analysis- an Introduction to Advanced Methods

Given in Autumn Term.

Course Description

Lecture Notes

These are written to supplement, not replace, the lectures, and so are terse in style.









Project and Assessment

To take part in this course for credit you will need to do the exercise in data analysis- this will be described in detail in the lectures. You will need to look at the RXTE websites:

The Readme files on RXTE Quicklook datafiles and the datasets are: RXTE ASM Lightcurves

For what is expected in the report: report.pdf

Reference material

Matlab's own demos (both in Matlab and in the signal processing and wavelets toolboxes) are highly recommended.

Basic Fourier theory: basicfourierintro.pdf (courtesy The Math Forum@Drexel Library) and Matlab intro basicfouriermatlab.pdf

Higher Order Spectra: ddw_review_hos_2003.pdf

Wavelets: torrence_compo_wavelets_1998.pdf farge_wavelets_turb1996.pdf farge_wavelets_turb2002.pdf

Observing power laws: clausetpowerlaws.pdf

Pi theorem, Buckingham's original paper: buckingham1914.pdf and an application to turbulence and SOC: chapmanpitheorem.pdf