Master’s studies

Syllabus for Time Series Analysis of Geophysical Data

Tidsserieanalys av geofysiska data

Syllabus

  • 5 credits
  • Course code: 1GE049
  • Education cycle: Second cycle
  • Main field(s) of study and in-depth level: Physics A1N, Earth Science A1N
  • Grading system: Fail (U), 3, 4, 5.
  • Established: 2015-03-12
  • Established by: The Faculty Board of Science and Technology
  • Revised: 2016-10-26
  • Revised by: The Faculty Board of Science and Technology
  • Applies from: week 01, 2017
  • Entry requirements: 120 credits including 75 credits in physics and mathematics.
  • Responsible department: Department of Earth Sciences

Learning outcomes

After successful completion of the course, the student is expected to 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).

Reading list

Applies from: week 01, 2017

  • Gubbins, David Time series analysis and inverse theory for geophysicists

    Cambridge: Cambridge Univ. Press, 2004

    Find in the library

    Mandatory