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PHY408H1Times Series Analysis

Course Title PHY408H1
Session winter
Year of Study 4th year
Time and Location 12L: W10 Room: MP134
24P: W2-4, Room: MP257

Dylan  Jones
MP707B
416-978-4992

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Official Description

The analysis of digital sequences; filters; the Fourier Transform; windows; truncation effects; aliasing; auto and cross-correlation; stochastic processes, power spectra; least squares filtering; application to real data series and experimental design.

Prerequisite: PHY407H1/PHY224H1/PHY250H1/PHY254H1/PHY324H1. PHY408H1 may be taken in third or fourth year
Co-requisite: Any third or fourth year lecture course in Physics
Exclusion: PHY308H1
Recommended preparation: n.a.
  BR=5 DR=SCI
Textbook n.a.