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PHY408H1S
Times Series Analysis

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.
Textbook
                            ['n.a.']
                        
Breadth requirement
BR=5
Distribution requirement
DR=SCI
course title
PHY408H1S
session
winter
year of study
4th year
time and location
12L: LEC0101, LEC2001: W10, all Lectures in Room: MP134 24P: W2-4, Room: MP257
instructor

Delivery Methods

In Person

A course is considered In Person if it requires attendance at a specific location and time for some or all course activities.*.

* Subject to adjustments imposed by public health requirements for physical distancing.

Online - Synchronous
A course is considered Online Synchronous if online attendance is expected at a specific time for some or all course activities, and attendance at a specific location is not expected for any activities or exams.
Asynchronous
A course is considered Asynchronous if it has no requirement for attendance at a specific time or location for any activities or exams.