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
-