PHY408H Time Series Analysis, 2014

 

  News/Notice
  • Sign up for oral exams between Apr 7 - 8 on Doodle. Make sure you pick one and only one time slot. Double check if your spot was previously selected or not.
  • This course has been activated on UofT Portal Blackboard.
  • Assignment late policy is 10% reduction per day.
  • I apologize for the confusion over lab location this morning. Our labs will be in MP257. Jan 8, LQY.
  • Matlab/Freemat/Octave is the official programming language of this class. Start learning if you have never used it before. See below for tutorial links and wiki pages.
  • I strongly advise you to bring your own laptop with either matlab, freemat or octave installed to the Wednesday lab sessions.
  • Lecture hours at 1-2 on Tuesdays. First lecture on Jan 7, 2013.
  • Syllabus is listed below.
  • Please add [PHY408H] to the title of your submission email and name your report as emailname_labN.pdf (e.g., liuqy_lab0.pdf) for faster identification; Related matlab codes are required to be pasted to your final report which should be sent to our TA.

 

Time
  • Lectures: Tuesdays 1-2 PM, MP118
  • Lab sessions: Wednesday 10-12 at computer lab MP257.
Lecturer
Instructor: Qinya Liu
Office: MP 504A
Phone: 416-978-5434
Email: liuqy AT physics.utoronto.ca
Office Hours: Mondays 4-6 pm

 

Teaching Assistant: Elliott Sales de Andrade
Office: MP 403
Email: esalesde AT physics.utoronto.ca
Office Hours: Tuesday 3-5 pm (tentative)

 

Basic Topics
  • linear systems, convolution and impulse response
  • discrete time series, discrete Fourier transform
  • sampling theorem, truncation effects
  • filters
  • stochastic processes and power spectra
  • image processing, application to real data series
  • possibly more ...

 

Reference Books
There is no required text book for this class. However, you may find the following books/notes useful:

 

Course Schedule
Time Content Extra download/Links Computer Labs
Jan 7 Introduction matlab tutorial, another tutorial by Liang Lab 0: Matlab Exercises
Jan 17, 24 Lecture 1: Convolution bucket_boxcar.avi, bucket_imp.avi Lab 1: Convolution, RAYN.II.LHZ.sem
Jan 31, Feb 7, 14, 28 Lecture 2: Discrete Fourier Transform Youtube Video: Ripples in Mathematics Lab 2: DFT, argon.m
Mar 7 Lecture 3: Z-Transform Lab 3: filters , co2data.m
Mar 28 Lecture 4: CC and Power spectra Lab 4, data, modes.pdf

 

Downloads
MATLAB Links