PHY408H1: Time Series Analysis

Hours: 
12L/24P

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

Corequisite: 

Any third-year lecture course in Physics

Exclusion: 
Distribution Requirements: 
Science
Breadth Requirements: 
The Physical and Mathematical Universes (5)