Time Series and Data Analysis

Data Analysis and Time Series course

The Data Analysis course aims to cover the various tools necessary to undertake analysis on the typical data which are encountered in space physics, astronomy and astrophysics. As such the emphases will be on time series data. The course will cover the elementary statistical description of the data, time domain and frequency domain analysis techniques.

  • An Overview of R
  • Data Presentation
  • A Sampling of Statistics
    • Populations and Samples
    • Distributions
      • Binomial
      • Poisson
      • Gaussian
    • The Central Limit Theorem
    • Statistical Certainty
      • Statistical Significance
      • The p-value
      • Confidence Intervals
      • Statistical Tests
    • Practical Considerations
    • Missing Data
  • What is a Time Series?
    • Qualitative Description
    • Correlation
    • Autocorrelation
    • Generating Processes
      • Moving Average
      • Sum of Harmonics
      • Autoregressive
    • Unevenly Sampled Data
  • Fourier Methods
  • Multivariate Methods
  • Cool Things

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