Time Series and Spectral Analysis

Same as EATS4020.03 and PHYS4060.03

Treatment of discrete sampled data by linear optimum Wiener filtering, minimum error energy deconvolution, autocorrelation and spectral density estimation, discrete Fourier transforms and frequency domain filtering and the Fast Fourier Transform Algorithm.

Power and energy signals, wavelets convolution and the ztransform, expected value, autocorrelation and cross-correlation impulse, white noise and Wold decomposition, time reverse, properties of wavelets linear, optimum filtering deconvolution, shaping and spiking filters.

Finite Fourier transforms, Fourier transform effects of sampling and record length, digital frequency filtering, the power spectrum, Fast Fourier transform.

References will be E. R. Kanasewich, Time Sequence Analysis in Geophysics, 3rd ed., (University of Alberta Press, 1981), A. Robinson Enders and Sven Treital, Geophysical Signal Analysis, (Prentice-Hall, 1980), and A. Robinson Enders, Multichannel Time Series Analysis with Digital Computer Programs, rev. ed. (HoldenDay, 1978).