PHY 408H1
Time Series Analysis
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.
Prerequisites & course information
Prerequisite: PHY224H1 / ESS245H1 , PHY250H1 / PHY252H1 / PHY254H1 / PHY256H1 , ( MAT235H1 , MAT236H1 )/ MAT235Y1 / MAT237Y1 / MAT257Y1 .; Prerequisite:; Corequisite: Any 300/ 400-level lecture course in Physics (PHY/ JPE); Corequisite:
Sources
- Course catalogue ↗2026-2027