Geophysical Data Analysis: Time Series (C. Constable, R. L. Parker, D. C. Agnew)

Topics Included:
Course material

This course aims to provide an introduction to methods of data analysis that are especially useful in dealing with geophysical data. This quarter emphsizes time series analysis. The course is intended for first-year graduate students with a good undergraduate background in math.

Topics Included:

The Fourier transform for continuous and discrete time.

The effect of sampling on continuous data.

Digital filter design, including FIR filters and IIR filters, the latter for system simulation.

Stochastic processes.

The power spectrum and its estimation.

The cross spectrum—if we have time.

Course material

The main source will be the fairly detailed class notes.