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651-3660-00L 3 Credits BSC , GS D-ERDW
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Analysis of Time Series in Environmental Physics and Geophysics

Analyse von Zeitreihen in der Umweltphysik und Geophysik

Does not take place this semester.
VVZ CR n/a

Last Updated: 2026-02-05 16:07:17

Abstract

In geoscience we are often collecting vast digitally recorded. Such time-series data can be processed to emphasize particular aspects of the signal, an enormous advantage over paper records.We introduce fundamental tools and concepts of time-series analysis, e.g. deterministic vs stochastic processes, signal correlation, and Fourier analysis.

Objective

Understanding of various methods for the analysis of time-dependent data.

Content

Based on various data sets we illustrate basic principles of time series and apply different methods of analysis: deterministic and stochastic processes, stationary and non-stationary processes, sampling theorem, trend analysis, auto- and cross-correlation, frequency analysis (Fourier Transformation). The exercises require basic knowledge of MATLAB.

Resources

Lecture Notes

Lecture notes and exercises are made available.

Literature

- R. H. Shumway and D. S. Stoffer: Time Series Analysis and its Applications. Springer, New York, 2000. - W.H. Press, B.P. Flannery, S.A. Teukolsky und W.T. Wetterling: Numerical Recipes: The Art of Scientific Computing. Cambridge University Press.

General Information

Language
German
Levels
BSC , GS
Frequency
Yearly recurring

Examination

Type
graded semester performance
Die Informationen zum Prüfungsmodus werden in der ersten Lektion bekannt gegeben.

Course Components

Type Title Time & Place Hours
lecture with exercise Analyse von Zeitreihen in der Umweltphysik und Geophysik
Does not take place this semester. Diese Lehrveranstaltung besteht pro Woche aus einer Stunde Vorlesung und einer Stunde Uebungen am Computer.
No time listed 2 h weekly

Offered In