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Analysis of Time Series in Environmental Physics and Geophysics
Analyse von Zeitreihen in der Umweltphysik und Geophysik
Last Updated: 2026-02-05 16:38:32
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
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise |
Analyse von Zeitreihen in der Umweltphysik und Geophysik
Diese Lehrveranstaltung besteht pro Woche aus einer Stunde Vorlesung und einer Stunde Uebungen am Computer.
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2 h weekly |
Offered In
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Major: Climate and Water (Dr. Hanna Joos, Institute for Climate and Atmosphere, is available for consultations in the Climate and Water specialisation.)
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Electives (At least 11 KP must be completed within the electives. Dr. Hanna Joos, Institute for Climate and Atmosphere, is available for consultations in the Climate and Water specialisation.)
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