Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
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A. Lagg – <strong>Spectral</strong> <strong>Analysis</strong><br />
<strong>Spectral</strong> <strong>Analysis</strong> <strong>and</strong> <strong>Time</strong> <strong>Series</strong><br />
Andreas Lagg<br />
Part I: fundamentals<br />
on time series<br />
classification<br />
prob. density func.<br />
autocorrelation<br />
power spectral density<br />
crosscorrelation<br />
applications<br />
preprocessing<br />
sampling<br />
trend removal<br />
Part II: Fourier series<br />
definition<br />
method<br />
properties<br />
convolution<br />
correlations<br />
leakage / windowing<br />
irregular grid<br />
noise removal<br />
Part III: Wavelets<br />
why wavelet<br />
transforms?<br />
fundamentals:<br />
FT, STFT <strong>and</strong><br />
resolution problems<br />
multiresolution<br />
analysis: CWT<br />
DWT<br />
Exercises
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