Analysis tools in the time and frequency domains are introduced in the context of sample data sets drawn from hydrology, climatology, and paleoclimatology. Students optionally use their own data sets in series of assignments.
This is an introductory course, with emphasis on practical aspects of time series analysis. Methods are hierarchically introduced—starting with terminology and exploratory graphics, progressing to descriptive statistics, and ending with basic modeling procedures. Topics include detrending, filtering, autoregressive modeling, spectral analysis and regression. Twelve topics, or “lessons” are addressed sequentially in the semester. Paired classroom sessions consist of a lecture introducing methods and a workshop session illustrating application using a high-level computing language (MATLAB). The student begins by preparing three sets of time series and text files of associated metadata for the class. Class assignments consist of running pre-written MATLAB scripts (programs)on these time series and interpreting the results. The course is also offered by correspondence to students not enrolled at the University of Arizona.
Any time series with a constant time increment (e.g., day, month, year) is a candidate for use in the course. Examples are daily precipitation measurements, seasonal total streamflow, summer mean air temperature, annual indices of tree growth, indices of sea-surface temperature, and the daily height increment of a shrub.
As a result of taking the course, students should: