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Laboratory of Tree-Ring Research: Tree-Ring Courses

 

2007 Applied Time Series Analysis

Level:
Graduate
Catalog entry:
GEOS 585A - APPL TIME SERIES ANALYS
Units:
3
Offered:
2007 Spring Semester
Room:
Math East/Tree-Ring West (Bldg 45), Room 20
Times:
Tues/Thurs, 9AM
Office hours:
Monday, 1:30-3 PM
Instructors:
Web page:
http://www.ltrr.arizona.edu/~dmeko/geos585a.html
Prerequisites:
1. An introductory statistics course, 2. Permission of the instructor (correspondence students and undergraduates)
Description:

Course Description

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.

Overview

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.

Goals

As a result of taking the course, students should:

  1. understand basic time series concepts and terminology
  2. be able to select time series methods appropriate to goals
  3. be able to critically evaluate scientific literature in which basic time series methods such as filtering, ARMA modeling and spectral analysis are used
  4. be able to apply a suite of time series methods to their own data using a high-level numerical analysis language (Matlab)
  5. be able to concisely summarize results of time series analysis in writing
Last updated:
2008-02-07 11:18:35 -0700