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Lecture Notes: MAR 670 Advanced Time Series Analysis of Ocean Data

This document provides an introduction and table of contents for the MAR 670 course on advanced time series analysis of ocean data. The course covers topics such as Fourier transforms, random process theory, statistical estimators, data sampling and filtering, spectral density functions, coherence and transfer functions, and advanced statistical analysis for processing ocean data. The document lists 11 chapters that will be covered in the course lectures, including introductions to Fourier transforms, covariance and cross-covariance functions, uncertainty in statistical estimates, and applications to empirical ocean data analysis.

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75 views4 pages

Lecture Notes: MAR 670 Advanced Time Series Analysis of Ocean Data

This document provides an introduction and table of contents for the MAR 670 course on advanced time series analysis of ocean data. The course covers topics such as Fourier transforms, random process theory, statistical estimators, data sampling and filtering, spectral density functions, coherence and transfer functions, and advanced statistical analysis for processing ocean data. The document lists 11 chapters that will be covered in the course lectures, including introductions to Fourier transforms, covariance and cross-covariance functions, uncertainty in statistical estimates, and applications to empirical ocean data analysis.

Uploaded by

rocko101
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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28 February 2008

MAR 670 Course Introduction

MAR 670 ADVANCED TIME SERIES ANALYSIS OF OCEAN DATA

LECTURE NOTES
WENDELL S. BROWN

JANUARY 2008

28 February 2008

MAR 670 Course Introduction

REFERENCES
Code B BP1 BP2 BP3 JW H Bracewell, R.; The Fourier Transform and its Application, McGraw-Hill, NY, 1965. Bendat, J. S. and A.G. Piersol; Random Data: Analysis and Measurement Procedures, Wiley Interscience, NY, 1971. Bendat, J. S. and A. G. Piersol; Random Data: Analysis and Measurement Procedures, Wiley Interscience, Second Edition, NY, 1986. Bendat, J. S. and A. G. Piersol; Random Data: Analysis and Measurement Procedures, Wiley Interscience, Second Edition, NY, ???????. Jenkins, G.M. and D. G. Watts; Spectral Analysis and its Applications, Holden-Day, San Francisco, 1968. Haubrich, R., 1965. Earth noise, 5 to 500 millicycles per second, J. Geophys. Res., 70

28 February 2008

MAR 670 Course Introduction

MAR 670 Topics in Advanced Time Series Analysis of Ocean Data


CLASS NOTES TABLE OF CONTENTS CHAPTER TOPICS I. II. Title Page & Contents Introduction to Fourier Transforms A. Fourier Series B. Fourier Transformation C. Alternate Forms of Fourier Transform D. Interpretation of the Fourier Transform E. Properties of Fourier Transformation F. Special Functions G. Examples of Fourier Transform H. Convolution I. Sampling Random Process Theory A. Probability Density Functions B. Joint Probability Density Functions Covariance Functions A. Auto-Covariance Functions B. Cross-Covariance Functions C. Cross-Covariance and Correlation D. Power-Spectral Density Functions E. Cross-Spectral Density Functions F. Coherence and Phase Functions Uncertainty of Statistical Estimators A. General Principles B. Sampling Distributions C. Confidence Intervals D. Definition of Errors Data Sampling and Filtering A. Sampling and Aliasing B. Linear Filters and Filtering C. General Filtering D. Frequency Response and Transfer Functions

III.

IV.

V.

VI.

28 February 2008

MAR 670 Course Introduction

VII.

Spectral density Functions A. Power-Spectral Density Functions B. Cross-Spectral Density C. Discrete Spectral Density Functions D. Practical Uncertainty Considerations Coherence & Transfer Functions A. Coherence Function B. Frequency Response Function Estimates C. Estimating Tidal Transfer Function Error D. Summary of Error Relations Advanced Statistical Analysis A. Empirical Orthogonal Functions EOF: Time Domain Scalars B. Empirical Orthogonal Functions EOF: Analysis Ocean Data Analysis A. Practical Data Processing Issues Summary Uncertainty Estimates Data Analysis

VIII.

IX.

X. XI.

Appendix 1 Appendix 2

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