Time Series Lesson 9

Lesson 9 is here, we’re starting Fourier analysis. This first Fourier installment deals with some of the underlying theory, to lay a foundation.

At the very end of this lesson, we’ll introduce something not usually mentioned: oversampling when computing the Fourier power spectrum (aka the “periodogram”). It’s just a small start to stuff we’ll talk about that isn’t usually part of the “program.” That includes uncertainty levels, and particularly dealing with data unevenly spaced in time.

But we begin at the beginning, with evenly spaced time series. So before we get to the things they don’t usually teach you, we need the foundation to work from. Enjoy the videos.

Time Series Lesson 8

Lesson 8 is here! As usual, watch the videos.

Holiday

I’m declaring a holiday today; the next lesson will be Thursday.

Time Series Lesson 7

Here’s lesson 7. As usual, watch the videos.

Time Series Lesson 6

Here’s lesson 6. As usual, watch the videos.

Apologies again for being a day late. Things have come up, and these lessons take longer to create than I had expected! But don’t worry, I’m in it all the way.

A Day’s Delay

With apologies to all concerned, I must announce a 1-day delay in posting lessons this week. Hence lesson 6 will be tomorrow (Wednesday) and lesson 7 on Friday.

Time Series Lesson 5

Here’s lesson 5. As usual, watch the videos.

Time Series Lesson 4

Here’s lesson 4. As usual, watch the videos.

Time Series: Lesson 3

Welcome again!

As usual, please feel free to comment (in the comment section of this blog). Introduce yourself. Say what you like, what you don’t like, etc. (but keep it on topic). Discuss with your fellow time-series travellers. Enjoy!

And, watch the videos.

As per suggestion, I’ll include the “slides” as a pdf file for you to use:

TS03

Some problems:

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UPDATE:
As per further request, here are the slides for the first two lessons:

TS01

TS02

Time Series: Lesson 2

Welcome again!

In the next lesson (lesson 3), we’ll actually play around with some data. With luck, we’ll apply a few of the things introduced in these first two lessons.

Please feel free to comment (in the comment section of this blog). Introduce yourself. Say what you like, what you don’t like, etc. (but keep it on topic). Discuss with your fellow time-series travellers. Enjoy!