Abstract
Starting from the formal description of stochastic processes, these lectures will present several methods to analyse time-series and random fields emerging in natural sciences, including the estimation of N-point correlation functions, spectral analysis of regularly and irregularly sampled signals, the solution of inverse problems by deconvolution and filtering techniques (pseudo-inverse, Wiener, Richardson-Lucy, regularization), and multivariate analysis (PCA, FPCA).
Schedule of the minicourse
- Lesson 1, 13:30-15:30, Friday 27th of October, Room G, Ca'Vignal 2
- Lesson 2, 13:30-15:30, Thursday 2nd of November, Aula Atrio, Ca'Vignal 1
- Lesson 3, 16:30-18:30, Wednesday 7th of November, Room G, Ca'Vignal 2
- Lesson 4, 13:30-16:30, Thursday 9th of November, Aula Atrio, Ca'Vignal 1
- Lesson 5, 13:30-16:30, Friday 10th of November, Room G, Ca'Vignal 2
