Topics related to time series analysis, modeling, parameter estimation, prediction, and interpretation. Theoretical concepts will be applied to geodetic problems.
Learning objective
Students have various methods at hand to mathematically formulate specific scientific problems. They are able to analyse observational data, estimate numerical and analytical models, and predict parameters into the future. The students can evaluate and interpret measurements and models derived from them. They know the necessary terminology in order to study expert literature.
Content
Topics covered in this lecture include: time series analysis, Fourier transformation, stochastic processes, ARMA, analytical and numerical modeling, model selection, linear and non-linear parameter estimation, sequential parameter estimation and filtering, machine learning for time series analysis and prediction, interpretation of measurements and derived results. The theoretical concepts will be illustrated by concrete examples commonly found in geodetic applications.
Lecture notes
Lecture slides and notes
Literature
Script Alain Geiger: Geoprocessing Additional literature will be referred to in class
Prerequisites / Notice
Courses corresponding to: Analysis I+II, Linear Algebra I, Parameter Estimation
