Analysis of Time Series and Spatial Data (Geophysics 505/Math 587)

Richard Aster
Geophysics Program
Department of Earth and Environmental Science

aster@ees.nmt.edu

New Mexico Institute of Mining and Technology
Socorro, New Mexico



Class Overview and Schedule

Spring, 2005 Overview and Syllabus (pdf)


To Send Email to the Instructor and Class:

click here


2005 Review Materials

Matlab Primer (pdf)


2005 Notes

Introduction to Linear Systems, Part 1: The Time Domain

Introduction to Linear Systems, Part 2: The Frequency Domain

Energy and Power Spectra

Sampled Time Series

Filtering

Multidimensional Fourier Theory

Introduction to Random Processes


2005 Supplementary Notes

A Complex Number Primer (pdf)

A Convolution Animation (c/o Gene DuVall) (htm/swf)

The Discrete Approximation of a Convolution (pdf)

General Summary Notes on Fourier Transforms and Convolution (pdf)

Plotting Spectral Amplitudes and Decibels (pdf)

Contour Integration (pdf)

Poles and Zeros (pdf)

A Review of Probability Concepts (pdf)


2005 Student Presentations

Gaopeng Lu (5/2)

Noise Reduction in balloon-borne sounding electric and magnetic field data

The first balloon-borne slow antenna capable of measuring all three vector components of field change
was launched from Langmuir Laboratory during the summer of 2004. The high frequency noise involved in the sounding
data significantly prevents the accurate acquisition of field change, which is essential for the estimation of charge
transferred to the ground by individual strokes, as well as the source locations. After the Fourier analysis of the noise
and recorded data associated with lightning strokes, the low pass filter function in MATLAB is applied to reduce the influence of
noise, and the intrinsic defect of this procedure is analyzed. The positions of charge sources inferred from the optimized field
data are compared with LMA mapping observation results.

Qian Xia (5/2)

Solution of deconvolution via Tikhonov Regularization

By deconvolution we mean the solution of a linear first-kind integral
equation with a convolution-type kernel, i.e., a kernel that depends only
on the difference between the two independent variables. Beacuase
deconvolution is sensitive to noise and subject to instabilities, its
treatment often requires the use of regularization methods. The aid of
this presetation is to show how to use a Tikhonov regularization method to
solve the develution problem.

Brent Henderson (5/4)

Simulation filtering, implementation and stability

There are times when it is necessary to compare seismic records from
different instruments. In order to do this comparison it is necessary to
simulate the other instrument. I will explore the methods used to make on
instrument look like another, as well as the problems associated with such
a simulation.

Jim Sheckard (5/4)

Cheating Nyquist: How pulsar astronomers can circumvent the Sampling Theorem

Normally, sampling of an analog signal must be done at sufficient speed to
avoid aliasing. Due to the effects of the interstellar medium (ISM) on
radio pulsar signals, intentionally aliased signals can be used to obtain
wider bandwidth signals than the sampling speed can allow. I will give
background on pulsars, particularly on the ISM propogation effects, and
discuss a method for removing the aliasing effects from the recorded
signal.

Jana Stankova (5/6)

Techniques on reconstruction of non-uniformly sampled data'.

Due to the economical and other restrains on seismic data acquisition, the
resulting data is incomplete and aliased. There are several algorithms on
how to optimize these data sets, such as the Gulunay's algorithm,
non-uniform DFT, non-unifort FFT and the FRSI algorithm. However, some of
these algorithms have large drawbacks. For example, the Gulunay's method
does not work on non-uniformly sampled data, and the Fourier transforms
have problems with aliasing. It seems optimal to combine some of these
algorithms together to get results without gaps and aliasing.

Yingchun Zhan "Spring" (5/6)

Seismic Array Processing

Seismic arrays can be used to suppress noise. In this project, I am going to introduce the feature of recordings from such stations,
which is that they allow weak signals to be enhanced above noise. Then how this aids in the interpretaion of seismograms and studies of
source mechanisms particularly for test ban seismology in distinguishing between earthquakes and explosions will be concerned.


Example/Demonstration MATLAB Programs

An Example MATLAB Convolution Program (txt)

Example MATLAB program to plot a complex transfer function (txt)

MATLAB PSD Program Demonstrating concepts using a White Noise Spectrum (txt)

An Example MATLAB Program that Calculates Spectral Leakage from a Variety of Windows (txt)

An Example MATLAB Program that does Basic FIR low-pass Filter Calculations and Plots (txt)

An Example MATLAB program which filters an audio clip by direct manipulation of the FFT

An Example MATLAB program which filters an audio clip by various FIR filters

The sample audio clip for the above.

MATLAB codes for identifying and fitting ARIMA models to data, in .tar and .zip format.


2005 Exercises

Exercises1.pdf

Exercises2.pdf

Data for Exercises 2, problem 2

Exercises3.pdf

Data for Exercises 3, problem 2

Exercises4.pdf

Exercises5.pdf

Data for Exercises 5, problem 2


Example Student Presentation Abstracts from the Spring, 2004 Class