Short course given at TOPE-EA2 program of the University of Campinas in October 2019. It provides an introduction to the techniques for time-series analysis, with special applications to economics (e.g. analysis of stock markets), geosciences (e.g. analysis of tides, earthquakes and climate) and medical sciences (e.g. analysis of human speech, electrocardiogram and electroencephalogram). The emphasis is given to presenting an overall look of the techniques and applicability cases, rather than the mathematical demonstrations. Some references are provided.
- Lecture 1: Introduction to data analysis tools (Excel/Calc/Google Sheets,Matlab/Octave,R,Python)
- Lecture 2: Standard analytical tools: spectral analysis, wavelet, correlation, regression
- Lecture 3: Multivariate analysis
- Lecture 4: Nonlinear time-series analysis and information theory
(Click the links above to see slides – *Portuguese only*)