Time Series Analysis

Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

Students will learn various techniques for the analysis of time series.
A brief sketch of the mathematical background will enable students to
select and apply proper methods for the study of signals typically found
in the movement sciences. As examples range from kinematic and (neuro-)
physiological signals students will get well-equipped to analyze and
interpret their own experimental recordings.

Inhoud vak

Recent advances in recording techniques and increasing data storage
capacity render time series analysis a challenge. In this course various
uni-, bi-, and multivariate methods for the study of experimental data
will be outlined and critically discussed. Statistical time-domain ap-
proaches go hand in hand with Fourier analysis, Hilbert and Gabor
transforms, wavelet decomposition, et cetera. For the multivariate ex-
tension primary focus will be on principal and independent compo-nent
analysis and on investigating recordings of whole-body kinemat-ics and
electromyographic signals. All techniques will be discussed based on
current research articles and implemented by means of nu-merical
exercises (Matlab).


36 contact hours (14 seminars, 12 practicals, 10 lectures); 124 hours

A mixture of lectures, seminars, and computer practicals. At the com-
puter students will analyze typical examples of movement-related,
temporal data like kinematic or electromyographic signals. During the
seminars, research articles on the analysis of movement dynamics will be
discussed on the basis of brief summaries written by the students
(writing assignment).


60% of the grade is determined by the written exam (essay questions).
20% is determined by the quality of the written summaries and/or oral
presentations (depends on the number of participating students but will
be announced in time via BlackBlack), and 20% by the quality of solu-
tion of the computer practicals.

Vereiste voorkennis

Basic knowledge of Matlab is mandatory.


• C. Chatfield, The analysis of time series. An introduction,
Chapman & Hall, London, 1987 (or newer edition); advised
• Several research articles that will be provided

Overige informatie

Basic knowledge of Matlab is mandatory

Aanbevolen voorkennis

Basic knowledge of Matlab is mandatory.

Algemene informatie

Studiepunten 6 EC
Periode P5
Vakniveau 500
Onderwijstaal Engels
Faculteit Fac. der Gedrags- en Bewegingswetensch.
Vakcoördinator prof. dr. A. Daffertshofer
Examinator prof. dr. A. Daffertshofer
Docenten prof. dr. A. Daffertshofer

Praktische informatie

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Werkvormen Werkcollege, Hoorcollege, Computerpracticum