2025-02-28 ~ 2025-03-21Time Series Analysis MinicourseLecturer: Tao Jin (金涛, Visiting Scholar)Weekday: FriTime: 09:50-12:15Venue: A3-3-301Zoom: 435 529 7909Password: BIMSAIntroductionTime series analysis is one of the major fields of econometrics, which has been viewed as “empirical macroeconomics” by many economists. As time series data and modelling dynamics become increasingly important,...
AbstractTime-frequency analysis deals with localized Fourier transforms. Gabor analysis is a branch of time-frequency analysis. It shares with the wavelet transform methods the ability to describe the smoothness of a given function in a location-dependent way.The main tool is the sliding window Fourier transform or short-time Fourier transform (STFT). It describes the correlation of a signal wi...