search for: periodogram

I have done a fair bit of spectral analysis, and hadn't finished collecting my thoughts for a reply, so hadn't replied yet. What exactly do you mean by normalize? I have not used the functons periodogram or spectrum, however from the description for periodogram it appears that it returns the spectral density, which is already normalized by frequency, so you don't have to worry about changing the appearance of your periodogram or power spectrum if you change the time intervals of your data. With...

...ut it would have been better had you kept that opinion too yourself. There are plenty of other reasons besides laziness or carelessness that people will consistently error in language use, such as learning disorders, head injuries, and/or vertigo. On the contrary, I am aware of the definition of a periodogram, and I know what the unnormalized periodogram in the data I presented looks like. Spec.pgram() is actually normalized too something, because it's discrete integral is not well above the SS amplitude of the signal it computed the periodogram for. In other words, the powers are not in units of ar...

...ca to R and I ran into problems with spectral analysis, I think I just don't get it 8-( (The posting from "FFT, frequs, magnitudes, phases" from 2005 did not enlighten me) As a starter for the students I have a 10year data set of air temperature with daily values and I try to get a periodogram where the annual period (365 days) should be clearly visible (in statistica I can get the frequencies and the period). I tried the spectrum() and pgram() functions, but did not find a way through... The final aim would be to get the periodogram (and the residuals from the reassembled data set...)...

Dear R experts, beginners and everyone else, I'm calculating "cumulative periodogram" using the command "cpgram" [1] from the MASS library. Here is a short example with the "lh" (hormone level) dataset: library(MASS) plot(lh,type="l",ylab="value",xlab="time", main="Hormone Levels (lh)") spectrum(lh, main="...

...about the distinction between "one-sided" and "two-sided" PSDs, but I'm not sure to what extent other authors have concerned themselves with that point, or that it is even necessary in most practical applications (warning: non-expert opinion). In the definition I learned, a periodogram is considered "normalized" in the sense that the sum across the frequency range has something to do with some quantity (Sum Squared, Mean Squared, etc.) of a signal in the time domain. Let N = Number of samples Fc = Nyquist critical frequency C = Normalization parameter P2(f) = C * Mod...

Hello everyone, This is my first time posting to the list, thanks in advance. I am calculating the smoothed periodogram for the residuals of an AR model that I fit to EEG data. The autocorrelation plot of the residuals shows the series is now approximately white (i.e. ACF = 1 at lag 0, and close to 0 for all other lags). I would like to show that the spectrum of the series is also approximately white. When I calcul...

Dear all, I'm trying to finding the fundamental harmonics (ie. peaks in a periodogram) from a time series (extracted from an mp3). For example, if I look at spectrum(fdeaths, spans = c(3,3)) I'd say the fundamental harmonics are about 1, 2, 3.5 and 4.5 - but how can I extract these automatically? (preferably with some heuristic for choosing the smoothing spans too) I'm...

hello, I have been using the per function in package longmemo to obtain a simple raw periodogram. I am considering to switch to the function spec.pgram since I want to be able to do tapering. To compare both I used spec.pgram with the options as suggested in the documentation of per {longmemo} to make them correspond. Now I have found on a variety of examples that there is a shift between...

Hi, Does anyone know the name of the package that includes a function for computing the lomb periodogram on irregular spaced ts data? I saw the package once ~ 1 month ago but cannot find it now ... , Rich

Greetings all, I am using Fourier analysis to search for periodicities in IP network traffic by generating periodograms and then visually examining them for large, distinct peaks. However, in many cases it is not readily apparent where there are periodicities. I have no experience with discrete maths so I've come up against a block here: How do I define what the "noise floor" is and what peaks ris...

Hi, I have recently used the CTS package in order to use the Lomb-Scargle periodogram (spec.ls) function. I have noticed an issue that I hoped you may be able to explain. If a regularly spaced time series has two points removed, one at either side of a single data point (thus making an irregularly spaced time series), a spectrum with a very large peak at the highest frequencies is p...

I am trying to compute the periodicity of a time series. I would like to know which function in R does it. Also, how do I plot a Enright / Chi-square periodogram using R ? ( Enright, J.T., 1965, Journal of Theoret. Biol. 8,426-468) Greatly appreciate your help. Thanks in advance, Sukhaswami Malladi *************************************************************************** The contents of this communication are intended only for th...{{dropped}}

Dear All, Is there a function in R which can do a periodogram of Schuster ? Thanks in advance ! Guillaume Blanchet

...n. I > just wish to get a best guess for the period of mere occurrences of x. > Tried using spec.pgram(dataset) but the periods I get are too small - of > the order of 1e-5. What am I doing wrong? > $acf Dieter -- View this message in context: http://r.789695.n4.nabble.com/Getting-a-periodogram-for-discrete-data-tp3079658p3079692.html Sent from the R help mailing list archive at Nabble.com.

...s not exact in spec.pgram() when it should be, skip the rest of this message. The issue I refer herein refers only too a single univariate time series, and may not reflect the issues encountered in 3 or more dimensions. I've been using Numerical Recipes too confirm my own routines, because the periodogram estimate is not normalized to the sum squared, nor the mean squared of the original discrete function, a[]. I'd expect the non-overlapped, and non-tapered version of the periodogram too sum to EXACTLY too some normalization of the discrete signal a[], and the word "estimate" should co...

...he estimation of the fractional exponent in long memory time series (for those who know). However there are three estimators already built-in the fracdiff package (GPH, Sperio, MLE) I was wondering if there is someone who had used an estimation introduced by P.M. Robinson (related paper: "Log-Periodogram regression of time series with long range dependence", 1995, The Annals of Statistics, Vol. 23, p. 1048 - 1072) The estimator is similar to GPH and Sperio based on the periodogram. Thank you in advance, Fotis -- fp [[alternative HTML version deleted]]

Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the question marks). Can somebody please tell me? Is there another option where I can simply enter in

...for: A software to select the lag length for a lag window spectral estimator. Also, I have a small query in the reprex given below. Background for the above, from the book by Percival and Walden: 1. We are given X_1,...,X_n which is one realization of a stochastic process. 2. We may compute the periodogram using FFT, for example by the function spectrum in R. 3. The above is badly biased so we taper X_1,...,X_n to reduce the bias in the periodogram. 4. Now that the bias in under control, we focus on reducing the variance. So we take a window like for eg. the Parzen window, and choose a lag length m w...

.../sum((cos(2 * pi * freq.temp[k] * (ti - tao)))^2) + (sum(x[1:length(ti)] * sin(2 * pi * freq.temp[k] * (ti - tao))))^2/sum((sin(2 * pi * freq.temp[k] * (ti - tao)))^2) ===> ) <=== Here is quick reference http://en.wikipedia.org/wiki/Least-squares_spectral_analysis#The_Lomb.E2.80.93Scargle_periodogram . One half coefficient was not applied to entire expression. Also I find weird next lines (61-62) pgram[1, i, j] <- 0.5 * (pgram[2, i, j] + pgram[N, i, j]) First of all, such things should not be in the for loop. Second, I don't quite understand the meaning of it. P.S. Should I use taper...

..., I am having a problem with the main title of a plot. I have written a function returning a plot and I would like that the main title of this plot shows actually the name of the dataset I have used. So, for instance: if my dataset is called Chl, I would like that my plot to be entitled : "Raw periodogram of Chl". I know the function "paste". I suppose I would be looking for something like: plot(main=paste(""Raw periodogram of", "...). How can the program understand that the name of the data set is supposed to go there? Thank you very much for your answers!!! Marci...