Re: Wanting to take a FFT transform of a irregularly spaced sample

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On Mon, May 16, 2022 at 11:04 AM Robert Kern <[email protected]> wrote:

> I don't know of any work that apply's something like Welch's method per se
> to the LS periodogram, but if you squint, you can kind of see Welch's
> method as an ad hoc instance of a multitaper method, and there is a more
> rigorous application of multitaper methods to the LS periodogram. Not
> implemented in Python so far as I know, but there is an R implementation.
>
>   https://iopscience.iop.org/article/10.3847/1538-3881/ab7fa1
>

Looking through this paper more carefully, I see it cites this paper that
implements multitaper spectral estimate on regularly-sampled but gappy time
series like yours.

  https://core.ac.uk/download/pdf/237709478.pdf

The corresponding MATLAB code is BSD-licensed:

  https://www.mathworks.com/matlabcentral/fileexchange/71909-mdmwps

-- 
Robert Kern

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<div dir=3D"ltr"><div dir=3D"ltr">On Mon, May 16, 2022 at 11:04 AM Robert K=
ern &lt;<a href=3D"mailto:[email protected]">[email protected]</a>&=
gt; wrote:</div><div class=3D"gmail_quote"><blockquote class=3D"gmail_quote=
" style=3D"margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);=
padding-left:1ex"><div dir=3D"ltr"><div>I don&#39;t know of any work that a=
pply&#39;s something like Welch&#39;s method per se to the LS periodogram, =
but if you squint, you can kind of see Welch&#39;s method as an ad hoc inst=
ance of a multitaper method, and there is a more rigorous application of mu=
ltitaper methods to the LS periodogram. Not implemented in Python so far as=
 I know, but there is an R implementation.</div><div><br></div><div>=C2=A0 =
<a href=3D"https://iopscience.iop.org/article/10.3847/1538-3881/ab7fa1" tar=
get=3D"_blank">https://iopscience.iop.org/article/10.3847/1538-3881/ab7fa1<=
/a>=C2=A0</div></div></blockquote></div><div><br></div><div>Looking through=
 this paper more carefully, I see it cites this paper that implements multi=
taper spectral estimate on regularly-sampled but gappy time series like you=
rs.</div><div><br></div><div>=C2=A0 <a href=3D"https://core.ac.uk/download/=
pdf/237709478.pdf">https://core.ac.uk/download/pdf/237709478.pdf</a><br></d=
iv><div><br></div><div>The corresponding MATLAB code is BSD-licensed:</div>=
<div><br></div><div>=C2=A0=C2=A0<a href=3D"https://www.mathworks.com/matlab=
central/fileexchange/71909-mdmwps">https://www.mathworks.com/matlabcentral/=
fileexchange/71909-mdmwps</a></div><div><br></div>-- <br><div dir=3D"ltr" c=
lass=3D"gmail_signature">Robert Kern</div></div>

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