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

On 17/05/2022 17:04, Robert Kern wrote:
> On Mon, May 16, 2022 at 11:04 AM Robert Kern <[email protected] 
> <mailto:[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
>     <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.

I haven't followed the thread and I haven't looked at the papers, but 
from this brief problem description is seems that this paper and related 
papers may be relevant:

https://link.springer.com/article/10.1007/s11214-009-9598-2

I may look up articles with possible more details if you are interested.

Cheers,
Dan
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