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

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Yes thanks for that link and the software. Will certainly look into porting
it into Python.

One final question. From this API -
https://docs.scipy.org/doc/scipy/reference/signal.windows.html would a
Welch window be a welcome addition to that API ? I mean the Bartlett one is
basically the precursor of the Welch window. Seems odd that a Welch window
is missing.

On Tue, May 17, 2022 at 8:35 PM Robert Kern <[email protected]> wrote:

> 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
> _______________________________________________
> SciPy-User mailing list -- [email protected]
> To unsubscribe send an email to [email protected]
> https://mail.python.org/mailman3/lists/scipy-user.python.org/
> Member address: [email protected]
>

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<div dir=3D"ltr">Yes thanks for that link and the software. Will certainly =
look into porting it into Python.<div><br></div><div>One final question. Fr=
om this API -=C2=A0<a href=3D"https://docs.scipy.org/doc/scipy/reference/si=
gnal.windows.html">https://docs.scipy.org/doc/scipy/reference/signal.window=
s.html</a> would a Welch window be a welcome addition to that API ? I mean =
the Bartlett one is basically the precursor of the Welch window. Seems odd =
that a Welch window is missing.=C2=A0</div></div><br><div class=3D"gmail_qu=
ote"><div dir=3D"ltr" class=3D"gmail_attr">On Tue, May 17, 2022 at 8:35 PM =
Robert Kern &lt;<a href=3D"mailto:[email protected]">robert.kern@gmail.=
com</a>&gt; wrote:<br></div><blockquote class=3D"gmail_quote" style=3D"marg=
in:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1e=
x"><div dir=3D"ltr"><div dir=3D"ltr">On Mon, May 16, 2022 at 11:04 AM Rober=
t Kern &lt;<a href=3D"mailto:[email protected]" target=3D"_blank">rober=
[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 so=
lid rgb(204,204,204);padding-left:1ex"><div dir=3D"ltr"><div>I don&#39;t kn=
ow of any work that apply&#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 met=
hod as an ad hoc instance of a multitaper method, and there is a more rigor=
ous application of multitaper methods to the LS periodogram. Not implemente=
d 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" target=3D"_blank">https://iopscience.iop.org/article/10.3=
847/1538-3881/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 multitaper spectral estimate on regularly-sampled but gappy=
 time series like yours.</div><div><br></div><div>=C2=A0 <a href=3D"https:/=
/core.ac.uk/download/pdf/237709478.pdf" target=3D"_blank">https://core.ac.u=
k/download/pdf/237709478.pdf</a><br></div><div><br></div><div>The correspon=
ding MATLAB code is BSD-licensed:</div><div><br></div><div>=C2=A0=C2=A0<a h=
ref=3D"https://www.mathworks.com/matlabcentral/fileexchange/71909-mdmwps" t=
arget=3D"_blank">https://www.mathworks.com/matlabcentral/fileexchange/71909=
-mdmwps</a></div><div><br></div>-- <br><div dir=3D"ltr">Robert Kern</div></=
div>
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</blockquote></div>

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