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TimeSeriesPowerSpectrum Method

Computes the power spectrum of the time series.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public double[] PowerSpectrum()

Return Value

Type: Double
An array giving the power in each frequency bin.

For a time series of length n, the index k gives the power near period n / k, or frequency k / n. (For example, for a year-long monthly time series, the value at index 1 is proportional to the yearly variation, the value at the index 4 is proportional to the quarterly variation, and the value at index 12 is proportional to the monthly variation.) The zeroth entry is proportional to the unfluctuating component of the signal, i.e. the mean.

See Also