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SeriesPowerSpectrum 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 static double[] PowerSpectrum(
	this IReadOnlyList<double> series


Type: System.Collections.GenericIReadOnlyListDouble
The data series.

Return Value

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

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

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