I am trying to investigate 1/f noise in a solid state material across a first order phase transition. Normally, one suffice with first spectrum, but if the scattering processes responsible for the noise are non Gaussian, then you need to investigate higher order statistics. The second spectrum...
I am trying to implement what's called the "second spectrum". Basically, you do this:
1. Take a time series of length N.
2. Divide it into m segment, each of length N'=N/m.
3. For each segment m, do a Fourier Transform. The result is the 'first spectrum',S_i^{(1)}(f_1), i=1,...,m
4...