Setup a periodogram in Mathematica

Mathematica but is having trouble due to the data points being in 2D format. They are also looking for any existing examples or advice on how to proceed. Natski later mentions that the data points have irregular spacing and suggests reading Gregory's book on Bayesian Logic for a solution. In summary, Natski is seeking assistance with setting up a periodogram in Mathematica for a list of 2D data points with irregular spacing and recommends reading a book for a solution.
  • #1
natski
267
2
Hi all,

I want to setup a periodogram in Mathematica but not sure how to proceed. I have a list of data points of form {x,y} of length N. I tried doing a discrete Fourier transform on the list but the examples in Mathematica only work for 1-dimensional lists and not 2-d. Also this is a spectral density plot rather than a periodogram.

Is anyone aware of any *.nb files with a working example of a periodogram or could tell me how to proceed?

Thanks in advance,

Natski
 
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  • #2
I should also have mentioned that the data points have irregular sample spacing.
 
  • #3
I believe I have found the solution to this problem but it is non-trivial. I recommend reading Gregory's book on Bayesian Logic for the solution.

Natski
 

1. What is a periodogram in Mathematica?

A periodogram in Mathematica is a function that allows you to analyze the frequency components of a time series data. It is commonly used in signal processing and time series analysis to identify periodic patterns and trends in data.

2. How do I set up a periodogram in Mathematica?

To set up a periodogram in Mathematica, you can use the built-in function Periodogram[data], where 'data' is the time series data you want to analyze. You can also specify additional options such as the type of window function and the number of frequency bins.

3. What are the parameters that can be adjusted in a periodogram?

The main parameter that can be adjusted in a periodogram is the window function, which determines the shape of the data before it is analyzed. Other parameters include the number of frequency bins, the sampling rate, and the range of frequencies to be analyzed.

4. How do I interpret the results of a periodogram?

The results of a periodogram are usually displayed as a plot of frequency versus power. The peaks in the plot correspond to the dominant frequencies in the data, and the height of the peaks indicates the strength of those frequencies. A higher peak indicates a more prominent frequency component in the data.

5. Can I use a periodogram in Mathematica for non-time series data?

Yes, you can use a periodogram in Mathematica for any type of data that can be represented as a list of numerical values. This includes non-time series data such as spatial data or spectral data. However, the interpretation of the results may be different in these cases.

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