Setup a periodogram in Mathematica

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SUMMARY

The discussion centers on setting up a periodogram in Mathematica using a dataset of irregularly spaced points in the form {x,y}. The user, Natski, initially attempted a discrete Fourier transform but encountered limitations with 2-dimensional lists. A solution involves referencing Gregory's book on Bayesian Logic, which provides insights into handling irregular sample spacing effectively.

PREREQUISITES
  • Familiarity with Mathematica 12.0 for data analysis
  • Understanding of discrete Fourier transforms
  • Knowledge of spectral density plots
  • Basic concepts of Bayesian statistics
NEXT STEPS
  • Explore Mathematica's built-in functions for periodograms
  • Read Gregory's book on Bayesian Logic for advanced techniques
  • Investigate methods for handling irregularly spaced data in time series analysis
  • Learn about spectral density estimation techniques in signal processing
USEFUL FOR

Data scientists, statisticians, and researchers working with time series data who need to analyze spectral properties using Mathematica.

natski
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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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I should also have mentioned that the data points have irregular sample spacing.
 
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
 

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