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MathGroup Archive 2004

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Re: power spectrum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg52752] Re: power spectrum
  • From: nospam nospam <nospam_please at nospam.com>
  • Date: Sat, 11 Dec 2004 05:22:53 -0500 (EST)
  • References: <cpav41$irl$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

George Szpiro wrote:
> If I have a string of data - let us say a time series of 200 observations - 
> how can I find the power spectrum? I did Fourier[list] but have no idea what 
> the output means.
> 
> Thank you for any help (please to my email address:
> george at netvision.net.il)
> 
> George Szpiro
> 

I think the power spectra is just the Magnitude squared of the fourier 
coefficients.

So, do something like this:

data = Table[Random[], {i, 200}];
ck = Fourier[data];
ck = Abs[ck];
ck = ck^2;
ListPlot[data, PlotJoined -> True];
ListPlot[ck, PlotJoined -> True]

This is a plot of the 'energy' in each frequency.


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