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MathGroup Archive 2004

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Re: power spectrum

  • To: mathgroup at
  • Subject: [mg52764] Re: [mg52695] power spectrum
  • From: yehuda ben-shimol <benshimo at>
  • Date: Mon, 13 Dec 2004 04:21:57 -0500 (EST)
  • References: <>
  • Sender: owner-wri-mathgroup at

Power spectrum is defined as the Fourier transform of the 
autocorrelation function. For discrete time series use Mathematica's 
Fourier function (FFT implementation for the DFT) rather than the 
A common practice (although known to be a biased estimation) is to take 
the absolute value of the Fourier outcome, that is Abs[Fourier[data]].
If you look for some specific spectral peek for low frequency, it is 
recommended that the average value of the data will be subtracted from 
the data before the analysis.
good luck

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
>George Szpiro

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