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.