Periodicity analysis based on power spectrum estimation
Ji Tang
Abstract
Ji Tang
Abstract
The periodogram spectral analysis method and maximum entropy spectral analysis method are introduced briefly based on theory of spectrum estimation.The effectiveness of the two methods are confirmed by applications in modeling signals.The two methods are then used to analyze the monthly mean of sunspot from 1750 to 2008.The periods are 10.1 years、11.1 years、11.9 years and 105.3 years,which are consistent with the actual observed values.Also,the characteristics derived from the two methods are compared.
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The periodogram spectral analysis method and maximum entropy spectral analysis method are introduced briefly based on theory of spectrum estimation.The effectiveness of the two methods are confirmed by applications in modeling signals.The two methods are then used to analyze the monthly mean of sunspot from 1750 to 2008.The periods are 10.1 years、11.1 years、11.9 years and 105.3 years,which are consistent with the actual observed values.Also,the characteristics derived from the two methods are compared.
Key concepts: Maximum entropy spectral estimation, Periodogram, Spectral analysis, Spectral density, Mathematics, Spectral density estimation, Principle of maximum entropy, Statistics