1993
DOI: 10.1017/cbo9780511622762
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Spectral Analysis for Physical Applications

Abstract: This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, rang… Show more

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Cited by 1,810 publications
(1,089 citation statements)
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“…Spectral analysis provides a unified framework for the characterization of hybrid processes and we use multitaper methods of spectral estimation developed in Thomson (1982) to construct estimators for all spectral quantities (see Appendix). These estimates are presented and evaluated in (Percival and Walden, 1993) and are applied to a wide range of neurobiological data in (Mitra and Pesaran, 1999). Correlation function measures such as the auto-and cross-correlation function characterize the same statistical structure in time series as spectra and cross-spectra, however, as we discuss in a later section, spectral estimates offer significant advantages over their time domain counterparts.…”
Section: Resultsmentioning
confidence: 99%
“…Spectral analysis provides a unified framework for the characterization of hybrid processes and we use multitaper methods of spectral estimation developed in Thomson (1982) to construct estimators for all spectral quantities (see Appendix). These estimates are presented and evaluated in (Percival and Walden, 1993) and are applied to a wide range of neurobiological data in (Mitra and Pesaran, 1999). Correlation function measures such as the auto-and cross-correlation function characterize the same statistical structure in time series as spectra and cross-spectra, however, as we discuss in a later section, spectral estimates offer significant advantages over their time domain counterparts.…”
Section: Resultsmentioning
confidence: 99%
“…Spectra were calculated with a window length of 2 s, fast Fourier transform (FFT) length of 8 s, and bandwidth parameter nw = 2 and k = 3 tapers (Percival and Walden, 1993). Spectral peaks were determined, and the peak position was classified with respect to the frequency bands: theta (4-8 Hz), alpha (8-13 Hz), beta (13-30 Hz).…”
Section: Power Spectral Densitymentioning
confidence: 99%
“…A widely-used current spectral estimation method is multitaper spectral analysis (e.g., Percival & Walden, 1993). We make use of a set of K real-valued orthonormal taper sequences {h k,t , t = 0, .…”
Section: Estimation Of the Spectral Matrixmentioning
confidence: 99%
“…We see that without up-weighting, (ζ = 0), the partial coherence is large for frequencies from zero to Nyquist, even though the time series were bandpass filtered to the beta range. This is caused by small amounts of power leaking from high power to low power regions of the spectra, an inevitable part of spectral estimation (e.g., Percival & Walden, 1993), for example giving rise to small non-zero denominator terms in (2), which then inflate the small numerator. Contrariwise, we see that when ζ = 5 · 10 −5 or 10 −4 , the partial coherence is confined to a band of frequencies much closer to the nominal pass-band, and the partial coherence values within the pass-band are virtually unchanged.…”
Section: The Up-weighting Parameter ζmentioning
confidence: 99%