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Book Chapter

F

Published:
January 01, 1995

Abstract

1. Fahlman, G.G. and Ulrych, T.J., 1982. A new method for estimating the power spectrum of gapped data. Mon. Not. Roy. Astron. Soc., 199: 53–65.

The problem of estimating the power spectrum of a discrete time series which consists of individual segments separated by long gaps is considered. A maximum entropy approach is used to fill the gaps with a prediction based on the observed data segments. An important aspect of the ME spectral analysis is its relationship to the autoregressive (AR) representation of a time series. It is this relationship that is used to fill the gaps. While the ME-AR model is essential for the prediction part of the problem, the final analysis of the spectral content of the data may be performed by standard Fourier techniques, thus with amplitudes and phases directly obtainable. This is the preferable approach when the total time spanned by the data is long compared to any periods of interest.

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Modern Spectral Analysis with Geophysical Applications

Markus Båth
Markus Båth
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Michael R. Cooper
Michael R. Cooper
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Society of Exploration Geophysicists
Volume
2
ISBN electronic:
9781560802648
Publication date:
January 01, 1995

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