Article View: sci.math.stat
Article #597Robust Spectral Estimation of Gappy Series
From: rich
Date: Tue, 29 Sep 1992 23:41
Date: Tue, 29 Sep 1992 23:41
32 lines
1377 bytes
1377 bytes
I am trying to generate spectral estimates from time series which have 2 problems: 1) dropouts, i.e. gaps in the time series (perhaps 20% of the values) 2) error spikes (perhaps 2% of the values) The time series is a geophysical one (i.e. reddish spectrum), with perhaps a few small peaks (tides and what-not). The standard window-fft-and-average techniques seem to be inadequate for this - I can't think of a good way to handle the gaps (other than ignoring them by removing them from the series), and the spikes tend to give a lot of "white" energy. Median filtering can get rid of some of the spikiness, but it does bad things to some of the other parts of the signal. Can anyone help me with some good references? Email or post, I will summarize. -- Rich Pawlowicz ----------------- INTERNET: rich@boreas.whoi.edu Woods Hole Oceanographic Institution "Home of the 99 cent squid burger (cheese extra)" --------------------------------------------------------------
Technical Details
Message-ID:
<1992Sep29.234100.7104@netnews.whoi.edu>Path:
arc1-ca.pugleaf.net!sparky!uunet!stanford.edu!ames!ncar!netnews.whoi.edu!newsShow Full Headers
Complete Article Headers
Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!stanford.edu!ames!ncar!netnews.whoi.edu!news From: rich@boreas.whoi.edu Subject: Robust Spectral Estimation of Gappy Series Message-ID: <1992Sep29.234100.7104@netnews.whoi.edu> Sender: news@netnews.whoi.edu Organization: Woods Hole Oceanographic Institution Date: Tue, 29 Sep 92 23:41:00 GMT Lines: 32