[Numpy-discussion] custom Welch method for power spectral density
Hello, I'm trying to compute a power spectral density of a signal, using the Welch method, in the broad sense; i.e. splitting the signal into segments for deriving smoother spectra. This is well implemented in scipy.signal.welch. However, I'd like to use exponentially increasing (power 2) segment length to dampen increasing variance in spectra at higher frequencies. Before hacking the scipy.signal.spectral module for this, I'd appreciate any tips on available packages/modules that allow for this kind of binning scheme, or other suggestions. Thanks, -- Seb ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] custom Welch method for power spectral density
On Fri, Jan 12, 2018 at 1:12 PM, Seb wrote: > > Hello, > > I'm trying to compute a power spectral density of a signal, using the > Welch method, in the broad sense; i.e. splitting the signal into > segments for deriving smoother spectra. This is well implemented in > scipy.signal.welch. However, I'd like to use exponentially increasing > (power 2) segment length to dampen increasing variance in spectra at > higher frequencies. Before hacking the scipy.signal.spectral module for > this, I'd appreciate any tips on available packages/modules that allow > for this kind of binning scheme, or other suggestions. Not entirely sure about this kind of binning scheme per se, but you may want to look at multitaper spectral estimation methods. The Welch method can be viewed as a poor-man's multitaper. Multitaper methods give you better control over the resolution/variance tradeoff that may help with your problem. Googling for "python multitaper" gives you several options; I haven't used any of them in anger, so I don't have a single recommendation for you. The nitime documentation provides more information about multitaper methods that may be useful to you: http://nipy.org/nitime/examples/multi_taper_spectral_estimation.html -- Robert Kern ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] custom Welch method for power spectral density
On Fri, 12 Jan 2018 13:32:11 -0800, Robert Kern wrote: [...] > Not entirely sure about this kind of binning scheme per se, but you > may want to look at multitaper spectral estimation methods. The Welch > method can be viewed as a poor-man's multitaper. Multitaper methods > give you better control over the resolution/variance tradeoff that may > help with your problem. Googling for "python multitaper" gives you > several options; I haven't used any of them in anger, so I don't have > a single recommendation for you. The nitime documentation provides > more information about multitaper methods that may be useful to you: > http://nipy.org/nitime/examples/multi_taper_spectral_estimation.html Very interesting documentation and suggestion. A test application of this looks promising. Thanks, -- Seb ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
