[ home /
A collection of links to papers, tutorials, software, and
sites containing information about spectral analysis of data,
with special emphasis given to geophysical data.
Various bits of alphabet soup that are (or will)
be touched on here include MTM, EOF, SSA, POP, etc.
- Nothing yet.
- This is a library of digital signal processing programs
written in Fortran. It includes subroutines for FIR and IIR
filter design, FFT routines, and various other programs for
signal processing and spectral analysis. The home site for this package is
notoriously intermittent and their package is compressed using
the ZIP software, so I've made it available here in a file
- The Signal Processing Package is a Mathematica package
for performing various signal processing and spectral analyis
- A statistical and time series analysis package written
in Fortran. A large manual (in flat ASCII format) comes
with the software.
- This program, written by Jonathan Lees and Jeffrey Park,
is coded in ANSI-C and is a portable standalone subroutine.
The code can be found in the indicated directory as well as
in their paper "Multiple-taper spectral analysis: A stand-alone
C-subroutine" in Computers and Geosciences, Vol. 21,
1995, pp. 199-236.
- This program is written in the interpreted language of
Octave, and as such should also run (with little or no modification)
with Matlab. It was written by John Kuehne and was obtained from
the comp.soft-sys.matlab Usenet group.
- This is a library of Common Lisp functions for performing various
spectral analysis computations, among which is multitaper spectral
It is a companion package for the
book Spectral Analysis for Physical Applications: Multitaper
and Conventional Univariate Techniques by D. B. Percival and
A. T. Walden, Cambridge Univ. Press, 1993 [ISBN 0-521-43541-2].
Unless you're really into programming in Lisp, you might want
to try one of the other packages, although I highly recommend
- The Singular Spectrum Analysis Toolkit is a set of programs
that perform detailed spectral analyses and decompositions on
an input time series. It includes the capability of using the
multitaper spectral method. This software is written in
C and Fortran, and
runs on top of and therefore requires
the Tcl/Tk toolkit software.
- Nothing yet. Hint: try the wavelet pages.
- A collection of Fortran programs to perform FFTs for both real and
complex periodic sequences and certain other symmetric sequences.
This was developed at NCAR by Swartztrauber et al. for use in
general circulation models.
GAMS FFT list
- This is an exhaustive list (with links) of just about
every FFT routine available on the net. It is part of
the GAMS site.
Signal Processing Information Base
- A site dedicated to
supplying information about signal processing and as such it contains
papers, technical reports, software, etc.
UWO Time series analysis site
- A site at the Univ. of Western Ontario containing tutorials on
various time series analysis topics as well as links to
other related sites.
Recent and Novel Techniques for Time Series Analysis
- A BibTeX form bibliography of books, papers, technical reports,
etc. about recently developed or popularized techniques in
the analysis of time series obtained from linear and nonlinear
hypertext version is also available.
[ home /
Last checked or updated: Jan. 20, 1996
Dept. of Oceanography
Texas A&M University