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Spectral Analysis of Data

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.




Documents:

Nothing yet.



Software:


Traditional spectral analysis

dsp library
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 named dsp.tar.gz.
[ftp://nimios.eng.mcmaster.ca/pub/IEEE/software]
SPP
The Signal Processing Package is a Mathematica package for performing various signal processing and spectral analyis calculations.
[ftp://gauss.eedsp.gatech.edu/Mathematica/]
STARPAC
A statistical and time series analysis package written in Fortran. A large manual (in flat ASCII format) comes with the software.
[ftp://ftp.ucar.edu/starpac/]


Multitaper spectral analysis

C source code

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.
[http://love.geology.yale.edu/mtm/]

Octave/(Matlab) source code

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.
[http://www-ocean.tamu.edu/~baum/spectrum/octave.multitaper]

SAPACLISP Library

This is a library of Common Lisp functions for performing various spectral analysis computations, among which is multitaper spectral analysis. 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 book.
[ftp://lib.stat.cmu.edu/sapaclisp/]

SSAT

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.
[http://www.atmos.ucla.edu/~weibel/ssa/ssa_kit.html]


Time-frequency analysis

Nothing yet. Hint: try the wavelet pages.


FFT routines

FFTPACK
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.
[ftp://ftp.ucar.edu/dsl/lib/fftpack/]
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.
[http://www-ocean.tamu.edu/~baum/fft.html]

Meta-sites

Signal Processing Information Base
A site dedicated to supplying information about signal processing and as such it contains papers, technical reports, software, etc.
[http://spib.rice.edu/spib.html]
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.
[http://www.sar.physics.uwo.ca/~stockwell/time_series.htm]

Bibliographies

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 systems. A hypertext version is also available.
[http://www-ocean.tamu.edu/~baum/records/timeseries.bib]



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Last checked or updated: Jan. 20, 1996

S. Baum
Dept. of Oceanography
Texas A&M University

baum@astra.tamu.edu