Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun signal processing A technique to estimate the power spectrum of a stationary
ergodic finite-variance random process, using several different data tapers which areorthogonal to each other.
Etymologies
from Wiktionary, Creative Commons Attribution/Share-Alike License
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Examples
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The multitaper method (MTM) spectral analysis indicates the existence of some decadal (11.4 year) and interannual (9.1, 6.8, 4.0, 2.7 and 2.1-2.0 year) cycles, which may potentially be the fingerprints of some proposed climate change forcings.
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Now Mann estimates his spectrum using Thomson's multitaper method - Stoica did not discuss this methodology; the purpose of the multitaper method is to reduce the variance of the estimate, so probably it's less bad than the periodogram, but still the whole procedure, whatever it is, doesn't sound promising.
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Percival D, Walden A (1993) Spectral analysis for physical applications: multitaper and conventional univariate techniques.
PLoS ONE Alerts: New Articles Ning Li et al. 2010
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For example, the reference to multitaper methods Percival and Walden, 1993 -- incidentally, it is missing in the bibliography, though it is well known does not adequately explain the estimation of “coherence” my memory is that there are questions about how you define the taper, though I haven’t looked at this in a while.
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Now Mann estimates his spectrum using Thomson’s multitaper method – Stoica did not discuss this methodology; the purpose of the multitaper method is to reduce the variance of the estimate, so probably it’s less bad than the periodogram, but still the whole procedure, whatever it is, doesn’t sound promising.
Comments
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