Accession Number : AD0774040
Title : Cross-Spectrum Smoothing via the Finite Fourier Transform.
Descriptive Note : Research rept.,
Corporate Author : TEXAS UNIV AUSTIN CENTER FOR CYBERNETIC STUDIES
Personal Author(s) : Frome,Edward L.
Report Date : JAN 1974
Pagination or Media Count : 16
Abstract : An algorithm is presented that computes estimates of the spectra and cross-spectrum from a relization of a bivariate time. The spectral estimates are computed by averaging the periodogram over neighboring frequencies, and the algorithm is coded in ANSI Standard FORTRAN. (Author)
Descriptors : *Time series analysis, *fourier transformation, Spectrum analysis, Estimates, Computer programs, Fortran
Subject Categories : Statistics and Probability
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE