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