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A Pythonic implementation of multitaper method for spectral density estimation

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multitaper

A pure Pythonic implementation of the multitaper method for spectral density estimation. It takes a 1D or 2D numpy.ndarray as the input and estimates its power spectral density. Each time an object is created, a new Slepian sequence is generated. This object can be used to calculate power spectral density as often as possible.

Prerequisites

This code depends only on numpy and scipy so it works with Python version 2 and 3 (tested with versions 2.7.15 and 3.6.5).

Installation

You can install this library by typing:

python setup.py install --record installed_files.txt

This may or may not need sudo depending on your installation. The last argument helps you track files that are installed on your system, in case you like to remove them later.

Similar projects

Other libraries including a multitaper implementations for Python can be found on PyPI are mtspec, libftr and spectrum.

Further Reading

  • Percival, D. B. and Walden, A. T., Spectral Analysis for Physical Applications, Cambridge University Press 2002, ISBN: 9780521435413

License

MIT

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