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Re: error estimates (a little off-topic maybe) [message #32397]

Fri, 04 October 2002 03:22

wmconnolley
Messages: 106
Registered: November 2000

Senior Member

Joern Wilms <wilms@astro.uni-tuebingen.de> wrote:
> Also, note that if you're analyzing a time series, then the uncertainty of
> the power-spectrum is well known through its chi^2 properties (the
> power spectrum is the square of the fourier transform of a time series, and
> it is easy to show that its uncertainty is a chi^2 distribution with 2
> degrees of freedom, i.e., the uncertainty of each value of the power spectrum
> is as large as the value itself).

You can reduce the errors by averaging, of course.

-W

ps: the book I had in mind is "spectral analysis for physical applications",
percival_db and walden_at. But its not a quick fix.

--
William M Connolley | wmc@bas.ac.uk | http://www.nerc-bas.ac.uk/icd/wmc/
Climate Modeller, British Antarctic Survey | Disclaimer: I speak for myself
I'm a .signature virus! copy me into your .signature file & help me spread!

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		Re: error estimates (a little off-topic maybe) By: wmconnolley on Fri, 04 October 2002 03:22
		Re: error estimates (a little off-topic maybe) By: wilms on Thu, 03 October 2002 13:14
		Re: error estimates (a little off-topic maybe) By: wmconnolley on Thu, 03 October 2002 13:16

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