Spectral Analysis

Definition

Spectral analysis can be defined by the following informal formulation : From a finite time/space series data, estimate how the total power is distributed over frequency.

The history of spectral analysis discipline about one century ago, with the works of Schuster, A. [1898][1] on detecting cyclic behavior in time series.

An interesting historical perspective on the development of this field, can be found in Marple Jr, S. L, [1987][2].

  1. Schuster, A. [1898]

    Schuster, A. (1898). On the investigation of hidden periodicities with application to a supposed 26 day period of meteorological phenomena. Terrestrial Magnetism, 3(1), 13-41.

  2. Marple Jr, S. L, [1987]

    Marple Jr, S. L. (1987). Digital spectral analysis with applications. Englewood Cliffs, NJ, Prentice-Hall, Inc., 1987, 512 p., 1.

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