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Welch's Method for IAAFT or AAFT #162
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Hi, thanks for considering a contribution! However, it is not clear to me what you wish to contribute :S ... Do you want to contribute a new method for computing Power Spectra? If so, this doesn't really belong in this package. Probably DSP.jl makes more sense. Do you instead want to enhance the current |
This one. Thanks, I'll get to it and do some tests to see if it is worthwhile or not. |
Since this involves averaging multiple periodograms, I guess it will be more time-consuming than using a single estimate of the periodogram? I suggest that if you implement this, @duodenum96, the user should be able to pick whether they want to estimate the periodogram using the standard FFT method or by averaging, depending on their needs. |
Of course, you are right. I wrote a small matlab code that does this and it is working as intended. I am getting familiar with the coding style of TimeseriesSurrogates.jl now, I will implement it in Julia after I figure out the process. |
Excellent! Looking forwards to your contribution :D |
The neurophysiological data I'm analyzing have long time series (let's say 5-10 minutes) however the frequencies of interest tend to be between 1 to 40 Hz. A common practice in our field is to estimate the power spectrum via Welch's method of averaging periodograms. Would doing the same be worthwile in IAAFT method? If so, I would be willing to contribute this to the package, since I'm already going to implement it for my own project.
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