Publication Date:
2019
Description:
〈span〉〈div〉SUMMARY〈/div〉A multitaper estimator is proposed that accommodates time-series containing gaps without using any form of interpolation. In contrast with prior missing-data multitaper estimators that force standard Slepian sequences to be zero at gaps, the proposed missing-data Slepian sequences are defined only where data are present. The missing-data Slepian sequences are frequency independent, as are the eigenvalues that define the energy concentration within the resolution bandwidth, when the process bandwidth is $[ { - 1/2,\,\,\,1/2} )$ for unit sampling and the sampling scheme comprises integer multiples of unity. As a consequence, one need only compute the ensuing missing-data Slepian sequences for a given sampling scheme once, and then the spectrum at an arbitrary set of frequencies can be computed using them. It is also shown that the resulting missing-data multitaper estimator can incorporate all of the optimality features (i.e. adaptive-weighting, 〈span〉F〈/span〉-test and reshaping) of the standard multitaper estimator, and can be applied to bivariate or multivariate situations in similar ways. Performance of the missing-data multitaper estimator is illustrated using length of day, seafloor pressure and Nile River low stand time-series.〈/span〉
Print ISSN:
2051-1965
Electronic ISSN:
1365-246X
Topics:
Geosciences
Published by
Oxford University Press
on behalf of
The Deutsche Geophysikalische Gesellschaft (DGG) and the Royal Astronomical Society (RAS).
