| | SSA-MTM Toolkit User's Guide: MTM Theory |
 | | The Multi-Taper method (MTM) of spectral analysis provides a novel means for spectral estimation (Thomson, 1982; Percival and Walden, 1993) and signal reconstruction (e.g., Park, 1992) of a time series which is believed to exhibit a spectrum containing both continuous and singular components. |
 | | A set of independent estimates of the power spectrum is computed, by pre-multiplying the data by orthogonal tapers which are constructed to minimize the spectral leakage due to the finite length of the data set. |
 | | Significance levels for harmonic or narrowband spectral features relative to the estimated noise background can be determined from the appropriate quantiles of the chi-squared distribution, approximating the spectrum as being distributed with 2K degrees of freedom (see Mann and Lees, 1996). |
| www.atmos.ucla.edu /tcd/ssa/guide/mann/mann4.html (2880 words) |