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A Fortran 90 library for multitaper spectrum analysis

The spectral analysis of geological and geophysical data has been a fundamental tool in understanding Earth's processes. We present a Fortran 90 library for multitaper spectrum estimation, a state-of-the-art method that has been shown to outperform the standard methods. The library goes beyond...

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Bibliographic Details
Published in:Computers & geosciences 2009-08, Vol.35 (8), p.1701-1710
Main Authors: Prieto, G.A., Parker, R.L., Vernon III, F.L.
Format: Article
Language:English
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Summary:The spectral analysis of geological and geophysical data has been a fundamental tool in understanding Earth's processes. We present a Fortran 90 library for multitaper spectrum estimation, a state-of-the-art method that has been shown to outperform the standard methods. The library goes beyond power spectrum estimation and extracts for the user more information including confidence intervals, diagnostics for single frequency periodicities, and coherence and transfer functions for multivariate problems. In addition, the sine multitaper method can also be implemented. The library presented here provides the tools needed in multiple fields of the Earth sciences for the analysis of data as evident from various examples.
ISSN:0098-3004
1873-7803
DOI:10.1016/j.cageo.2008.06.007