[SciPy-Dev] Pull Req: Add periodogram and welch functions
Tue Dec 4 06:49:02 CST 2012
Jake Vanderplas wrote:
> Hi Eric,
> The contribution looks good. Have you compared your results to those of
> matplotlib.mlab.psd()? I believe that also implements Welch's method.
> On 12/03/2012 06:54 PM, Eric Moore wrote:
>> Hi, I've just submitted a pull request to add a function to compute a
>> simple (modified) periodogram and a periodogram using Welch's method.
>> The pull request is https://github.com/scipy/scipy/pull/373
>> The biggest question I have with my implementation is whether welch
>> should support padded FFTs and detrending. But I'm happy to hear any
It does produce the same output as mlab.psd(). The functions have
slightly different defaults. Equivalent calls, for a sampling frequency
of fs, a 1024 point transform, with 50% overlap, and a hanning window are
signal.welch(x, fs, nfft=1024)
mlab.psd(x, 1024, fs, noverlap=512)
I'm not sure with just having quickly looked at this what mlab.psd is
calculating if you set scale_by_freq=False, but it doesnt match my
I've also just noticed that my code dealing with the output of rfft is
slightly broken. I'll push a correct version later today.
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