[SciPy-Dev] Pull Req: Add periodogram and welch functions
Thu Dec 6 20:50:51 CST 2012
Daniele Nicolodi wrote:
> On 04/12/2012 03:54, Eric Moore wrote:
>> The biggest question I have with my implementation is whether welch
>> should support padded FFTs and detrending. But I'm happy to hear any
> I think detrending is a required functionality for the welch method.
> Global detrending can be easily applied before feeding the data to
> welch, but what is required in most application is the independent
> detrending of each data segment used in the estimator. Detrending up to
> an arbitrary polynomial order, in addition to the common linear
> detrending, would be a nice addition too.
> PS: the lack of segment by segment detrending in Matlab's welch()
> function forces me to maintain a forked version of it.
I've added detrending. The relevant part of the docstring is:
detrend : string or function, optional
Specifies how to detend each segment. If `detrend` is a string,
it is passed as the `type` argument to scipy.signal.detrend.
If it is a function, it takes a segment and returns a detrended
segment. Defaults to 'constant'
Supporting polynomial detrending would be best done by extending
detrend, I think. (Also I'd love to see an actual use case for it's `bp`
Looking at matplotlib's psd again, it also supports setting the length
of the fft separately from the segment length. Would we also like to
support that option?
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