Periodogram Peaks in Correlated Time Series
Evaluate the periodogram maximum of a time series
Statistical significance of periodogram peaks (classical)
Generate random time series of the OUSS process
Periodogram peaks in correlated time series
Plot results of a evaluate.pm analysis
Expected periodogram of the OUSS process
Power spectrum of the OUSS process
Run example evaluate.pm analyses
Statistical significance of local periodogram peaks
Calculates the periodogram of a time series, maximum-likelihood fits an Ornstein-Uhlenbeck state space (OUSS) null model and evaluates the statistical significance of periodogram peaks against the OUSS null hypothesis. The OUSS is a parsimonious model for stochastically fluctuating variables with linear stabilizing forces, subject to uncorrelated measurement errors. Contrary to the classical white noise null model for detecting cyclicity, the OUSS model can account for temporal correlations typically occurring in ecological and geological time series. Citation: Louca, Stilianos and Doebeli, Michael (2015) <doi:10.1890/14-0126.1>.