Higher-Order Spectral Analysis
Estimate bicoherence from given time series data.
Calculate biperiodogram
Estimate bispectrum from time series data.
Estimate cross-bicoherence from time series data.
Estimate cross-bispectrum from time series data.
Blackman window function
Hamming window function
Hann window function
A test signal of the phase coherence between three oscillators
Estimate cross-bicoherence's empirical null distribution by a mode mat...
A three-channel model of quadratic phase coupling
Higher-order spectra or polyspectra of time series, such as bispectrum and bicoherence, have been investigated in abundant literature and applied to problems of signal detection in a wide range of fields. This package aims to provide a simple API to estimate and analyze them. The current implementation is based on Brillinger and Irizarry (1998) <doi:10.1016/S0165-1684(97)00217-X> for estimating bispectrum or bicoherence, Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum, and Kim and Powers (1979) <doi:10.1109/TPS.1979.4317207> for cross-bicoherence.