# Questions tagged [spectral-analysis]

For questions involving spectral clustering algorithms, frequency domain analysis or correlated subjects. May include Fourier transform and graph theoretic questions.

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### How to Understand Autoregressive Process MATLAB Code?

This is supposed to be a code to calculate the true PSD of a 4th order autoregressive process: ...
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### Correlation estimation by the Blackman-Tukey method

Problem statement: Assume that the spectral estimation for an unknown signal is given by the Blackman-Tukey method as follows: $$S_x(\omega) = 5+8\cos(\omega)-6\cos(2\omega)+2\cos(3\omega).$$ Assume ...
1answer
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### Finding autocorrelation coefficients given PSD values at 2 frequencies

Assuming that $S_X(w)$ denotes powers spectral density function at frequency $w$, we are given $$S_X\left(\frac{\pi}{4}\right)=10+3\sqrt{2},\quad S_X\left(\frac{\pi}{6}\right)=11+3\sqrt{3}.$$ We also ...
0answers
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### Reference request: (spectral) convergence rate of sample covariance matrix with fixed dimension $p$

I am looking for a reference on convergence of sample covariance matrix (in some reasonable sense) when the dimension $p$ is fixed, but the number of samples $n$ goes to infinity. The ideal result I ...
0answers
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### Frequency of timeseries greater than half the number of datapoints in timeseries

as suggested in the following thread: Period detection of a generic time series I'm testing the function findfrequency() to automatize the estimation of the period ...
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### What are the possible problems with using ACF to detect frequency in timeseries?

Looking for a way to detect frequency without knowing anything about the timeseries beforehand. I ended up as suggested by another user in this thread: Period detection of a generic time series Here ...
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1answer
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### Generate random walk from a power spectrum

I want to be able to generate a model timeseries from a given power spectrum. The power spectrum is measured from other data and hence has no fit parameters and is empirical. How does one go about ...
0answers
25 views

### How do spectral neural networks for learning on graphs work?

I've been reading this paper "Spectral Networks and Locally Connected Networks on Graphs" but for the full understanding of this paper it requires the reader to be knowledgeable about harmonic ...