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Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión

Author

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  • Josué M. Polanco-Martínez

    (Basque Centre for Climate Change, Bilbao, España)

Abstract

El periodograma suavizado de Lomb-Scargle es una técnica de análisis espectral que se aplica de modo directo a series temporales no equiespaciadas. Aunque derivado originalmente para operar con series temporales astronómicas no equiespaciadas temporalmente [2, 17, 38, 39], a finales de los noventa fue adaptado por Schulz y Stattegger [43] en combinación con la técnica WOSA (Welch-Overlapped-Segment-Averaging) [49] para operar con series temporales ambientales (principalmente climáticas) no equiespacidas temporalmente. Un poco más tarde, Schulz y Mudelsee [42] hicieron mejoras al trabajo de Schulz y Stattegger para tener en cuenta el tipo de ruido de fondo (“rojo”) que suelen presentar las series ambientales. Debido a la necesidad de estimar el espectro suavizado a series temporales ambientales no equiespaciadas temporalmente, es necesario contar con información suficiente y de libre acceso sobre esta temática. Hoy por hoy, es posible encontrar una buena cantidad de publicaciones en inglés sobre este método (v. gr., [23, 24, 28, 29, 42, 43]), pero hay una carencia de información en idioma español (salvo algunas excepciones, como Polanco-Martínez [31] y Pardo-Igúzquiza y Rodríguez-Tovar [27]). Por estas razones, en este artículo de revisión, se presenta de manera concisa toda la información pertinente para estimar el espectro suavizado de series temporales ambientales no equiespaciadas, mediante el periodograma de Lomb-Scargle y teniendo en cuenta el ruido de fondo rojo de las series ambientales.

Suggested Citation

  • Josué M. Polanco-Martínez, 2014. "Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 8(2), pages 7-23, Diciembre.
    • Handle: RePEc:inp:inpana:v:8:y:2014:i:2:p:7-23
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    References listed on IDEAS

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    3. Robinson, P. M., 1977. "Estimation of a time series model from unequally spaced data," Stochastic Processes and their Applications, Elsevier, vol. 6(1), pages 9-24, November.
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    More about this item

    Keywords

    Análisis espectral; series temporales no equiespaciadas temporalmente; periodograma de Lomb - Scargle; transformada de Lomb-Scargle Fourier; frecuencia de Nyquist; ruido rojo;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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