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NlogN algorithm for least-squares fitting of periodic templates to noisy, non-equispaced time-series data.

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PrincetonUniversity/FastTemplatePeriodogram

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Fast Template Periodogram

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Authors:John Hoffman ([email protected]) Jake VanderPlas ([email protected])
Version:1.0.0

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Description

plots/templates_and_periodograms.png

The Fast Template Periodogram extends the Lomb-Scargle periodogram ([Barning1963], [Vanicek1971], [Lomb1976], [Scargle1982], [ZechmeisterKurster2009]) for arbitrary (periodic) signal shapes. It naturally handles non-uniformly sampled time-series data.

Template:Periodic signal shape, expressed as a truncated Fourier series of length H.
Periodogram: