How can I estimate the prestley's evolutionary spectrum in MatLab.

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Samithree Rajapaksha 2016-8-28

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评论： Samithree Rajapaksha 2016-8-31

I want to estimate the Prestley's Evolutionary Spectrum for non stationary time series using MatLab. I'm wondering whether there is an inbuilt function for this.

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John D'Errico 2016-8-28

编辑：John D'Errico 2016-8-28

No. It is a very good bet there is no function already written to do this.

Time for you to start writing then. If you do it well, then post it on the file exchange, so others can gain from your effort. Then others can gain from your efforts.

Samithree Rajapaksha 2016-8-31

Thanks John and Strider. Spectrogram based on STFT is there in Matlab. Yeah, I'm going to try writing a fnction.

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Answer 1

Natch Ruengsakulrach 2016-8-31

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Unfortunately, MATLAB currently does not have a built-in function for Prestley’s evolutionary spectrum estimation, so you will need to either search for it on File Exchange or write your own function. I work for MathWorks and have forwarded this feedback to the appropriate product team. You can find available spectrum estimation methods MATLAB provides in the below link:

http://www.mathworks.com/help/signal/ref/spectrum.html#bqism1l