ESS210B
Prof. Jin-Yi Yu
How to Calculate Continuous Spectrum
q(1) Direct Method (a more popular method)
q     Step 1: Perform Fourier transform of y(t) to get C2(k)
q     Step 2: smooth C2(k) by averaging a few adjacent frequencies together.
q                  or by averaging the spectra of a few time series together.
q    è both ways smooth a line spectrum to a continuous spectrum and
q         increase the degrees of freedom of the spectrum.
q
qThere are two ways to calculate the continuous spectrum:
(1)(1) Direct Method  (use Fourier transform)
(2)(2) Time-Lag Correlation Method (use autocorrelation function)