Periodogram
A graphical plot with abscissa given by the number
of consecutive numbers constituting a single period and ordinate given by the correlation ratio
. The equation of the periodogram is
where each of the terms of the sequence
consists of a simple periodic part of period
, together with a part which does not involve this periodicity
, so
is the standard deviation of the
s,
is the standard deviation of the
s, and
is the number of periods covered by the observations.
REFERENCES:
Schuster. Terrestrial Magnetism 3, 24, 1898.
Whittaker, E. T. and Robinson, G. "The Periodogram in the Neighbourhood of a True Period" and "An Example of Periodogram Analysis." §174-175 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 346-362, 1967.