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强调使用 Lomb-Scargle 周期图检测节律的困难。

Emphasizing difficulties in the detection of rhythms with Lomb-Scargle periodograms.

作者信息

Schimmel M

机构信息

Department of Geophysics, University of Sao Paulo, Brazil.

出版信息

Biol Rhythm Res. 2001 Jul;32(3):341-5. doi: 10.1076/brhm.32.3.341.1340.

Abstract

The Lomb-Scargle periodogram was introduced in astrophysics to detect sinusoidal signals in noisy unevenly sampled time series. It proved to be a powerful tool in time series analysis and has recently been adapted in biomedical sciences. Its use is motivated by handling non-uniform data which is a common characteristic due to the restricted and irregular observations of, for instance, free-living animals. However, the observational data often contain fractions of non-Gaussian noise or may consist of periodic signals with non-sinusoidal shapes. These properties can make more difficult the interpretation of Lomb-Scargle periodograms and can lead to misleading estimates. In this letter we illustrate these difficulties for noise-free bimodal rhythms and sinusoidal signals with outliers. The examples are aimed to emphasize limitations and to complement the recent discussion on Lomb-Scargle periodograms.

摘要

Lomb-Scargle周期图最初是在天体物理学中引入的,用于检测有噪声的不均匀采样时间序列中的正弦信号。事实证明,它是时间序列分析中的一个强大工具,最近已被应用于生物医学科学领域。其应用的动机在于处理非均匀数据,这是由于例如自由活动动物的观察受限和不规则而产生的常见特征。然而,观测数据通常包含非高斯噪声成分,或者可能由非正弦形状的周期性信号组成。这些特性会使Lomb-Scargle周期图的解释更加困难,并可能导致误导性的估计。在这封信中,我们展示了无噪声双峰节律和带有异常值的正弦信号的这些困难。这些例子旨在强调局限性,并补充最近关于Lomb-Scargle周期图的讨论。

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