[SciPy-Dev] multitaper

[Eric Larson]

I find multitaper estimates to be useful in scientific work. Given we have
Welch, it seems useful to also have multitaper.

However, I think we'd need to consider the API a bit. For example, the
MATLAB API gives you some idea of the number of possible options:

https://www.mathworks.com/help/signal/ref/pmtm.html

I don't think we should follow their naming or API necessarily, but some of
the options (providing your own tapers, using adaptive criteria, specifying
sample rate and time-halfbandwidth, etc.) are indeed useful to expose in
general. If you're interested in pursuing this, it might be worth opening a
GitHub issue to hash out the API.

Eric


On Wed, Jul 1, 2020 at 8:20 AM Shahab Sanjari <shahab.sanjari at gmail.com>
wrote:

> Hi everyone.
>
> there is the Slepian function in scipy.signal.windows.dpss, which can be
> used to do the multitaper analysis, but the actual multiplication
> routine is missing. It is like the "pmtm" function in matlab, also
> available in "spectrum.mtm" from PyPI.
>
> Why not include it in Scipy as well? it is just 5 lines!! here is the code:
>
>
> https://github.com/xaratustrah/multitaper/blob/f3b9340606e4bc4357f382c00127e9c0706af57a/multitaper/multitaper.py#L8
>
> I use this code regularly and it is pretty good.
>
>
> cheers,
>
> Shahab
>
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