Comparative study between four classical spectral analysis methods

This work presents a comparison between four classical spectral analyses: Fourier, multitaper, maximum entropy and iterative regression. Six 256-sample artificial series were generated by superposition of sine functions, long trends (of time scale greater than series length) and noise (generated by pseudo-random function). A spectral analysis of an observational time series (sunspot number) was also performed. Advantages and drawbacks of every method are described in this work. (c) 2004 Published by Elsevier Inc.