stats.spectral.PeriodogramResult

stats.spectral.PeriodogramResult(spectrum, top_periods)

Container for the output of compute_periodogram().

Attributes

Name	Type	Description
spectrum	pd.DataFrame	`pd.DataFrame` indexed by frequency with one column `"power"`. Frequency is expressed in units of “cycles per sample” (the convention used by `scipy.signal.periodogram`).
top_periods	pd.Series	`pd.Series` of the top-k periods (1 / frequency) indexed by their spectral power, sorted from strongest to weakest peak.

Examples

import numpy as np
import pandas as pd

from spotforecast2_safe.stats.spectral import compute_periodogram

rng = np.random.default_rng(0)
t = np.arange(256)
y = pd.Series(np.sin(2 * np.pi * t / 24) + 0.1 * rng.standard_normal(256))
result = compute_periodogram(y, max_peaks=3)
print(type(result).__name__)
print(result.spectrum.columns.tolist())
assert isinstance(result.top_periods, pd.Series)
assert len(result.top_periods) == 3
print(f"Dominant period: {result.top_periods.index[0]:.1f} samples")

PeriodogramResult
['power']
Dominant period: 23.3 samples