functions.py 文件源码

def periodogram(x, *args, detrend='diff', **kwargs):
    """
    Return periodogram of signal `x`.

    Parameters
    ----------
    x: array_like
        A 1D signal.
    detrend: 'diff' or False or int
        Remove trend from x. If int, fit and subtract a polynomial of this
        order. See also: `statsmodels.tsa.detrend`.
    args, kwargs:
        As accepted by `scipy.signal.periodogram`.

    Returns
    -------
    periods: array_like
        The periods at which the spectral density is calculated.
    pgram: array_like
        Power spectral density of x.
    """
    from scipy.signal import periodogram
    x = _detrend(x, detrend)
    freqs, pgram = periodogram(x, *args, detrend=False, **kwargs)

    SKIP = len(x) // 1000  # HACK: For long series, the first few frequency/period values are "unstable".
    freqs, pgram = freqs[SKIP:], pgram[SKIP:]

    periods = 1 / freqs
    periods, pgram = _significant_periods(periods, pgram)
    return periods, pgram