Available Spectra

Auto spectrum

The auto spectrum gives the spectral density of the variance of the time series as a function of the frequency. The auto spectrum is also referred to as the frequency spectrum, power spectrum or variance spectrum.

Cross-spectrum

The cross-spectrum gives the correlation between the input and output time series, i.e. for frequencies with spectral values of zero the input and output is completely uncorrelated. For positive phase angles the output time series leads to the input time series and vice versa. Output is available as amplitude and phase values or real and imaginary parts of the generally complex spec­tra.

Frequency response spectrum

The frequency response spectrum describes the relation between input and output time series at a given frequency by a gain factor and a phase, i.e. amplification and phase shift of the input signal.

Coherent power spectrum

The coherent power spectrum, which is a product of the coherence spectrum and the auto spectrum, gives the part of the spectral density in the output time series that is due to the input time series.

Coherence spectrum

The coherence spectrum may be interpreted as the fraction of the output time series that is linearly due to the input time series. A spectral value of unity at a given frequency indicates a fully linear coupling, whereas for zero value no linear relationship can be expected. Values between zero and unity indicates that the time series are noise-affected, the relation between the time series are not linear or the output time series is a function of several input time series.