Evolutionary Lomb-Scargle Power Spectral Analysis with MATLAB

In paleoclimate time series amplitude of spectral peaks usually varies with time. Evolutionary power spectral analysis such as the FFT-based spectrogram and wavelet power spectral analysis helps. These methods, however, require interpolation of the time series to a grid of evenly-spaced times. Instead we can use the Lomb-Scargle Method for unevenly-spaced spectral analysis, computed for a sliding window, to map changes of the cyclicities through time.

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