Multitaper Spectral Analysis (Online) (22w2230)


(Argonne National Laboratory)

(Trent University)

David Riegert (Trent University)

David Thomson (Queen's University)


The Banff International Research Station will host the "Multitaper Spectral Analysis" workshop in Banff from June 24 to June 26, 2022.

Fourier transforms bridge the gap between time and frequency thus making it possible to analyze data organized in time in terms of either lags or cycles. Schuster analyzed the first time series in terms of its Fourier cyclical components in 1898, whilst mathematicians have studied functions that are both finite in time and contained in a short bands in frequency since the 1960’s. The Thomson multitaper method combines these two notions to estimate contributions to signal variance in terms of discrete frequency bins using bandlimited sequences. Since its publication in 1982, the multitaper method has been shown to have numerous performance advantages over other estimators, and has been applied to the analysis of time series previously thought to be “too pathological” for conventional spectrum estimators to produce any scientific conclusion, either because of small sample sizes, or because the spectrum being estimated has large range.
The purpose of this workshop is to bring together researchers in mathematics and statistics to discuss the next generation of problems evolving from the analysis of time series and spatiotemporal data using multitaper methods.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).