Schuster, Beveridge and Periodogram Analysis
Terence C. Mills · Palgrave Macmillan UK eBooks · 2011
3.1 Around the time that Hooker and Yule were developing correlation and detrending techniques for economic time series, the physicist Sir Arthur Schuster was investigating periodicities in series such as earthquake frequency and sunspot numbers using a technique that became to be known as periodogram analysis (see Schuster, 1897, 1898, 1906). 1 Periodogram analysis is based on the technique of harmonic analysis and the use of Fourier series, which we outline using the classic approach taken in Whittaker and Robinson (1924) and Davis (1941). 2 These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.