Rotating solid Euler predicted free nutation of the rotating Earth in 1755 Discovered by Chandler in 1891 Data from International Latitude Observatories setup in 1899
Monthly data, t = 1 month. Work with complex-values, Z(t) = X(t) + i. Y(t). Compute the location differences, Z(t), and then the finite FT d. ZT( ) = t=0 T-1 exp {-i t}[Z(t+1)-Z(t)] Periodogram IZZT( ) = (2 T)-1|d. ZT( )|2
variance
Appendix C. Spectral Domain Theory
4. 3 Spectral distribution function Cp. rv’s
f is non-negative, symmetric(, periodic) White noise. (h) = cov{x t+h, xt} = w 2 h=0 f( ) = w 2 and otherwise = 0
d. F( )/d = f( ) if differentiable d. F( ) = f( )d
Dirac delta function, ( ) a generalized function simplifies many t. s. manipulations r. v. X Prob{X = 0} = 1 P(x) = Prob{X x} = 1 if x 0 = 0 if x < 0 = H(x) Heavyside E{g(X)} = g(0) = g(x) d. P(x) = g(x) dx (x) density function = d. H(x)/dx
Approximant X N(0, 2 ) (x/ )/ with small E{g(X)} g(0) cov{d. Z( 1), d. Z( 2)} = ( 1 – 2) f( 1) d 1 d 2 Means 0 cov{X, Y} = E{X conjg(Y)} var{X} = E{|X|2}