Spectral analysis of uneven time series of geological variables
DOI:
https://doi.org/10.21701/bolgeomin.124.2.011Keywords:
irregular sampling, Lomb-Scargle periodogram, Nyquist frequency, permutation testAbstract
In geosciences the sampling of a time series tends to afford uneven results, sometimes because the sampling itself is random or because of hiatuses or even completely missing data or due to difficulties involved in the conversion of data from a spatial to a time scale when the sedimentation rate was not constant. Whatever the case, the best solution does not lie in interpolation but rather in resorting to a method that deals with the irregular data. We show here how the use of the smoothed Lomb-Scargle periodogram is both a practical and efficient choice. We describe the effects on the estimated power spectrum of the type of irregular sampling, the number of data, interpolation, and the presence of drift. We propose the permutation test as being an efficient way of calculating statistical confidence levels. By applying the Lomb-Scargle periodogram to a synthetic series with a known spectral content we are able to confirm the validity of this method in the face of the difficulties mentioned above. A case study with real data, including hiatuses, representing the thickness of the annual banding in a stalagmite, is chosen to demonstrate an application using the statistical and physical interpretation of spectral peaks.
Downloads
References
Babu, P. and Stoika, P. 2010. Spectral analysis of nonuniformly sampled data - a review. digital Signal Processing, 20, 359-378. https://doi.org/10.1016/j.dsp.2009.06.019
Brockwell, P.J. and Davis, R.A. 1991. Times series: theory and methods. Second Edition. Springer Verlag, New York, 577 pp. https://doi.org/10.1007/978-1-4419-0320-4
Chatfield, C. 1991. The analysis of time series: An introduction. Fourth edition. Chapman and Hall, London, 241 pp.
Davis, J.C. 1973. Statistics and data analysis in geology. John Wiley & Sons, New York, 550 pp.
Efron, B. and Tibshirani, R.J. 1994. An introduction to the bootstrap. Chapman and Hall, New York, 436 pp. https://doi.org/10.1201/9780429246593
Good, P. 2000. Permutation test: A practical guide to resampling methods for testing hypothesis. Second Edition. Springer, New York, 270 pp.
Hasselmann, L. 1976. Stochastic climate models: Part I. Theory. Tellus, 28 (6), 473-485. https://doi.org/10.1111/j.2153-3490.1976.tb00696.x
Heslop, D. and Dekkers, M.J. 2002, Spectral analysis of unevenly spaced climatic time series using CLEAN: signal recovery and derivation of significance levels using a Monte Carlo simulation. Physics of the earth and Planetary Interiors, 130, 103-116. https://doi.org/10.1016/S0031-9201(01)00310-7
Lomb, N.R. 1976. Least squares frequency analysis of unequally spaced data. Astrophysics and Space Science, 39, 447-462. https://doi.org/10.1007/BF00648343
Mann, M.E. and Lees, J. 1996. Robust Estimation of Background Noise and Signal Detection in Climatic Time Series, Climatic Change, 33, 409-445. https://doi.org/10.1007/BF00142586
Marple, S.L. 1987. digital spectral analysis with applications. Prentice Hall. Englewood Cliffs, NY, 492 pp.
Papoulis, A. 1984. Probability, random variables and stochastic processes. Second Edition. McGraw-Hill International Editions, Singapore, 576 pp.
Pardo-Igúzquiza, E., Chica-Olmo, M. and Rodríguez-Tovar, F.J. 1994. CYSTRATI: a computer program for spectral analysis of stratigraphic successions. Computers & Geosciences, 20 (4), 511-584. https://doi.org/10.1016/0098-3004(94)90080-9
Pardo-Igúzquiza, E. and Rodríguez-Tovar, F.J. 2000. The permutation test as a non-parametric method for testing the statistical significance of power spectrum estimation in cyclostratigraphic research. earth and Planetary Science Letters, 181, 175-189. https://doi.org/10.1016/S0012-821X(00)00191-6
Pardo-Igúzquiza, E. and Rodriguez-Tovar, F.J. 2004. POW-GRAF2: a computer program for graphical spectral analysis. Computers & Geosciences, 30 (5), 533-542. https://doi.org/10.1016/j.cageo.2004.03.004
Pardo-Igúzquiza, E. and Rodríguez-Tovar, F.J. 2005. MAXEN-PER: a program for maximum entropy spectral estimation with assessment of statistical significance by the permutation test. Computers & Geosciences. 31 (5), 555-567. https://doi.org/10.1016/j.cageo.2004.11.010
Pardo-Igúzquiza, E. and Rodríguez-Tovar, F.J. 2012. Spectral and cross-spectral analysis of uneven time series with the smoothed Lomb-Scargle periodogram and Monte Carlo evaluation of statistical significance. Computers & Geosciences, 49, 207-216. https://doi.org/10.1016/j.cageo.2012.06.018
Park, J., Lindberg, C.R. and Vernon III, F.L. 1987. Multitaper spectral analysis of high frequency seismograms, Journal Geophysical Research, 92, 12675-12684. https://doi.org/10.1029/JB092iB12p12675
Pestiaux, P. and Berger, A. 1984. An optimal approach to the spectral characteristics of deep-sea climatic records. In, Berger A. (ed.), Milankovitch and Climate, Part 1. D. Reidel Publishing Company, Dordrecht, 417-445.
Polyak, V.J. and Asmerom, Y. 2001. Late Holocene Climate and Cultural Changes in the Southwestern United States. Science, 294, 148-151. https://doi.org/10.1126/science.1062771
Press, H. W., Teukolsky, S.A., Vetterling, W.T., and Flannery, B.P. 1992. Numerical recipes in Fortran (2nd ed.), Cambridge University Press, New York, 963 pp.
Scargle, J.D. 1982. Studies in astronomical time series analysis. II. Statistical aspects of spectral analysis of unevenly spaced data. Astrophysical Journal, 263, 835-853. https://doi.org/10.1086/160554
Schulz, M. and Mudelsee, M. 2002. REDFIT: estimating red noise spectra directly from unevenly spaced paleoclimatic time series. Computer & Geosciences, 28 (3), 421-426. https://doi.org/10.1016/S0098-3004(01)00044-9
Schulz, M. and Stattegger, K. 1997. SPECTRUM: spectral analysis of unevenly spaced paleoclimatic time series. Computers & Geosciences, 23 (9), 929-945. https://doi.org/10.1016/S0098-3004(97)00087-3
Stoica, P. and Sandgren, N. 2006. Spectral análisis of irregularly-sampled data: Paralleling the regularly-sampled data approaches. digital Signal Processing, 16, 712-734. https://doi.org/10.1016/j.dsp.2006.08.012
Weedom, G.P. 2003. Times-series analysis and cyclostratigraphy: examining stratigraphic records of environmental cycles. Cambridge University Press, Cambridge, 259 pp. https://doi.org/10.1017/CBO9780511535482
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2026 Consejo Superior de Investigaciones Científicas (CSIC)

This work is licensed under a Creative Commons Attribution 4.0 International License.
© CSIC. Manuscripts published in both the print and online versions of this journal are the property of the Consejo Superior de Investigaciones Científicas, and quoting this source is a requirement for any partial or full reproduction.
All contents of this electronic edition, except where otherwise noted, are distributed under a Creative Commons Attribution 4.0 International (CC BY 4.0) licence. You may read the basic information and the legal text of the licence. The indication of the CC BY 4.0 licence must be expressly stated in this way when necessary.
Self-archiving in repositories, personal webpages or similar, of any version other than the final version of the work produced by the publisher, is not allowed.
Funding data
Ministerio de Economía y Competitividad
Grant numbers CGL2010-15498;CGL2012-33281
Ministerio de Ciencia e Innovación
Grant numbers CGL2008-03007
Junta de Andalucía
Grant numbers P08-RNM-03715






