BY GUILLAUME LENOIR
I will present the Python package WAVEPAL which performs frequency and time-frequency analyses of irregularly sampled time series without interpolating the data. The frequency analysis is based on the Lomb-Scargle periodogram and the WOSA smoothing method. The time-frequency analysis is performed with the Morlet wavelet scalogram, which is carefully designed to accommodate for an irregular time sampling. Moreover, the package proposes significance testing against a large choice of background processes, extending the traditional choice between a Gaussian white noise and a Gaussian red noise. The software also provides tools for filtering the signal.
Software: https://github.com/guillaumelenoir/WAVEPAL
Related publications: https://www.nonlin-processes-geophys.net/25/145/2018/ and https://www.nonlin-processes-geophys.net/25/175/2018/