How can I estimate the prestley's evolutionary spectrum in MatLab.

I want to estimate the Prestley's Evolutionary Spectrum for non stationary time series using MatLab. I'm wondering whether there is an inbuilt function for this.

[Star Strider]

Search the File Exchange.

I never heard of it, and a DuckDuckGo search turned up one obscure indirect reference in a Chinese seismology journal.

[John D'Errico]

No. It is a very good bet there is no function already written to do this.

Time for you to start writing then. If you do it well, then post it on the file exchange, so others can gain from your effort. Then others can gain from your efforts.

[Samithree Rajapaksha]

Thanks John and Strider. Spectrogram based on STFT is there in Matlab. Yeah, I'm going to try writing a fnction.

Answer 1

[Natch Ruengsakulrach]

Unfortunately, MATLAB currently does not have a built-in function for Prestley’s evolutionary spectrum estimation, so you will need to either search for it on File Exchange or write your own function. I work for MathWorks and have forwarded this feedback to the appropriate product team. You can find available spectrum estimation methods MATLAB provides in the below link:

http://www.mathworks.com/help/signal/ref/spectrum.html#bqism1l

[Samithree Rajapaksha]

Thanks Natch. Spectrogram based on the STFT seems so much alike to the evolutionary spectra introduced by Prestley. So I might go for it.