Presents a Coefficient-of-Determination Fourier Transform that extracts spectral magnitude and phase from finite-sampled time data via R-squared fits to sinusoids at arbitrary resolution.
R2 measures based on wald and likelihood ratio joint significance tests.The American Statistician, 44(3):250–253, August 1990
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Coefficient-of-Determination Fourier Transform
Presents a Coefficient-of-Determination Fourier Transform that extracts spectral magnitude and phase from finite-sampled time data via R-squared fits to sinusoids at arbitrary resolution.