The generalised Lomb-Scargle periodogram

The Lomb-Scargle periodogram is a common tool in the frequency analysis of unequally spaced data equivalent to least-squares fitting of sine waves. We give an analytic solution for the generalisation to a full sine wave fit, including an offset and weights ( fitting). Compared to the Lomb-Scargle periodogram, the generalisation is superior as it provides more accurate frequencies, is less susceptible to aliasing, and gives a much better determination of the spectral intensity. Only a few modifications are required for the computation and the computational effort is similar. Our approach brings together several related methods that can be found in the literature, viz. the date-compensated discrete Fourier…