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

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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.
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Samithree Rajapaksha
Samithree Rajapaksha on 31 Aug 2016
Thanks John and Strider. Spectrogram based on STFT is there in Matlab. Yeah, I'm going to try writing a fnction.

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Accepted Answer

Natch Ruengsakulrach
Natch Ruengsakulrach on 31 Aug 2016
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:
  1 Comment
Samithree Rajapaksha
Samithree Rajapaksha on 31 Aug 2016
Thanks Natch. Spectrogram based on the STFT seems so much alike to the evolutionary spectra introduced by Prestley. So I might go for it.

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