Periodogram model selection with multiple candidate periods

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Marius G

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Oct 12, 2025, 1:09:23 PM (15 hours ago) Oct 12
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Hi Chris,

first, thanks for developing an maintaining this amazing package! I have a question regarding model comparison for periodicity in movement data. Specifically, I would like to compare two periodogram models that were fit with differing harmonic structures, e.g. one including 24 h + 12 h harmonics and another including 24 h + 8 h harmonics.

A naïve approach would be to fit a combined model including all three harmonics (24 h, 12 h, 8 h), but this becomes increasingly challenging and potentially overfits the data when exploring multiple candidate periods. I am therefore wondering whether there is a principled way to compare these models beyond visual assessment.

Would you recommend any alternative approaches? For example, comparing predictive performance (e.g., MSPE or similar) or using another information-theoretic or likelihood-based metric?


Best,

Marius

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