Detecting periodicity in experimental data using linear modeling   techniques
  Fourier spectral estimates and, to a lesser extent, the autocorrelation function are the primary tools to detect periodicities in experimental data in the physical and biological sciences. We propose a new method which is more reliable than traditional techniques, and is able to make clear identification of periodic behavior when traditional techniques do not. This technique is based on an information theoretic reduction of linear (autoregressive) models so that only the essential features of an autoregressive model are retained. These models we call reduced autoregressive models (RARM). The essential features of reduced autoregressive models include any periodicity present in the data. We provide theoretical and numerical evidence from both experimental and artificial data, to demonstrate that this technique will reliably detect periodicities if and only if they are present in the data. There are strong information theoretic arguments to support the statement that RARM detects periodicities if they are present. Surrogate data techniques are used to ensure the converse. Furthermore, our calculations demonstrate that RARM is more robust, more accurate, and more sensitive, than traditional spectral techniques. 
Michael Small and Kevin Judd