Stochastic properties of musical time series

Abstract

Musical sequences are correlated dynamical processes that may differ depending on musical styles. We aim to quantify the correlations through power spectral analysis of pitch sequences in a large corpus of musical compositions as well as improvised performances. Using a multitaper method we extend the power spectral estimates down to the smallest possible frequencies optimizing the tradeoff between bias and variance. The power spectral densities reveal a characteristic behavior; they typically follow inverse power laws (1/f β-noise), yet only down to a cutoff frequency, where they end in a plateau. Correspondingly the pitch autocorrelation function exhibits slow power law decays only up to a cutoff time, beyond which the correlations vanish. We determine cutoff times between 4 and 100 quarter note units for the compositions and improvisations of the corpus, serving as a measure for the degree of persistence and predictability in music. The histogram of exponents β for the power law regimes has a pronounced peak near β = 1 for classical compositions, but is much broader for jazz improvisations.