Palmer's Chi-squared Method
Palmer has developed a method for finding the best-fit function to any chosen number of harmonics, allowing more freedom to find non-sinusoidal harmonic functions. This method is a fast technique (FFT-based) for doing weighted least-squares analysis on arbitrarily-spaced data with non-uniform standard errors. Source code that implements this technique is available. Because data are often not sampled at uniformly spaced discrete times, this method "grids" the data by sparsely filling a time series array at the sample times. All intervening grid points receive zero statistical weight, equivalent to having infinite error bars at times between samples.
Read more about this topic: Least-squares Spectral Analysis
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