  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.
