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Fast fourier transformation

2 messages · Dieter Menne, Baptiste Auguie

#
botto <b.otto <at> uke.uni-hamburg.de> writes:
..
....
Check function spectrum in stats which also has some methods to 
provide smoothed plots. There is also package signal which I have not
tried. And don't expect too much of phase plots, I have seen generations
of students jumping on these to explain the universum, the EEG  and US
politics because it sound so mysterious, and never seen a working method 
coming out of it.

It would have been good if you had provided a real example series because
then it would have been possible to tell you if you could find a reasonable
estimate of the "true" frequency and acceleration. In general, when you 
have only very few oscillations, you get a seemingly lousy estimate, which
is only the consequence of how fft is defined as a rather broad-minded
model. If you are sure that there is a single frequency with harmonics, 
other methods such as cyclic gams or even cyclic nlme (see the oestrus 
example in that package) might provide better results.

Dieter
#
A powerful scheme for harmonic inversion of time signals known as  
"filter diagonalization method" is available from MIT: http://ab-initio.mit.edu/wiki/index.php/Harminv

I don't know of any R interface, but it might be a good option for  
your problem.


Cheers,

baptiste
On 10 Feb 2009, at 13:40, Dieter Menne wrote:

            
_____________________________

Baptiste Augui?

School of Physics
University of Exeter
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EX4 4QL, UK

Phone: +44 1392 264187

http://newton.ex.ac.uk/research/emag