Re: Wanting to take a FFT transform of a irregularly spaced sample

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However I do not think the functionality is available right now. What I
want is to segment wise frequency estimate  with Lomb Scargle. That would
be a PR am I right ?

On Mon, May 16, 2022 at 5:24 PM ashwin .D <[email protected]> wrote:

> Robert,
>                 When you write "you may want to reduce the number of
> points you sample at first for visualization, then you can zoom in at the
> full frequency resolution to an area of interest if there is lots of dead
> space." are you referring to the
> https://en.wikipedia.org/wiki/Welch%27s_method and implemented by
> https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.welch.html
> ? This provides for  an efficient noise reduction .
>
> On Tue, Apr 12, 2022 at 6:48 PM Robert Kern <[email protected]> wrote:
>
>> On Tue, Apr 12, 2022 at 3:32 AM ashwin .D <[email protected]> wrote:
>>
>>> Hi Robert,
>>>                   Thanks for your prompt response. I am going to try
>>> both. Regarding this answer that you recommended -
>>> https://stackoverflow.com/questions/34428886/discrete-fourier-transformation-from-a-list-of-x-y-points/34432195#34432195
>>>
>>> what would be my angular frequencies from this API -
>>> https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.lombscargle.html
>>> ?
>>>
>>> The x and y arguments are straightforward and are available to me from
>>> the CSV file. What about the third one ?
>>>
>>
>> That's the angular frequencies at which you want to evaluate the
>> periodogram at. In your case (otherwise-regular time series but with
>> missing values), I would recommend using the angular frequencies that you
>> would have had if you had computed a normal periodogram using the FFT on
>> the whole time series, e.g. `np.linspace(0, np.pi/300.0, 8928//2)`
>> (assuming your `x` is in seconds). The running time is
>> O(len(x)*len(freqs)), though, so that may take a long time. You may want to
>> reduce the number of points you sample at first for visualization, then you
>> can zoom in at the full frequency resolution to an area of interest if
>> there is lots of dead space.
>>
>> --
>> Robert Kern
>> _______________________________________________
>> SciPy-User mailing list -- [email protected]
>> To unsubscribe send an email to [email protected]
>> https://mail.python.org/mailman3/lists/scipy-user.python.org/
>> Member address: [email protected]
>>
>

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<div dir=3D"ltr">However I do not think the functionality is available righ=
t now. What I want is to segment wise frequency estimate=C2=A0 with Lomb Sc=
argle. That would be a PR am I right ?=C2=A0</div><br><div class=3D"gmail_q=
uote"><div dir=3D"ltr" class=3D"gmail_attr">On Mon, May 16, 2022 at 5:24 PM=
 ashwin .D &lt;<a href=3D"mailto:[email protected]">[email protected]</a>=
&gt; wrote:<br></div><blockquote class=3D"gmail_quote" style=3D"margin:0px =
0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div=
 dir=3D"ltr">Robert,<div>=C2=A0 =C2=A0 =C2=A0 =C2=A0 =C2=A0 =C2=A0 =C2=A0 =
=C2=A0 When you write &quot;you may want to reduce the number of points you=
 sample at first for visualization, then you can zoom in at the full freque=
ncy resolution to an area of interest if there is lots of dead space.&quot;=
 are you referring to the=C2=A0<a href=3D"https://en.wikipedia.org/wiki/Wel=
ch%27s_method" target=3D"_blank">https://en.wikipedia.org/wiki/Welch%27s_me=
thod</a> and implemented by=C2=A0<a href=3D"https://docs.scipy.org/doc/scip=
y/reference/generated/scipy.signal.welch.html" target=3D"_blank">https://do=
cs.scipy.org/doc/scipy/reference/generated/scipy.signal.welch.html</a>=C2=
=A0 ? This provides for=C2=A0 an efficient noise reduction .=C2=A0</div></d=
iv><br><div class=3D"gmail_quote"><div dir=3D"ltr" class=3D"gmail_attr">On =
Tue, Apr 12, 2022 at 6:48 PM Robert Kern &lt;<a href=3D"mailto:robert.kern@=
gmail.com" target=3D"_blank">[email protected]</a>&gt; wrote:<br></div>=
<blockquote class=3D"gmail_quote" style=3D"margin:0px 0px 0px 0.8ex;border-=
left:1px solid rgb(204,204,204);padding-left:1ex"><div dir=3D"ltr"><div dir=
=3D"ltr">On Tue, Apr 12, 2022 at 3:32 AM ashwin .D &lt;<a href=3D"mailto:wi=
[email protected]" target=3D"_blank">[email protected]</a>&gt; wrote:<br></=
div><div class=3D"gmail_quote"><blockquote class=3D"gmail_quote" style=3D"m=
argin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left=
:1ex"><div dir=3D"ltr">Hi Robert,<div>=C2=A0 =C2=A0 =C2=A0 =C2=A0 =C2=A0 =
=C2=A0 =C2=A0 =C2=A0 =C2=A0 Thanks for your prompt response. I am going to =
try both. Regarding this answer that you recommended -=C2=A0<a href=3D"http=
s://stackoverflow.com/questions/34428886/discrete-fourier-transformation-fr=
om-a-list-of-x-y-points/34432195#34432195" target=3D"_blank">https://stacko=
verflow.com/questions/34428886/discrete-fourier-transformation-from-a-list-=
of-x-y-points/34432195#34432195</a></div><div><br></div><div>what would be =
my angular frequencies from this API -=C2=A0<a href=3D"https://docs.scipy.o=
rg/doc/scipy/reference/generated/scipy.signal.lombscargle.html" target=3D"_=
blank">https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.lo=
mbscargle.html</a> ?=C2=A0</div><div><br></div><div>The x and y arguments a=
re straightforward and are available to me from the CSV file. What about th=
e third one ?=C2=A0</div></div></blockquote><div><br></div><div>That&#39;s =
the angular frequencies at which you want to evaluate the periodogram at. I=
n your case (otherwise-regular time series but with missing values), I woul=
d recommend using the angular frequencies that you would have had if you ha=
d computed a normal periodogram using the FFT on the whole time series,=C2=
=A0e.g. `np.linspace(0, np.pi/300.0, 8928//2)` (assuming your `x` is in sec=
onds). The running time is O(len(x)*len(freqs)), though, so that may take a=
 long time. You may want to reduce the number of points you sample at first=
 for visualization, then you can zoom in at the full frequency resolution t=
o an area of interest if there is lots of dead space.</div></div><div><br><=
/div>-- <br><div dir=3D"ltr">Robert Kern</div></div>
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el=3D"noreferrer" target=3D"_blank">https://mail.python.org/mailman3/lists/=
scipy-user.python.org/</a><br>
Member address: <a href=3D"mailto:[email protected]" target=3D"_blank">win=
[email protected]</a><br>
</blockquote></div>
</blockquote></div>

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