On Wed, Nov 3, 2010 at 2:59 PM, Bob Cunningham <flym...@gmail.com> wrote: > I have an irregular time series in a Zoo object, and I've been unable to > find any way to do an FFT on it. More precisely, I'd like to do an NFFT > (non-equispaced / non-uniform time FFT) on the data. > > The data is timestamped samples from a cheap self-logging accelerometer. > The data is weakly regular, with the following characteristics: > - short gaps every ~20ms > - large gaps every ~200ms > - jitter/noise in the timestamp > > The gaps cover ~10% of the acquisition time. And they occur often enough > that the uninterrupted portions of the data are too short to yield useful > individual FFT results, even without timestamp noise. > > My searches have revealed no NFFT support in R, but I'm hoping it may be > known under some other name (just as non-uniform time series are known as > 'zoo' rather than 'nts' or 'nuts'). > > I'm using R through RPy, so any solution that makes use of numpy/scipy would > also work. And I care more about accuracy than speed, so a non-library > solution in R or Python would also work. > > Alternatively, is there a technique by which multiple FFTs over smaller > (incomplete) data regions may be combined to yield an improved view of the > whole? My experiments have so far yielded only useless results, but I'm > getting ready to try PCA across the set of partial FFTs. >
Check out the entire thread that starts here. http://www.mail-archive.com/r-help@r-project.org/msg36349.html -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
