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95 views

Fourier transform of non-uniform sampled data

I need to perform an inverse Fourier transform of this set of data, which is in the frequency domain (the x-axis is in $\mu$Hz). However, I'm having two doubts $-$ firstly, this spectral spacing is ...
516 views

FFT of data to obtain resonance frequencies and correct amplitudes

I have often to do with experimental data (with a certain length and given sampling frequency) where I obtain trajetories of moving objects in 2d. Then I am interested to find out what the ...
141 views

Using Fourier for periodicity and spike analysis

I am trying to look for significant peaks/spikes and periodic changes or fluctuations in about 60 time series of synthetic data. For example, in data1 below, there ...
795 views

Getting correct amplitudes with Periodogram

I'm having some trouble with the function Periodogram, mainly with getting it to produce correct amplitudes for the spectrum it returns. My question is how to fix ...
351 views

Constructing the spectral density of white noise

My goal is to find the spectral density $S_{XX}(f)$ from a time domain noise signal $X(t)$. The approach should work for general time series, but to illustrate what I've been doing I'll keep it simple:...
720 views

Using Periodogram to investigate the seasonality of the data

After asking how to get rid of the seasonality of this set of data, I'd like to ask how to investigate the seasonality in data using Mathematica. Which tool would you use to study seasonality? I.e. ...
193 views

Finding periodicity of multidimensional data?

I have a data set consisting of measurements of an $n$-dimensional vector $\mathbf{x}(t)$, at $N$ distinct time points $t_i$. The time points $t_i$ are equally spaced. I need to find the dominant ...