[R] NFFT on a Zoo?

Gabor Grothendieck ggrothendieck at gmail.com
Wed Nov 3 20:27:13 CET 2010

On Wed, Nov 3, 2010 at 2:59 PM, Bob Cunningham <FlyMyPG at 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.


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