Wednesday, March 4, 2009

Fast Fourier Transform (FFT)

Suppose you have a time series data of something (some quantities given as a function of time), and would like to know the frequency of your data, you may use Fast Fourier Transform (FFT).

Figure below shows a time series of something:
As illustrated, the values repeat itself at a constant rate (it follows a cyclic pattern), and along each larger cycle, there are fluctuations that repeat itself at a shorter interval and of lower amplitude.
So you may expect two dominant frequencies to be obtained out of FFT.

You may perform the FFT by using Excel, however, problem with excel is you are subjected to the limit of maximum 4,096 data points.

Luckily there are always good-hearted people out there trying to help.
Here I found one freeware by Paul, which allowed me to process more points.

Via his software, here is the result of the FFT:
Two dominant frequencies are found just as expected : )
Thanks Paul!

No comments: