[SciPy-user] Fourier Tranforms of irregularly sampled data
robert.kern at gmail.com
Mon Aug 28 18:32:33 CDT 2006
Ewald Zietsman wrote:
> Hi all,
> I want to calculate the periodogram of a series of data that have been
> measured at irregular intervals i.e. A quantity was measured every ten
> seconds one day and then maybe every 20 seconds a week later etc.
> Is there any way to do this easily in scipy? I have an algorithm to do
> this but it is dreadfully slow since it uses python loops and map().
The Lomb-Scargle periodogram works fairly well here (Google for references).
Numerical Recipes 13.8 describes an implementation that utilizes FFTs in a
clever way to do speed up the calculation.
If you do implement it, I would love to include it in scipy.signal .
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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