Re: [R] using spec.pgram

From: stephen sefick <ssefick_at_gmail.com>
Date: Mon, 16 Jun 2008 11:25:49 -0400

To get some sort of frequency which in your case seem to be cycles per distance? Is a valid use of a fourier transform as long as it is a distance that is measured in a way that would be analogous to a time series- In other words if the distance proceeds from an origin in one directiongeophysicists  do this often with the realization of an earthquake picked up by sensors that are a distance away from the origin of the epicenter, but they are looking for coherencies in the signal from one place to the next in the frequency domain seperated by distance- this is called beam forming-  use the raw signal- by binning (making a histogram) the data you are loosing the signal- you are looking at frequency of occurance of certain values not for the underlying periodicities of the data (in time or space). You are fitting cos and isin function to you data to see if there is periodicity- the power is the integration of the convolution of this sin and cosine function with your data- It seems to me meaningless to preform this convolution agianst something that is not a signal (the histogram). If you want to use a frequency domain technique you have to have a frequency to investigate- a histogram does not have this- I is a frequency of occurance by bin size which is NOT what you want (your would have cycles/binlength that doesn't make any sense to me) to do this analysis on- You want a signal- dissolved oxygen curve, sunspot record, etc. through time, or distance as stated above- you are looking for the frequency of a waveform-   I may be misunderstanding- supply some code and explain the data otherwise this line of though- in my limited expertise- is a dead end, but agian I still don't know what it is that you are, exactly, trying to do- and what your dataset constits. I hope these ruminations help

I recommend doing this analysis on the raw data- It doesn't matter that you don't have the same amount of data points- as long as both sets of data have circa ten times the length of (cycles/distance) what you want to detect- If things in your case are spaced by one meter then the lowest cycle perdistance that you can reliably detect if 0.5 meters, this is all speculation because you don't have a problem with reproducible code, and we have no idea what you are measuring or what your data looks like- without this information there is no way that I can say one way or the other that you approach (suggested non-histogram) would be right or wrong.

Stephen

On Mon, Jun 16, 2008 at 9:33 AM, Anthony Mathelier < anthony.mathelier_at_gmail.com> wrote:

> Perhaps I'm applying spec.pgram wrong as you said. I will explain what I
> want, so you can tell me why I'm wrong and perhaps what I have to do to do
> it well.
> I have some points in a 1-D space and I want to know if they are spaced at
> a certain periodic distance. So, I computed all the distances between points
> in my space. Then, I would like to know if a certain distance (period), or
> multiples of a certain distance, is preferred to space my data. I made a
> histogram of the distances and apply the spec.pgram function to know the
> frequence (so the period) which is the most important to space the original
> data.
> But, when I have to sets of data (without necessarily the same number of
> observation in each set), I want to compare the importance of the period
> given by spec.pgram between the sets. Could I normalize the amplitude of the
> peaks given by spec.pgram?
> So, am I wrong to apply this methodology to exhibit a periodic distance
> between my data? If, true, what could you recommend me to do this?
> Thanks in advance for your answers.
> Best regards,
>
> Anthony
>
> On Tue, Jun 10, 2008 at 6:13 PM, stephen sefick <ssefick_at_gmail.com> wrote:
>
>> I from a first thought I would say that you are apply this wrong! The
>> fourier transform convolves a function (cos(x)+isin(x) (this may not be the
>> exact formula but I don't have my books near)) to the data and then
>> integrates over -1/2 to 1/2 takes the modulus and plots this- the
>> periodogram. The reason you preform a fourier transform is to look at
>> recurring frequencies in the data, which are in the time domain. The
>> fourier transform converts the time series into the frequency domain and
>> viola you have a peak into the hidden/recurring parts of your signal. From
>> your explaination your are applying this technique wrong- look at schumway,
>> MASS4, et al. books to get a handle on how this technique is used. If you
>> are to apply a time series analysis please use it on a time series. Maybe
>> your logic is not flawed but I don't see how a histogram with its associated
>> binning is a better candidate for time series analysis than the original
>> time series if at all.
>> good luck
>>
>> Stephen
>>
>> On Tue, Jun 10, 2008 at 8:49 AM, Matthieu Stigler <
>> Matthieu.Stigler_at_gmail.com> wrote:
>>
>>> Hello
>>>
>>> I don't know exactly what you want to do but:
>>>
>>> -why do you use in your example h$counts and not h? Furthermore helpl
>>> file says it should be a time series, why then rather not your time series?
>>>
>>> -usually na.action will make the "default" action, which you can see by
>>> getOptions("na.action")
>>>
>>> -here in this function it is provided in the function values na.action =
>>> na.fail so it will just remove the NA in the time series
>>>
>>> -if you want to study a function, I advise you to copy it entirely,
>>> rename it and then just insert print(curiousobject...) in the function, this
>>> will allow you to let the function run and grasp the interessting objects,
>>> like:
>>>
>>> study<-function (x, spans = NULL, kernel = NULL, taper = 0.1, pad = 0,
>>> fast = TRUE, demean = FALSE, detrend = TRUE, plot = TRUE,
>>> na.action = na.fail, ...)
>>> {
>>> series <- deparse(substitute(x))
>>> x <- na.action(as.ts(x))
>>> print(x)
>>> xfreq <- frequency(x)
>>> ...}
>>> study(sunspots)
>>>
>>> -when you provide an example, instead of giving an external reference for
>>> the data, try to search a convenient internal data (accessed by data() ), so
>>> one will be able to reproduce your problems. Here you could use sunspots
>>>
>>> -to obtain the commented code... I don't know it...
>>>
>>> -good luck
>>>
>>> Matthieu
>>>
>>>
>>>
>>>
>>>
>>> Hi everyone,
>>>>
>>>> first of all, I would like to say that I am a newbie in R, so I
>>>> apologize in
>>>> advance if my questions seem to be too easy for you.
>>>>
>>>> Well, I'm looking for periodicity in histograms. I have histograms of
>>>> certain phenomenons and I'm asking whether a periodicity exists in these
>>>> data. So, I make a periodogram with the function spec.pgram. For
>>>> instance,
>>>> if I have a histogram h, I call spec.pgram by spec.pgram (h, log="no",
>>>> taper=0.5). So, I have some peaks that appear and I would like to
>>>> interpret
>>>> them but I do not know how they are computed and so what a peak with a
>>>> value
>>>> of 10000 represents in comparison with a peak of value 600 with another
>>>> histogram.
>>>> I looked at the source code of the function spec.pgram to better
>>>> understand
>>>> what is behind. But, when I apply the source code line by line, I've got
>>>> a
>>>> problem. For instance, I make:
>>>>
>>>>
>>>>> >data = scan ("file.txt")
>>>>> >h = hist (data, breaks=max(data)/5000)
>>>>>
>>>>>
>>>> #then I apply the first two lines of the spec.pgram function
>>>>
>>>>
>>>>> >series <- deparse(substitute(h$counts))
>>>>> >x <- na.action(as.ts(h$counts))
>>>>> >x
>>>>>
>>>>>
>>>> NULL
>>>> I do not understand why when I apply the first two lines of the function
>>>> I
>>>> have x which is equal to NULL (which make a mistake in the following
>>>> lines
>>>> of the code) but if I apply the function directly with h$counts it gives
>>>> me
>>>> a result.
>>>> So, if someone can explain to me what is the problem and/or how
>>>> spec.pgram
>>>> exactly computes the periodogram and how to interpret it with my data, I
>>>> would be so grateful.
>>>> And subsidiary questions:
>>>> - Is it possible to have the commented source code of the function?
>>>> - I do not understand what is the function na.action in the second line
>>>> of
>>>> spec.pgram, so if you can explain it to me.
>>>>
>>>> Thanks in advance for your answers.
>>>> Best regards,
>>>>
>>>> Anthony Mathelier
>>>>
>>>> [[alternative HTML version deleted]]
>>>>
>>>
>>> ______________________________________________
>>> R-help_at_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.
>>>
>>
>>
>>
>> --
>> Let's not spend our time and resources thinking about things that are so
>> little or so large that all they really do for us is puff us up and make us
>> feel like gods. We are mammals, and have not exhausted the annoying little
>> problems of being mammals.
>>
>> -K. Mullis
>
>
>

-- 
Let's not spend our time and resources thinking about things that are so
little or so large that all they really do for us is puff us up and make us
feel like gods. We are mammals, and have not exhausted the annoying little
problems of being mammals.

-K. Mullis

	[[alternative HTML version deleted]]

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