Re: [R] Fourier Transform with irregularly spaced x

From: Claudia Beleites <>
Date: Mon, 03 Nov 2008 17:01:07 +0100

> Try or
> (do
> RSiteSearch("Lomb periodogram") --
> the Lomb periodogram does a discrete (although not fast) Fourier
> transform of unevenly sampled (1D/time-series) data, accounting for
> the sampling distribution of points (which will the bias the results
> if you try to do a naive Fourier sum).
Thanks Ben, that looks like a good start point.

Stephen, my aim are neither spline nor linear approximation but something in the line of matlab's interpfft

I do have the vibrational spectrum. Such spectra are frequently computed by ft from their (measured) interferograms. I.e. if you use an FT-spectrometer. However, the spectra can also be measured directly with a dispersive instrument. The difference between neighbouring frequencies of such spectra varies over the spectrum. E.g. I measure from 600 cm^-1 to 1800 cm^-1: at 600 cm^-1 I have a data point spacing of 1.04 cm^-1, while at 1800 cm^-1 it is only 0.85 cm^-1. So doing a ft (like spec.pgram ()) only on the signal means that I do not use periodic functions (sin x), but something rather like sin (x^2) - the sinus changes its frequency. This does not help.

The idea is to calculate the interferogram (space or time domain) taking into account this variation of delta nu. Then do a backtransform to evenly spaced frequencies.
The next step will then be to do other interesting things like downsampling, denoising etc. using the interferogram.



Claudia Beleites
Dipartimento dei Materiali e delle Risorse Naturali
UniversitÓ degli Studi di Trieste
Via Alfonso Valerio 6/a
I-34127 Trieste

phone: +39 (0 40) 5 58-34 47

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Received on Mon 03 Nov 2008 - 16:04:56 GMT

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