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 Using FFT for time series with date-time column
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chilechile

Germany
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Posted - 03/27/2007 :  10:13:07 AM  Show Profile  Edit Topic  Reply with Quote  View user's IP address  Delete Topic
Origin Version (Select Help-->About Origin): 7.5G
Operating System:Windows XP

I have a data set, where X is in time. The data a regularly spaced in 1 minute intervals. The X column is set to type "Date" in the format

05/06/04 23:35:20
05/06/04 23:36:20
...

When I apply analysis / FFT to the data I get a result with frequencies of up to 720 Hz. That is obviously complete nonsense !

Any suggestion ? Is there a problem with the use of data-time as X-data ?

Edited by - chilechile on 03/27/2007 10:29:47 AM

larry_lan

China
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Posted - 03/27/2007 :  11:40:16 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
Hi:

Maybe you can read this similar problem?

http://www.originlab.com/www/support/resultstech.aspx?ID=1114&language=English&Version=7.5

Larry
OriginLab Technical Services

Edited by - larry_lan on 03/27/2007 11:41:01 AM
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chilechile

Germany
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Posted - 03/28/2007 :  05:06:29 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
Thank You larry for Your hint - unfortunately, it's not yet solved.

I followed the suggestion from the topic and calcuated a new X-column by subtracting the start date from the each column value and got a new column in time domain looking like HH:mm like

00:00
00:01
00:02
00:03
00:04

I tried FFT again and got a frequency spectrum up to 720 Hz like the previous trial. This is at a sampling rate of 1 min with the equivalent of 0.016666 Hz clearly impossible.

I would be happy if there were further ideas.
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Mike Buess

USA
3037 Posts

Posted - 03/28/2007 :  08:29:04 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
The FFT tool assumes the unit of the X data is seconds, but it is actually days (Julian date). Likewise, your Nyquist frequency is 720 per day rather the 720 per second (Hz). To get an X column in which the X data are in seconds start with your original date column...

1. Create a new column immediately to the right of current column.
2. Select the new column and Column > Set Column Values. Assuming the original date column is column 1 enter the expression 24*60*60*(col(1) - col(1)[1]) and click OK. New column will now clearly be in seconds.
3. Double click on new column, designate as X and format as numeric or text & numeric.
4. Perform your FFT as usual.

Alternatively, divide all frequency values by 24*60*60 (number of seconds in a day).

Mike Buess
Origin WebRing Member

Edited by - Mike Buess on 03/28/2007 08:53:30 AM
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chilechile

Germany
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Posted - 03/28/2007 :  09:33:26 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
Dear Mike !

Thank You, that was a good suggestion !!

If the column is set to time, times are treated a quotient of one day.
As You suggested, two ways work:
== Either I treat any frequencies, which are produced from Origin als cycles per day, although Origin claims it were Hz (cycles per second)
== or I have to create a numerical X-column and calculate the time series into seconds.
----------
I do not understand, why Origin does not respect its knowledge of the time format of it's own X-column and claim to calculate Hz while it would be cycles per day in reality.
I would assume that might be a bug, what do You think ? Has it been removed in an update ?

Another observation I made is:
I calculated a X-column, containing seconds and put the date into a column of the format "label". The labeling of the X-axis started correctly, but was only carried out at all along the first half of the axis and was wrong even there.
Is there something I might have overlooked here ?

Edited by - chilechile on 03/28/2007 09:38:23 AM

Edited by - chilechile on 03/28/2007 09:39:01 AM
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Mike Buess

USA
3037 Posts

Posted - 03/28/2007 :  10:46:05 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
quote:
I do not understand, why Origin does not respect its knowledge of the time format of it's own X-column and claim to calculate Hz while it would be cycles per day in reality. I would assume that might be a bug, what do You think ?
It's probably misleading to label the FFTPlot X axis as Frequency (Hz), especially since other FT complements exist besides time and frequency. Other than that I think it's up to the user to keep track of units.
quote:
I calculated a X-column, containing seconds and put the date into a column of the format "label". The labeling of the X-axis started correctly, but was only carried out at all along the first half of the axis and was wrong even there.
Is there something I might have overlooked here ?
Label columns are formatted as text and date columns are formatted internally as double but display as text. Could be a problem there although I haven't seen it.

Mike Buess
Origin WebRing Member
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