search for: fourier

Dear R Helpers, Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast...

Hi All, Here is the problem: I'm trying to generate a number of Fourier Descriptors figures for an experiment. All I need is that they are created within a loop and saved with sequential names (e.g., s1_1.png, s1_2.png etc..) in my directory. I created a nested loop with a counter for the different amplitudes for the actual shapes and a counter for the file names....

Dear R-help members, To whom it may concern, our research group is conducting a study to evaluate the predictive value of 24 hour blood pressure variability. We are looking for an R routine that performs a fast Fourier transform spectral analysis (with an output of the approximation function of the Fourier and estimates the validity of the model for the various harmonics). Thanks Vittorio Colagrande [[alternative HTML version deleted]]

Hello All, I wanted to perform a fourier transform on high frequency financial data. I have searched and have not found much on this topic for R. I was wondering if anyone has used any libraries for it or have come across any papers I may read. Many Thanks, Neil Gupta [[alternative HTML version deleted]]

Hi R-users: I want to know if there is an easy way to obtain a Fourier Transform form a vector or an array (just like fft does), but with a more density base. I mean, if I have a vector of 512 of length, I want the Fourier Transform to be 1024, or 2048, etc, in length (de u domain). Or should I modify the fft C code to do that? If I want to modify the precision of...

I did a fourier transform on a function in time domain to get the following functions in frequency domain (in latex): $Y_1[\omega] = \frac{1}{1-\phi_1 e^{-jw}}$ $Y_2[\omega] = \frac{1}{1-(\phi_1 + \phi_2)e^{-jw} +\phi_1\phi_2e^{-2jw}}$ How do I find the spectrum of this function for given $\phi_1$ and $\phi_2$...

Dear all, I work with (vibrational) spectra: some kind of intensity (I) over frequency (nu), wavelength or the like. I want to do fourier transform for interpolation, smoothing, etc. My problem is that the spectra are often irregularly spaced in nu: the difference between 2 neighbouring nu varies across the spectrum, and data points may be missing. Searching for discrete fourier transform I found lots of information and functi...

Hi Guys, I had a monthly time series's data of land temperature from 1980 to 2008. After plotting a scatter diagram, it seems that annually, there is a semi sinusoidal cycle. How do I run Fourier's series to the data so that I can fit model on it? I am really sorry for my question sound stupid, but I just don't know where to start. I am desperately looking for help from you guys. Thanks in advance. Eddie [[alternative HTML version deleted]]

Hello, I have a series and I need to run a Fourier Transform for that series. I have done that using the function fft from stats package. However I am not sure whether the result I am getting is correct or not. Seems that the first value of the Fourier Transform list is the sum of all elements of the given series and all the following numbers repr...

Dear UseRs, i have a matrix of 365 rows and 444 columns. i drew each column of this matrix against the number of days in a year, which are obviously 365. now i have 444 curves and i want to Use Fourier analysis for the approximation of the average values. does anyone know how to do it? any help in this regards will be deeply appreciated... regards eliza [[alternative HTML version deleted]]

...ter (e.g. normal RVs), the computation of such a convolution is quite fast. (B) Characteristic function: X will be approximated with Y=X+Z, where Z is normal N(0,sigma) with small sigma. Y has a density (which it is impossible to compute directly) but the characteristic function (_continuous_ Fourier transform) cf_Y of Y can easily be computed analytically (without knowing the density of Y) Now let s be a numeric vector. I want to get the density f_Y(s) of Y evaluated along s. The proper way of doing this would be to apply the inverse continuous Fourier transform to the function cf_Y at each p...

...things, the maximum amplitudes observed AND the frequency of these amplitudes. A quick note at this point: Not the acceleration by itself but the quick acceleration changes are the components which make up the special stress we want to quantify. So what I would like to do is: 1) Apply a fourier transformation to the acceleration profile to 2) get a number of harmonic waves describing my graph 3) and use the amplitudes of my waves in a weighted fashion to calculate some statistical value. What I tried to do is: A) construct an artificial profile fg for testing purpo...

I'm doing convolutions in the frequency domain and need to know the layout of the Fourier modes returned by fft. (This is leading up to a more involved question about moment generating functions, but I need to know if I've got this part correct first.) I think in 1D the pattern is: 0 1 2 3 -2 1 (even) 0 1 2 3 -3 2 1 (odd) In 2D is it simply (for a square matrix): 0 1 2 -1 (horiz...

...si-sinusoidal vertical and horizontal deformations (quasi-sinusoidal load means that load "should be" sinusoidal, but testing machine puts in some noise...) I enclose a sample of data at the end of this message. I used harmonic regression to fit the data: force = constant + [1st order Fourier harmonic] + [2nd order Fourier harmonic] + higher order harmonics... + error = = v0 + [a1 sin (2*pi*f*t) + b1 cos (2*pi*f*t) ] + [a2 sin (2*2*pi*f*t) + b2 cos (2*2*pi*f*t)] + ... + error where f is the frequency of the sinusoidal load applied during the test. What I'm expecting to find is...

This message is in MIME format --_=XFMail.1.3.p0.Linux:990422185944:4782=_ Content-Type: text/plain; charset=us-ascii R-0.64.0 on RedHat Linux 5.1 Some problems with multivariate fast fourier transform. I have attached the dump of a 30 x 3 matrix that seems to reliably reproduce these problems 1) mvfft doesn't like vectors. It complains about not having enough memory: R> mvfft(xx[,1]) Error: heap memory (2048 Kb) exhausted [needed 1024 Kb more] See "help(Memory)&...

...just times out. My dovecot-ldap.conf is: hosts = ldap.lrtz dn = cn=varmail,ou=users,dc=lorentz,dc=com dnpass = ********* ldap_version = 3 auth_bind = yes pass_filter = (&(objectClass=inetOrgPerson)(mail=%Lu)) base = ou=users, dc=%Dd scope = onelevel The dovecot log shows: Apr 3 08:13:21 fourier dovecot: auth(default): new auth connection: pid=15774 Apr 3 08:13:30 fourier dovecot: auth(default): client in: AUTH^I1^IPLAIN^Iservice=IMAP^Isecured^Ilip=x.x.x.x^Irip=y.y.y.y^Iresp=<hidden> Apr 3 08:13:30 fourier dovecot: auth(default): ldap(jackmc at lorentz.com,y.y.y.y): bind search: ba...

Greetings all, I'm working on a project trying to apply fourier analysis to timestamped router logs, using R to perform the analysis. The idea is to determine if any type of traffic (say, outgoing ICMP requests) has strong periodic features because it may indicate a compromise somewhere on the network. The FFT requires all data points to be evenly spaced, bu...

Hello, I have calculated the fourier transform of the series enclosed at the end of this message, by doing: library(stats) x <- readLines("file1.txt") x.num <- as.numeric(x) ft.x.num <- fft(x.num) My question is: why is the first value (Real) of ft.x.num that big? (954.833870) all the other values are much smalle...

...arch, and it works fine. However, when dovecot tries to authenticate the user, the LDAP server receives the query and responds to it (according to the LDAP log file), but dovecot just hangs there. 180 seconds later, it drops the IMAP client. E.g.: The dovecot log shows: Apr 3 08:13:21 fourier dovecot: auth(default): new auth connection: pid=15774 Apr 3 08:13:30 fourier dovecot: auth(default): client in: AUTH^I1^IPLAIN^Iservice=IMAP^Isecured^Ilip=x.x.x.x^Irip=y.y.y.y^Iresp=<hidden> Apr 3 08:13:30 fourier dovecot: auth(default): ldap(jackmc at lorentz.com,y.y.y.y): bind search: ba...

...ich the annual curve is essentially asymmetric (i.e. snow accumulates slowly over time, and the subsequent melt occurs relatively rapidly). I am trying to fit a curve to the data, however, the actual frequency is unknown. I have been trying to follow the methods in Peter Bloomfields text "Fourier Analysis of Time Series", but am having trouble implementing this in R. Does anyone have any suggestions, or perhaps directions on how this might be done properly? Am I using the right methods for fitting an asymmetric curve? Any help is greatly appreciated, Sincerely, Carson