嗨,我举了一个例子:stat.ethz.ch
## Now let's look at some artificial data:
x <- seq(100000)/1000 # pretend we're sampling at 1 kHz
## We'll put in two frequency components, plus a dc offset
f1 <- 5 # Hz
f2 <- 2 # Hz
y <- 0.1*sin(2*pi*f1*x) + sin(2*pi*f2*x) + 50
fft.y <- fft(y)
delta <- x[2] - x[1]
f.Nyquist <- 1 / 2 / delta
f <- f.Nyquist*c(seq(length(x)/2), -rev(seq(length(x)/2)))/(length(x)/2)
par(mfrow=c(2,2))
plot(x,y, type='l', xlim=c(0,20))
plot(f, Mod(fft.y), type='l', log='y')
## Now let's zoom in and mark the points were I expect to see peaks:
plot(f, Mod(fft.y), type='l', log='y', xlim=c(-10,10))
现在我确实有一个要分析的数据框 - df。df 的第一列 (V1) 是日期,第二列是值 (V2)。我设置了分数,但我总是得到一个 fft 值,如 f (奈奎斯特在做什么)。所以得到:“'x'和'y'长度不同”。不知道问题出在哪里!
y <- df$V2
fft.y <- fft(y)
delta <- 10 # I know that there are 10sec between values
f.Nyquist <- 1 / 2 / delta
f <- f.Nyquist*c(seq(length(df$V1)/2), -rev(seq(length(df$V1)/2)))/(length(df$V1)/2)
df 看起来像:
07032012-185821;20.0
07032012-185831;12.0
07032012-185841;14.0
大约有 20000 个观测值
感谢帮助!