快速傅立叶变换调整缩放

Question

I'm trying to show trends of my data by doing a FFT. The data I want to perform a FFT on looks like this:

Within every year we see a clear trend almost like a sin wave and I thought this should be visible after a FFT transformation but I got this:

On the x-axis is hours and on the y-axis the detrended data also in W/m^2. Originally every data point was taken every 16 day within the same year. However, this is not necessarily the case between transitions of two years.

For the FFT I used this code and the detrended data data_plot_multi_year1["y"]-mean(data_plot_multi_year1["y"] can be found here :

import numpy as np
import matplotlib.pyplot as plt

hann = np.hanning(len(data_plot_multi_year1["y"]))

Y = np.fft.fft(hann*(data_plot_multi_year1["y"]-mean(data_plot_multi_year1["y"])))
N = len(Y)/2+1
fa = 1.0 / (16.0*24*60.0* 60.0)  # every 16th day
print('fa=%.7fHz (Frequency)' % fa)

X = np.linspace(0, fa/2, N, endpoint=True)
Xp = 1.0/X                 # in seconds
Xph = Xp /(60.0*60.0*24)   # in days

plt.figure()
plt.plot(Xph, 2.0 * np.abs(Y[:N]) / N)
plt.show()

Since this is my first time doing something like this, does it need to look like this or how can I make the trends more visible?

The original data is here: y values and x values .

Answer 1

Looking at the original data, I see a very different plot than if I look at the detrended data that you (and the other answers) have used to compute the FFT from.

So, starting with this original data:

import numpy as np
import matplotlib.pyplt as pp

# Data
y = np.array([4.9163581574416115, 4.5232489635722359, 5.1418668265986014, 4.7243929349211378, 5.0922668745097237, 3.2505877068809528, 5.266713471351407, 3.2593612955944398, 6.0329599566748149, 5.501028641922999, 3.6033946768899154, 4.0640736190761837, 3.9015401707437629, 4.5497509491042667, 3.7227800407604765, 3.3294036636861795, 3.2400339075816058, 3.4354831362560447, 5.0721090065474757, 4.2898468699869312, 3.9352309911472898, 4.6544147503812772, 3.5076460922078962, 4.8823458504641311, 3.006733596435486, 3.3404353221374912, 4.2604198197171943, 3.5110363901532828, 4.7495904044204913, 4.4755614380567836, 2.8255977501087353, 4.0147937265525631, 4.6982506962329369, 4.1073988606130554, 4.3779635559151062, 3.8455643143910585, 2.8446707334831589, 3.8864340895006602, 5.407473632935444, 3.7776659978957676, 3.7474804428857103, 4.4231421808719968, 4.1145572839087201, 3.4407172122286807, 5.7068484749384503, 3.3175924030243089, 2.8563413179332078, 3.520760038353695, 3.9712227784619754, 5.0318859983482076, 3.7642574784532088, 3.4828932021013372, 3.2259745458147786, 5.032377633970162, 5.2464640619126435, 4.9482379500988491, 3.798306221105471, 3.3672821755011646, 4.8054046257516898, 4.5758461857175972, 4.4079132488332275, 3.5862463276840586, 5.0281771086563696, 3.9038881511201029, 3.5464781504503957, 3.752348181547787, 3.1520445958602115, 4.370394739799015, 3.896389496115487, 4.118225887215103, 4.802537302837913, 4.1800322086907791, 3.9270327778098264, 2.9892139644432794, 3.5412442495098522, 4.9353516122953636, 3.6311330623837823, 3.4788493170853205, 3.4571475745293054, 5.3964493189396956, 4.0166801210413112, 3.184902965087919, 4.3231987474246907, 3.821044625315142, 3.2501749085457448, 4.1218393070599149, 3.4907498564324784, 3.7048147909485549, 4.4067985127175193, 3.2628048471339661, 3.4299356612804384, 3.054687769820104, 3.4394826446333515, 3.8926147692854536, 3.5274891297329392, 5.1600491179626147, 5.1267218406912436, 4.9196604682508616, 3.288844643645831, 5.0123334575721739, 5.8837792219610296, 3.6525485317948769, 5.2655629050160382, 4.5940509381861077, 3.5326474318629821, 4.7549446018611174, 5.5400627941766389, 4.2340183526794908, 3.833235556736899, 4.1055923866919404, 3.9041368756551273, 2.8355474432294439, 5.0365898742249708, 5.558027054794378, 3.0385703101397779, 4.1301188661365806, 3.4824265559683489, 3.9319218096961523, 3.0332372505317466, 4.0506899500473681, 5.298987852183183, 3.2070084334136282, 3.4802868005912773, 3.2223945502453342, 3.6057387919024859, 4.1135183367430654, 5.4774825204501179, 3.7504701089542696, 3.3997275593227916, 4.0280467030451277, 5.1921516666697185, 4.1662957219173871, 4.9276361137412961, 4.3055659900345269, 4.2160192742975298, 4.5582352743558525, 3.5779282232857184, 3.3303571863388153, 4.7062814020334001, 3.763690626719586, 4.020276538555315, 3.2952422897541718, 4.3944836078620826, 5.0651527836251846, 3.2736433168588834, 4.0164274892409875, 4.6926928415631961, 3.5439697283257536, 4.8170195490454715, 5.1717553137007295, 4.47489761280195, 4.2721415529277245, 3.7722293780212186, 4.6163723178866256, 3.4852465925030596, 3.5081857100611429, 4.9526591274218141, 2.7418823869877671, 5.2309064498443112, 2.9584799885836368, 5.9208165893988971, 3.7266204734555268, 3.9696836775155155, 3.0817605147405351, 5.3501874894485368, 4.823298910487158, 4.094371587882315, 3.666534185013655, 4.3613972464934943, 3.5253937700241282, 3.5114759216562974, 3.7387872601144321, 3.2428544820295313, 4.3174760573045647, 3.8153701553661081, 5.3510324878858881, 5.887473202470229, 5.2483141940171967, 3.6730647722321899, 3.2527108096051762, 5.087119161099805, 5.4376786692500971, 5.1985667958007626, 4.0776721320121245, 4.0746559030897966, 5.3838863415603209, 2.9772622863398106, 4.4371692352610923, 4.824375079864156, 5.1574523180746281, 3.6417281403335027, 3.7353723232513896, 4.8786928981111108, 3.1549797688883685, 4.9273350311811477, 4.8909872856262631, 5.0733312023802286, 4.7195548768733193, 3.2117711403989326, 4.0607353048756289, 3.2068686273897913, 3.8104210279601221, 4.0764549403056849, 5.1905644211359325, 4.9059727970323124, 4.3312408753376159, 4.495834529789291, 3.7017758002769088, 3.8928592560408886, 3.3590820111611572, 5.6800192429325946, 5.2801982921123018, 3.4971867534798688, 4.1434397763487363, 5.0320214435810486, 3.2572048463905596, 3.5708589225079157, 5.5420277180979705, 4.816537191178262, 4.7123032533220774, 4.6276901989665546, 3.3033314780041207, 3.7031834923679217, 4.9531169434719784, 3.9520303484745076, 4.7069324020275154, 3.3485205880519819, 3.578929442922882, 5.0416858356367751, 3.2471486950110151, 4.8036517687546469, 2.9564023409041931, 4.370824090704172, 3.3111933909292781, 5.4693269793385397, 5.9471091984264612, 5.5997609124508001, 3.253791264246908, 5.5589687791680173, 4.0347612835986313, 5.0860759232647048, 3.8236359577497381, 4.2502050750154163, 5.3804473886648889, 3.0777806788604702, 4.3119059095678196, 3.6076909731506221, 3.6675311219295414, 4.5761803934468732, 4.1294871300142644, 3.6827073669759471, 3.9918347122796098, 3.4194166080890587, 5.3442479778374041, 3.325200562869143, 5.4364117543671719, 2.7691861112204053, 3.2431028421965107, 5.7997059152735284, 5.1396423172415746, 3.8341163596077106, 4.6158592382839672, 5.2991510313934427, 4.2613846468512486, 3.3747692135915655, 3.7002229064232939, 3.1618285314537342, 5.3066215213431933, 3.4764287458899688, 4.2664404462781276, 3.7020536806298709, 4.4920788644955021, 4.7765300011524729, 3.6234351180642332, 4.2676647387441031, 3.1419131638878253, 5.0149070978243522, 3.6335404191164362, 5.6667351882464283, 3.4029057890404824, 4.1230483413169239, 4.8245272024467116, 3.65830252796454, 4.4813334423826712, 3.6740443622552865, 4.1977102616532935, 4.1320785201142503, 3.1085193591271505, 5.0012055352868723, 4.0428697712217607, 5.201396550122233, 5.5110799401116326, 3.2437611839952023, 4.8397817377344712, 5.4850675142216154, 3.627247179469125, 4.0577205671254726, 2.5798969377153802, 4.6359100698702171, 4.7640011574006191, 5.8635971341249009, 3.6510638760009013, 3.2845760628978011, 5.1435067636186025, 3.8973081092150159, 3.1445177808730125, 3.5112954060023718, 5.5052935046977147, 4.0618208001814811, 5.2828398404225272, 4.8693030005934981, 3.413421242301824, 5.7045184220496115, 5.3221412413004741, 4.3631763041559992, 4.188513180452488, 3.9197228949008855, 4.2780523472142535, 3.695429486781181, 4.8294238192705237, 5.264103644882745, 5.0998049360010391, 5.5094161509890887, 4.3214874721201451, 3.6102609731613162, 5.2723061570113243, 3.8298642965515364, 4.8098072099418445, 3.632970055942816, 3.5542517670129983, 4.9124440128270983, 5.0786806222541223, 5.0248576192789542, 5.0029379966378063, 3.1383857221712161, 5.4119593837374813, 5.2071519069366392, 4.81942138782507, 5.4131759970726518, 4.9823428242283274, 4.0704364655939997, 3.6092965241074735, 4.7229918731679614, 4.7586642729235562, 3.9002260395078925])
x = np.array([2817, 1960, 3500, 1357, 183, 1482, 1642, 372, 2008, 1626, 2641, 5228, 2865, 4277, 1437, 3612, 359, 752, 5276, 1578, 1754, 1341, 2212, 1261, 4402, 2593, 3054, 4021, 5008, 3420, 676, 3324, 2340, 2136, 4149, 3278, 71, 1024, 4944, 3752, 1181, 628, 2657, 3736, 4594, 3976, 4738, 5132, 5452, 532, 3372, 1546, 2913, 5260, 2753, 2769, 311, 1072, 5340, 3198, 5372, 2625, 1690, 4482, 2990, 4309, 4373, 848, 3356, 295, 1706, 2308, 39, 2244, 4450, 1213, 1149, 4085, 2926, 2372, 3388, 708, 5056, 4816, 5180, 103, 4690, 4706, 2468, 4466, 452, 3720, 1880, 2184, 4752, 2705, 215, 1610, 4008, 3864, 1658, 468, 199, 5388, 3596, 516, 3150, 1738, 5212, 5404, 2881, 1848, 2420, 5308, 4418, 4514, 768, 4053, 2577, 5104, 4960, 3308, 4101, 816, 4784, 1117, 2356, 3656, 4117, 3262, 3118, 644, 1245, 5072, 3784, 2673, 5196, 3960, 3532, 5436, 5040, 4722, 4642, 960, 420, 484, 4880, 5148, 2088, 4229, 1594, 1944, 327, 3912, 784, 1088, 247, 388, 1992, 1466, 3086, 1802, 2484, 4325, 3468, 3166, 1421, 3628, 2452, 2958, 2532, 4386, 23, 1197, 5088, 4546, 2388, 596, 4832, 4357, 1293, 1309, 4992, 4848, 119, 3848, 55, 1008, 3816, 612, 2168, 4768, 5324, 2276, 1976, 2801, 4610, 3516, 3688, 1040, 3992, 4674, 3944, 2056, 4261, 5244, 1722, 4341, 3580, 736, 896, 2785, 3644, 279, 5292, 4037, 1770, 4197, 3038, 976, 3214, 2609, 2500, 3436, 1405, 1229, 1133, 2260, 151, 1896, 3800, 4069, 4133, 4434, 564, 4578, 3102, 2196, 912, 3564, 4896, 5420, 4658, 2721, 87, 2104, 5116, 1928, 2833, 2120, 1056, 3928, 1832, 231, 1498, 2024, 404, 1818, 1674, 3070, 3340, 864, 3484, 4293, 2974, 2548, 343, 2404, 1453, 1389, 1562, 5356, 4165, 2228, 1373, 2561, 4530, 2942, 1277, 692, 1514, 5024, 2516, 4864, 1912, 4800, 2152, 3672, 992, 3246, 3832, 4928, 1165, 2324, 2040, 1864, 3768, 3704, 3880, 2689, 944, 1530, 5164, 2072, 5468, 436, 2897, 4245, 1101, 3134, 3896, 800, 2737, 167, 263, 3404, 3022, 4498, 1786, 1325, 3452, 3182, 880, 2849, 3292, 4976, 832, 2436, 7, 2292, 4562, 548, 4181, 580, 724, 928, 4213, 4626, 4912, 3548, 660, 3230, 135, 500, 3006])

We first notice that the x-values are not sorted. Let's sort the data:

# Sort data on x values
index = np.argsort(x)
y = y[index]
x = x[index]

Next, we notice that the x locations are not evenly spaced. The FFT expects even-spaced data. Let's resample the data to make it evenly spaced:

# Interpolate data so it is regularly sampled
n = len(x)
newx = np.linspace(x[0], x[-1], n)
y = np.interp(newx, x, y)
x = newx

Now we can confidently compute the FFT and plot, just like in the question:

# Compute FFT and plot
Y = np.fft.fft(y - np.mean(y))
fa = 365.0 / (x[1] - x[0]) # samples/year
N = n//2+1
X = np.linspace(0, fa/2, N)

pp.figure()
pp.plot(X, abs(Y[:N])) # I'm ignoring all that scaling here, it's irrelevant...
pp.show()

We now clearly see a peak at 1 cycle/year, as expected!

Answer 2

To start off, you should not plot the FFT vs time Xp or Xph in the code given. The fft represents frequencies, and should be plotted against 1/time. This is why your spectrum does not look evenly sampled.

Here is how to do it, based on the data link you gave, stored in data .

from scipy.fftpack import fft, fftfreq, fftshift

Y = fftshift(fft(data, n=2**12))
fa = 1/16   # in days
f = fftshift(fftfreq(len(Y), 1/fa))

plt.plot(f, abs(Y)/len(data))
plt.show()

Since the raw data is very noisy, so is the FFT, and it is hard to discern the dominant frequency. There are some ways to mitigate this, for example compute the Welch spectrum, which is like a moving average of the data in frequency domain.

from scipy.signal import welch
fw, Pxx = welch(data, fa, nperseg=128, nfft=2**12, scaling='spectrum')    
plt.plot(fw, Pxx)
plt.show()

This is a little less noisier, and it shows that there is aa peak around 0.025 day^-1, or every 40 days. You probably need a little higher sampling rate (eg every day rather than every 16 days to be more confident about this, but my understanding may be wrong...)

Answer 3

The fft gives how much each sine wave of different frequencies contributes to your signal.

If you look to the graph, there are peaks on it. That means that the sine waves with those frequencies contribute more to your signal.

So your year trend is represented by one of these peaks. However there are also other strong components since your data is not a pure sine wave