Re: help!

From: Dennis Shea (shea AT XXXXXX)
Date: Wed Apr 14 2004 - 17:24:11 MDT


>
>
>if the data has some missing value, how can i do when i use the "ezfftf". the
function seems not to allow the missing data.
>thank you!
>

No fast fourier transform allows missing data.
[Same for spherical harmonics.]

Two approaches main be used:

[1] Use some interpolation method to estimate the value(s)
    at the missing locations. Note: Be aware of how the
    interpolated values may affect the results of the FFT.
    
[2] Since the real and imaginary coefficients or, alternatively,
    the amplitudes and phases are basically
    least squares estimates at specified
    frequencies, develop a code to make the estimates.
    
    This would esentially be a "slow" fourier transform.

You could look at:

Fourier Analysis of Time Series: An Introduction
Peter Bloomfield
John Wiley

He has ways of estimating the real/imaginary coef of data
at user specified frequencies. [Just ignore missing data.]

----
There are books that address: 
   Spectral Analysis of Unevenly Sampled Data
   
Good Luck
Dennis Shea

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