在Python中绘制快速傅立叶变换

I have access to NumPy and SciPy and want to create a simple FFT of a data set. I have two lists, one that is y values and the other is timestamps for those y values.

What is the simplest way to feed these lists into a SciPy or NumPy method and plot the resulting FFT?

I have looked up examples, but they all rely on creating a set of fake data with some certain number of data points, and frequency, etc. and don’t really show how to do it with just a set of data and the corresponding timestamps.

I have tried the following example:

from scipy.fftpack import fft

# Number of samplepoints
N = 600

# Sample spacing
T = 1.0 / 800.0
x = np.linspace(0.0, N*T, N)
y = np.sin(50.0 * 2.0*np.pi*x) + 0.5*np.sin(80.0 * 2.0*np.pi*x)
yf = fft(y)
xf = np.linspace(0.0, 1.0/(2.0*T), N/2)
import matplotlib.pyplot as plt
plt.plot(xf, 2.0/N * np.abs(yf[0:N/2]))
plt.grid()
plt.show()

But when I change the argument of fft to my data set and plot it, I get extremely odd results, and it appears the scaling for the frequency may be off. I am unsure.

Here is a pastebin of the data I am attempting to FFT

http://pastebin.com/0WhjjMkb http://pastebin.com/ksM4FvZS

When I use fft() on the whole thing it just has a huge spike at zero and nothing else.

Here is my code:

## Perform FFT with SciPy
signalFFT = fft(yInterp)

## Get power spectral density
signalPSD = np.abs(signalFFT) ** 2

## Get frequencies corresponding to signal PSD
fftFreq = fftfreq(len(signalPSD), spacing)

## Get positive half of frequencies
i = fftfreq>0

##
plt.figurefigsize = (8, 4));
plt.plot(fftFreq[i], 10*np.log10(signalPSD[i]));
#plt.xlim(0, 100);
plt.xlabel('Frequency [Hz]');
plt.ylabel('PSD [dB]')

Spacing is just equal to xInterp[1]-xInterp[0].

So I run a functionally equivalent form of your code in an IPython notebook:

%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
import scipy.fftpack

# Number of samplepoints
N = 600
# sample spacing
T = 1.0 / 800.0
x = np.linspace(0.0, N*T, N)
y = np.sin(50.0 * 2.0*np.pi*x) + 0.5*np.sin(80.0 * 2.0*np.pi*x)
yf = scipy.fftpack.fft(y)
xf = np.linspace(0.0, 1.0/(2.0*T), N/2)

fig, ax = plt.subplots()
ax.plot(xf, 2.0/N * np.abs(yf[:N//2]))
plt.show()

I get what I believe to be very reasonable output.

It’s been longer than I care to admit since I was in engineering school thinking about signal processing, but spikes at 50 and 80 are exactly what I would expect. So what’s the issue?

In response to the raw data and comments being posted

The problem here is that you don’t have periodic data. You should always inspect the data that you feed into any algorithm to make sure that it’s appropriate.

import pandas
import matplotlib.pyplot as plt
#import seaborn
%matplotlib inline

# the OP's data
x = pandas.read_csv('http://pastebin.com/raw.php?i=ksM4FvZS', skiprows=2, header=None).values
y = pandas.read_csv('http://pastebin.com/raw.php?i=0WhjjMkb', skiprows=2, header=None).values
fig, ax = plt.subplots()
ax.plot(x, y)

The important thing about fft is that it can only be applied to data in which the timestamp is uniform (i.e. uniform sampling in time, like what you have shown above).

In case of non-uniform sampling, please use a function for fitting the data. There are several tutorials and functions to choose from:

https://github.com/tiagopereira/python_tips/wiki/Scipy%3A-curve-fitting http://docs.scipy.org/doc/numpy/reference/generated/numpy.polyfit.html

If fitting is not an option, you can directly use some form of interpolation to interpolate data to a uniform sampling:

https://docs.scipy.org/doc/scipy-0.14.0/reference/tutorial/interpolate.html

When you have uniform samples, you will only have to wory about the time delta (t[1] - t[0]) of your samples. In this case, you can directly use the fft functions

Y    = numpy.fft.fft(y)
freq = numpy.fft.fftfreq(len(y), t[1] - t[0])

pylab.figure()
pylab.plot( freq, numpy.abs(Y) )
pylab.figure()
pylab.plot(freq, numpy.angle(Y) )
pylab.show()

This should solve your problem.

The high spike that you have is due to the DC (non-varying, i.e. freq = 0) portion of your signal. It’s an issue of scale. If you want to see non-DC frequency content, for visualization, you may need to plot from the offset 1 not from offset 0 of the FFT of the signal.

Modifying the example given above by @PaulH

import numpy as np
import matplotlib.pyplot as plt
import scipy.fftpack

# Number of samplepoints
N = 600
# sample spacing
T = 1.0 / 800.0
x = np.linspace(0.0, N*T, N)
y = 10 + np.sin(50.0 * 2.0*np.pi*x) + 0.5*np.sin(80.0 * 2.0*np.pi*x)
yf = scipy.fftpack.fft(y)
xf = np.linspace(0.0, 1.0/(2.0*T), N/2)

plt.subplot(2, 1, 1)
plt.plot(xf, 2.0/N * np.abs(yf[0:N/2]))
plt.subplot(2, 1, 2)
plt.plot(xf[1:], 2.0/N * np.abs(yf[0:N/2])[1:])

The output plots:

Another way, is to visualize the data in log scale:

Using:

plt.semilogy(xf, 2.0/N * np.abs(yf[0:N/2]))

Will show:

Just as a complement to the answers already given, I would like to point out that often it is important to play with the size of the bins for the FFT. It would make sense to test a bunch of values and pick the one that makes more sense to your application. Often, it is in the same magnitude of the number of samples. This was as assumed by most of the answers given, and produces great and reasonable results. In case one wants to explore that, here is my code version:

%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
import scipy.fftpack

fig = plt.figure(figsize=[14,4])
N = 600           # Number of samplepoints
Fs = 800.0
T = 1.0 / Fs      # N_samps*T (#samples x sample period) is the sample spacing.
N_fft = 80        # Number of bins (chooses granularity)
x = np.linspace(0, N*T, N)     # the interval
y = np.sin(50.0 * 2.0*np.pi*x) + 0.5*np.sin(80.0 * 2.0*np.pi*x)   # the signal

# removing the mean of the signal
mean_removed = np.ones_like(y)*np.mean(y)
y = y - mean_removed

# Compute the fft.
yf = scipy.fftpack.fft(y,n=N_fft)
xf = np.arange(0,Fs,Fs/N_fft)

##### Plot the fft #####
ax = plt.subplot(121)
pt, = ax.plot(xf,np.abs(yf), lw=2.0, c='b')
p = plt.Rectangle((Fs/2, 0), Fs/2, ax.get_ylim()[1], facecolor="grey", fill=True, alpha=0.75, hatch="/", zorder=3)
ax.add_patch(p)
ax.set_xlim((ax.get_xlim()[0],Fs))
ax.set_title('FFT', fontsize= 16, fontweight="bold")
ax.set_ylabel('FFT magnitude (power)')
ax.set_xlabel('Frequency (Hz)')
plt.legend((p,), ('mirrowed',))
ax.grid()

##### Close up on the graph of fft#######
# This is the same histogram above, but truncated at the max frequence + an offset. 
offset = 1    # just to help the visualization. Nothing important.
ax2 = fig.add_subplot(122)
ax2.plot(xf,np.abs(yf), lw=2.0, c='b')
ax2.set_xticks(xf)
ax2.set_xlim(-1,int(Fs/6)+offset)
ax2.set_title('FFT close-up', fontsize= 16, fontweight="bold")
ax2.set_ylabel('FFT magnitude (power) - log')
ax2.set_xlabel('Frequency (Hz)')
ax2.hold(True)
ax2.grid()

plt.yscale('log')

the output plots:

I’ve built a function that deals with plotting FFT of real signals. The extra bonus in my function relative to the messages above is that you get the ACTUAL amplitude of the signal. Also, because of the assumption of a real signal, the FFT is symmetric so we can plot only the positive side of the x axis:

import matplotlib.pyplot as plt
import numpy as np
import warnings


def fftPlot(sig, dt=None, plot=True):
    # here it's assumes analytic signal (real signal...)- so only half of the axis is required

    if dt is None:
        dt = 1
        t = np.arange(0, sig.shape[-1])
        xLabel = 'samples'
    else:
        t = np.arange(0, sig.shape[-1]) * dt
        xLabel = 'freq [Hz]'

    if sig.shape[0] % 2 != 0:
        warnings.warn("signal prefered to be even in size, autoFixing it...")
        t = t[0:-1]
        sig = sig[0:-1]

    sigFFT = np.fft.fft(sig) / t.shape[0]  # divided by size t for coherent magnitude

    freq = np.fft.fftfreq(t.shape[0], d=dt)

    # plot analytic signal - right half of freq axis needed only...
    firstNegInd = np.argmax(freq < 0)
    freqAxisPos = freq[0:firstNegInd]
    sigFFTPos = 2 * sigFFT[0:firstNegInd]  # *2 because of magnitude of analytic signal

    if plot:
        plt.figure()
        plt.plot(freqAxisPos, np.abs(sigFFTPos))
        plt.xlabel(xLabel)
        plt.ylabel('mag')
        plt.title('Analytic FFT plot')
        plt.show()

    return sigFFTPos, freqAxisPos


if __name__ == "__main__":
    dt = 1 / 1000

    # build a signal within nyquist - the result will be the positive FFT with actual magnitude
    f0 = 200  # [Hz]
    t = np.arange(0, 1 + dt, dt)
    sig = 1 * np.sin(2 * np.pi * f0 * t) + \
        10 * np.sin(2 * np.pi * f0 / 2 * t) + \
        3 * np.sin(2 * np.pi * f0 / 4 * t) +\
        7.5 * np.sin(2 * np.pi * f0 / 5 * t)

    # res in freqs
    fftPlot(sig, dt=dt)
    # res in samples (if freqs axis is unknown)
    fftPlot(sig)

There are already great solutions on this page, but all have assumed the dataset is uniformly/evenly sampled/distributed. I will try to provide a more general example of randomly sampled data. I will also use this MATLAB tutorial as an example:

Adding the required modules:

import numpy as np
import matplotlib.pyplot as plt
import scipy.fftpack
import scipy.signal

Generating sample data:

N = 600 # number of samples
t = np.random.uniform(0.0, 1.0, N) # assuming the time start is 0.0 and time end is 1.0
S = 1.0 * np.sin(50.0 * 2 * np.pi * t) + 0.5 * np.sin(80.0 * 2 * np.pi * t) 
X = S + 0.01 * np.random.randn(N) # adding noise

Sorting the data set:

order = np.argsort(t)
ts = np.array(t)[order]
Xs = np.array(X)[order]

Resampling:

T = (t.max() - t.min()) / N # average period 
Fs = 1 / T # average sample rate frequency
f = Fs * np.arange(0, N // 2 + 1) / N; # resampled frequency vector
X_new, t_new = scipy.signal.resample(Xs, N, ts)

plotting the data and resampled data:

plt.xlim(0, 0.1)
plt.plot(t_new, X_new, label="resampled")
plt.plot(ts, Xs, label="org")
plt.legend()
plt.ylabel("X")
plt.xlabel("t")

now calculating the fft:

Y = scipy.fftpack.fft(X_new)
P2 = np.abs(Y / N)
P1 = P2[0 : N // 2 + 1]
P1[1 : -2] = 2 * P1[1 : -2]

plt.ylabel("Y")
plt.xlabel("f")
plt.plot(f, P1)

P.S. I finally got time to implement a more canonical algorithm to get a Fourier transform of unevenly distributed data. You may see the code, description, and example Jupyter notebook here.

I write this additionnal answer to explain the origins of the diffusion of the spikes when using fft and especially discuss the scipy.fftpack tutorial with which I disagree at some point.

In this example, the recording time tmax=N*T=0.75. The signal is sin(50*2*pi*x)+0.5*sin(80*2*pi*x). The frequency signal should contain 2 spikes at frequencies 50 and 80 with amplitudes 1 and 0.5. However, if the analysed signal does not have a integer number of periods diffusion can appear due to the truncation of the signal:

• Pike 1: 50*tmax=37.5 => frequency 50 is not a multiple of 1/tmax => Presence of diffusion due to signal truncation at this frequency.
• Pike 2: 80*tmax=60 => frequency 80 is a multiple of 1/tmax => No diffusion due to signal truncation at this frequency.

Here is a code that analyses the same signal as in the tutorial (sin(50*2*pi*x)+0.5*sin(80*2*pi*x)) but with the slight differences:

1. The original scipy.fftpack example.
2. The original scipy.fftpack example with an integer number of signal periods (tmax=1.0 instead of 0.75 to avoid truncation diffusion).
3. The original scipy.fftpack example with an integer number of signal periods and where the dates and frequencies are taken from the FFT theory.

The code:

import numpy as np
import matplotlib.pyplot as plt
import scipy.fftpack

# 1. Linspace
N = 600
# sample spacing
tmax = 3/4
T = tmax / N # =1.0 / 800.0
x1 = np.linspace(0.0, N*T, N)
y1 = np.sin(50.0 * 2.0*np.pi*x1) + 0.5*np.sin(80.0 * 2.0*np.pi*x1)
yf1 = scipy.fftpack.fft(y1)
xf1 = np.linspace(0.0, 1.0/(2.0*T), N//2)

# 2. Integer number of periods
tmax = 1
T = tmax / N # sample spacing
x2 = np.linspace(0.0, N*T, N)
y2 = np.sin(50.0 * 2.0*np.pi*x2) + 0.5*np.sin(80.0 * 2.0*np.pi*x2)
yf2 = scipy.fftpack.fft(y2)
xf2 = np.linspace(0.0, 1.0/(2.0*T), N//2)

# 3. Correct positionning of dates relatively to FFT theory (arange instead of linspace)
tmax = 1
T = tmax / N # sample spacing
x3 = T * np.arange(N)
y3 = np.sin(50.0 * 2.0*np.pi*x3) + 0.5*np.sin(80.0 * 2.0*np.pi*x3)
yf3 = scipy.fftpack.fft(y3)
xf3 = 1/(N*T) * np.arange(N)[:N//2]

fig, ax = plt.subplots()
# Plotting only the left part of the spectrum to not show aliasing
ax.plot(xf1, 2.0/N * np.abs(yf1[:N//2]), label='fftpack tutorial')
ax.plot(xf2, 2.0/N * np.abs(yf2[:N//2]), label='Integer number of periods')
ax.plot(xf3, 2.0/N * np.abs(yf3[:N//2]), label='Correct positionning of dates')
plt.legend()
plt.grid()
plt.show()

Output:

As it can be here, even with using an integer number of periods some diffusion still remains. This behaviour is due to a bad positionning of dates and frequencies in the scipy.fftpack tutorial. Hence, in the theory of discrete Fourier transforms:

• the signal should be evaluated at dates t=0,T,...,(N-1)*T where T is the sampling period and the total duration of the signal is tmax=N*T. Note that we stop at tmax-T.
• the associated frequencies are f=0,df,...,(N-1)*df where df=1/tmax=1/(N*T) is the sampling frequency. All harmonics of the signal should be multiple of the sampling frequency to avoid diffusion.

In the example above, you can see that the use of arange instead of linspace enables to avoid additional diffusion in the frequency spectrum. Moreover, using the linspace version also leads to an offset of the spikes that are located at slightly higher frequencies than what they should be as it can be seen in the first picture where the spikes are a little bit at the right of the frequencies 50 and 80.

I’ll just conclude that the example of usage should be replace by the following code (which is less misleading in my opinion):

import numpy as np
from scipy.fftpack import fft
# Number of sample points
N = 600
T = 1.0 / 800.0
x = T*np.arange(N)
y = np.sin(50.0 * 2.0*np.pi*x) + 0.5*np.sin(80.0 * 2.0*np.pi*x)
yf = fft(y)
xf = 1/(N*T)*np.arange(N//2)
import matplotlib.pyplot as plt
plt.plot(xf, 2.0/N * np.abs(yf[0:N//2]))
plt.grid()
plt.show()

Output (the second spike is not diffused anymore):

I think this answer still bring some additional explanations on how to apply correctly discrete Fourier transform. Obviously, my answer is too long and there is always additional things to say (@ewerlopes talked briefly about aliasing for instance and a lot can be said about windowing) so I’ll stop. I think that it is very important to understand deeply the principles of discrete Fourier transform when applying it because we all know so much people adding factors here and there when applying it in order to obtain what they want.