Hello, is there a C/C++, Fortran, or Python library for calculating a Fourier Transform of a logarithmically-binned times series? Unfortunately FFTW C-library is only good for uniformly-spaced time series. Thank you! ~Andrei.
FFT algorithm for a logarithmically-sampled time series
Started by ●January 29, 2010
Reply by ●January 29, 20102010-01-29
On 29/01/2010 2:50 PM, Andrei Makeev wrote:> Hello, > > is there a C/C++, Fortran, or Python library for > calculating a Fourier Transform of a logarithmically-binned > times series? Unfortunately FFTW C-library is only good > for uniformly-spaced time series. > > Thank you! > ~Andrei.Not that I know of, but you may wish to take a look at a 1998 paper which describes how to implement a logarithmic fourier transform: http://www.dias.ie/~ajones/papers/28.pdf Since it was written by researchers at the Geological Survey of Canada, I would bet that you could possibly request source code in either FORTRAN or C from this organization. You *may* have to write this yourself, since such a library may not exist. IMHO, the paper is clearly written.