Reputation: 42710
I'm refering to the following post : Using scipy.signal.spectral.lombscargle for period discovery
I realize the answer given correct for certain case.
# imports the numerical array and scientific computing packages
import numpy as np
import scipy as sp
from scipy.signal import spectral
# generates 100 evenly spaced points between 1 and 1000
time = np.linspace(1, 1000, 100)
# computes the sine value of each of those points
mags = np.sin(time)
# scales the sine values so that the mean is 0 and the variance is 1 (the documentation specifies that this must be done)
scaled_mags = (mags-mags.mean())/mags.std()
# generates 1000 frequencies between 0.01 and 1
freqs = np.linspace(0.01, 1, 1000)
# computes the Lomb Scargle Periodogram of the time and scaled magnitudes using each frequency as a guess
periodogram = spectral.lombscargle(time, scaled_mags, freqs)
# returns the inverse of the frequence (i.e. the period) of the largest periodogram value
print "1/2pi = " + str(1/(2*np.pi))
print "Frequency = " + str(freqs[np.argmax(periodogram)] / 2.0 / np.pi)
The following is printed. Is fine. I guess. The reason we divide the lombscargle
result with 2pi
is that, we need to convert radian to frequency. (f = radian / 2pi)
1/2pi = 0.159154943092
Frequency = 0.159154943092
However, thing seems goes wrong for the following case.
# imports the numerical array and scientific computing packages
import numpy as np
import scipy as sp
from scipy.signal import spectral
# generates 100 evenly spaced points between 1 and 1000
time = np.linspace(1, 1000, 100)
# computes the sine value of each of those points
mags = np.sin(2 * time)
# scales the sine values so that the mean is 0 and the variance is 1 (the documentation specifies that this must be done)
scaled_mags = (mags-mags.mean())/mags.std()
# generates 1000 frequencies between 0.01 and 1
freqs = np.linspace(0.01, 1, 1000)
# computes the Lomb Scargle Periodogram of the time and scaled magnitudes using each frequency as a guess
periodogram = spectral.lombscargle(time, scaled_mags, freqs)
# returns the inverse of the frequence (i.e. the period) of the largest periodogram value
print "1/pi = " + str(1/(np.pi))
print "Frequency = " + str(freqs[np.argmax(periodogram)] / 2.0 / np.pi)
The following is being printed.
1/pi = 0.318309886184
Frequency = 0.0780862900972
Seem incorrect. Any step that I had missed out?
Upvotes: 7
Views: 5047
Reputation: 67437
You are rightfully expecting the peak to show up at 1 / pi
, but the highest frequency you are testing is 1 / 2 / pi
... Try the following single change :
freqs = linspace(0.01, 3, 3000)
and now the output is the expected:
1/pi = 0.318309886184
Frequency = 0.318311478264
Note, though, that if you plot periodogram
against freqs / 2 / np.pi
, the graph looks like this:
So for a more complicated signal, you cannot rely on just looking for the max
of periodogram to find the dominant frequency, because the harmonics may fool you.
Upvotes: 10