Created
March 31, 2021 12:08
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Quite accurately estimate the four wave parameters for a (co)sine wave, using some simple statistics and FFT.
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| using DataFrames | |
| import FFTW | |
| import Statistics | |
| """ | |
| estimate_wave_params(df::DataFrame, xsym::Symbol, ysym::Symbol) | |
| Use Fourier analysis and statistics to find the best monochromatic sine wave parameters for data. | |
| `xsym` and `ysym` are the column symbols for the x and y columns within DataFrame `df`, respectively. | |
| Returns array of [amplitude, circular frequency, phase shift (radians), vertical offset]. | |
| """ | |
| function ewp(df::DF.DataFrame, xsym::Symbol, ysym::Symbol) | |
| ydata = df[!, ysym] | |
| xdata = df[!, xsym] | |
| sample_rate = 1 / Statistics.mean(xdata[2:end] - xdata[1:end-1]) | |
| offset = Statistics.mean(ydata) | |
| ampl = Statistics.mean(Statistics.quantile(abs.(ydata .- offset), 99/100)) - offset | |
| fft = FFTW.rfft(ydata) | |
| fftfreq = FFTW.rfftfreq(length(ydata), sample_rate) | |
| # Determine dominant frequency and calculate phase shift. | |
| maxfreqloc = argmax(abs.(fft)) | |
| maxfreq = fftfreq[maxfreqloc] | |
| shift = mod(atan(imag(fft[maxfreqloc]), real(fft[maxfreqloc])) + pi/2, 2pi) | |
| freq = maxfreq * 2pi | |
| [ampl, freq, shift, offset] | |
| end |
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Smaller wave fits perfectly -- bigger wave (green) is not a good sine so the fit is not that good.