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I am conducting experiments to collect wind speed data from wind anemometers placed on a moving platform. Closely, there is a fixed wind mast holding a wind vane. Prior to analysing the wind data from the moving platform, I binned the data with 1-minute average wind direction. Each bin contains a number of continuous data sets (Set 1, Set 2, Set 3 etc.) which may not necessarily have the same number of data points. For example, Set 1 has 20,000 data points, Set 2 has 6,000 data points, etc.

I am performing an FFT on each of the sets to detect any periodicities in the signal. I am plotting the real amplitude of the sinusoids present in the signal on the y-axis vs. the frequency of the sinusoid. The FFT of each data set is yielding different amplitude results, on the y-axis and I'm not sure whether this is a result of the different length of the arrays. I am interested in an average value of the y-axis of the spectrum. However, I don't think that it is suitable to just calculate the average due to the different array size. Can someone please suggest a method? I am not used to analysis of signals in this way so I'm a bit confused. Thanks a lot.

user10881
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  • You can use Welch's method to compute the averaged periodogram of each data set with the same FFT size. – ThP Aug 21 '14 at 14:12
  • thanks, but I do not have the same fft size that's the issue. – user10881 Aug 21 '14 at 19:47
  • @user1088 : Interesting. Before I suggest anything, can you describe the data-set more precisely, that is what is the reason for unequal data length in each data-set. – Neeks Aug 22 '14 at 04:34
  • @ Neeks: Thanks for your reply. In short, I am conducting open field experiments over a number of hours. I am binning my data according to wind direction. However, I am interested in continuous data of wind speed, so my wind direction bin is composed of several sets, each set being a continuous period of measurement. These sets are of unequal length because, for ex., in Set 1 I had 2500 data points of continuous readings and in Set 2 had 1000 data points. I am plotting the real amplitude of the sine wave on the y-axis (fft(data)/N/2). I wish to compare the fft amplitude of each set. – user10881 Aug 22 '14 at 07:57
  • @ Neeks: However, since they are not of the same length I believe that I need to, somehow, account for such discrepancy but haven't thought of a way yet. – user10881 Aug 22 '14 at 07:58
  • @user10881: My suggestion, using the Welch's method, results in the same fft length regardless of the data size. – ThP Aug 22 '14 at 10:38

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Let's say you have several data sets $x_i$ and $N_i$ is the length of the $i$th data set.

First you're right that the amplitude of the FFT output scales with its length. To normalize all data sets they have to be divided by $N_i$. (Note that depending on the implementation of the FFT there might be a scaling involved already, check the Doc or see this question)

To combine all data sets you should append $(\max_i N_i) - N_i$ zeros to every data set before taking the FFT. The frequency axes are then aligned correctly and you can calculate the average of all FFT outputs.

Btw, I would plot the absolute value of the FFT output, not the real part. And sometimes I find it useful to "smooth" the spectrum by averaging every $M$ neighbouring FFT bins. Last, I have assumed that the data of every set has been acquired at equidistant time steps, otherwise the FFT isn't applicable at all.

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Deve
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  • OK, this is bad. The only answer, accepted, with a score of -1. Is this the correct answer or not? – giusti Sep 13 '17 at 19:52