[SciPy-user] Fourier Tranforms of irregularly sampled data

[Robert Kern]

Ewald Zietsman wrote:
> Hi all,
> 
> I want to calculate the periodogram of a series of data that have been 
> measured at irregular intervals i.e. A quantity was measured every ten 
> seconds one day and then maybe every 20 seconds a week later etc.
> 
> Is there any way to do this easily in scipy? I have an algorithm to do 
> this but it is dreadfully slow since it uses python loops and map().

The Lomb-Scargle periodogram works fairly well here (Google for references). 
Numerical Recipes 13.8 describes an implementation that utilizes FFTs in a 
clever way to do speed up the calculation.

   http://library.lanl.gov/numerical/bookcpdf/c13-8.pdf

If you do implement it, I would love to include it in scipy.signal .

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco