Re: Fourier analysis Q
- From: "Randy Poe" <poespam-trap@xxxxxxxxx>
- Date: 4 Nov 2005 11:10:04 -0800
bill wrote:
> I have some data that, when I histogram it, shows some degree of
> quantization (i.e. the histogram has definite spikes at regular
> intervals, and this is not an artifact of the histogramming
> procedure). The spikes decay in magnitude roughly exponentially.
> (In between the spikes the hits are few but not zero.)
As I read this, what you are really asking is whether there's a
good statistical test for the question "is my data from a quantized
source?" and wondering whether the tools of Fourier analysis or
time-series analysis could be brought to bear to answer that question.
Also I gather these are to be regarded as random samples from some
unknown distribution rather than having any particular order.
I'd be inclined to do a (nonlinear) least squares fit to the histogram
itself, of a model that included evenly spaced discrete values, plus
gaussian noise (I suspect that's what your "exponential" decay
between the spikes is).
Free parameters: spacing (approximately 42)
probability data value = k*spacing, k=1,...,maxspike
sigma of additive gaussian noise
- Randy
.
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- Fourier analysis Q
- From: bill
- Fourier analysis Q
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