Re: [R] Preparing timestamped data for fourier analysis

2005-06-14 Thread Earl F. Glynn
"Milos Zarkovic" <[EMAIL PROTECTED]> wrote in message
news:[EMAIL PROTECTED]
> I believe that FFT is not appropriate. However Lomb-Scargle periodogram
> could be used.

This may interest you:

(Preprint of  submitted paper)
Detecting periodic patterns in unevenly spaced gene expression time series
using Lomb-Scargle periodograms.
http://research.stowers-institute.org/bioinfo/PDF/m2005_lomb-scargle_submitted.pdf

R code here
http://research.stowers-institute.org/efg/2005/LombScargle/

efg

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Re: [R] Preparing timestamped data for fourier analysis

2005-06-13 Thread Milos Zarkovic
I believe that FFT is not appropriate. However Lomb-Scargle periodogram 
could be used.

Sincerely

Milos Zarkovic

**
Milos Zarkovic MD, Ph.D.
Associate Professor of Internal Medicine
Institute of Endocrinology
Dr Subotica 13
11000 Beograd
Serbia

Tel +381-63-202-925
Fax +381-11-685-357

Email [EMAIL PROTECTED]
**


- Original Message - 
From: "Pete Cap" <[EMAIL PROTECTED]>
To: 
Sent: Monday, June 13, 2005 7:16 PM
Subject: [R] Preparing timestamped data for fourier analysis


> Greetings all,
>
> I'm working on a project trying to apply fourier analysis to timestamped 
> router logs, using R to perform the analysis.  The idea is to determine if 
> any type of traffic (say, outgoing ICMP requests) has strong periodic 
> features because it may indicate a compromise somewhere on the network.
>
> The FFT requires all data points to be evenly spaced, but the recorded 
> events do not occur at a consistent constant dt, so I need to "zero pad" 
> the data.  I can do this for small data sets (say, one day's worth of 
> traffic) in excel.
>
> However, I am now attempting it on a large scale using a 25-day router 
> log, which should have 2,160,000 records.  The log actually contains only 
> 56,725 records.
>
> So, I'm looking for ways in which to pad the data in R.  If anyone could 
> just point me at the right man pages to read that would be itself a great 
> help.
>
> Thanks in advance,
>
> Pete
>
>
> -
>
>
> [[alternative HTML version deleted]]
>
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[R] Preparing timestamped data for fourier analysis

2005-06-13 Thread Pete Cap
Greetings all,
 
I'm working on a project trying to apply fourier analysis to timestamped router 
logs, using R to perform the analysis.  The idea is to determine if any type of 
traffic (say, outgoing ICMP requests) has strong periodic features because it 
may indicate a compromise somewhere on the network.
 
The FFT requires all data points to be evenly spaced, but the recorded events 
do not occur at a consistent constant dt, so I need to "zero pad" the data.  I 
can do this for small data sets (say, one day's worth of traffic) in excel.
 
However, I am now attempting it on a large scale using a 25-day router log, 
which should have 2,160,000 records.  The log actually contains only 56,725 
records.  
 
So, I'm looking for ways in which to pad the data in R.  If anyone could just 
point me at the right man pages to read that would be itself a great help.
 
Thanks in advance,
 
Pete


-


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