Reconstruct time series from FFT components. There is a time shift error.

Hello,
I'd like to extract various frequency components (amplitue, frequecny, phase) by applying FFT to a time series. Then to check if I get the correct numbers, reconstruct the time series by summing up the cosine components. As shown in the figure attached, there seems to be a growing time shift. What went wrong in my script? This issue is absent for my another set of data though.
Thank you!

 Accepted Answer

Hi Haifei,
You may want to investigate why the data is not uniformly sampled and how that impacts the analysis. Does the other set of data exhibit the same behavior?
load fftData.mat
t = t_exp';
x = y_exp';
plot(diff(t))

1 Comment

Hi Paul,
Thank you for pointing that out. I didn't notice the samping rate is not strictly uniform for this dataset (it was uniform for the other dataset).
Much appreciated!
Haifei

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on 24 Jun 2024

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