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FFT in Python - Python Numerical Methods

This document provides an overview of using Fast Fourier Transform (FFT) in Python with libraries such as NumPy and SciPy, including examples of generating signals and calculating their FFT amplitude spectrum. It also discusses practical applications, such as analyzing electricity demand data and filtering signals using FFT techniques. The document emphasizes the efficiency of built-in FFT functions and encourages further exploration of FFT applications in science and engineering.

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10 views6 pages

FFT in Python - Python Numerical Methods

This document provides an overview of using Fast Fourier Transform (FFT) in Python with libraries such as NumPy and SciPy, including examples of generating signals and calculating their FFT amplitude spectrum. It also discusses practical applications, such as analyzing electricity demand data and filtering signals using FFT techniques. The document emphasizes the efficiency of built-in FFT functions and encourages further exploration of FFT applications in science and engineering.

Uploaded by

v8yns695yh
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

This notebook contains an excerpt from the Python Programming and Numerical Methods - A Guide for Engineers and Scientists, the
content is also available at Berkeley Python Numerical Methods. Print to PDF
The copyright of the book belongs to Elsevier. We also have this interactive book online for a better learning experience. The code is released
under the MIT license. If you find this content useful, please consider supporting the work on Elsevier or Amazon!

< 24.3 Fast Fourier Transform (FFT) | Contents | 24.5 Summary and Problems >

FFT in Python
In Python, there are very mature FFT functions both in numpy and scipy. In this section, we will take a look of both packages and see how we can easily
use them in our work. Let’s first generate the signal as before.

import [Link] as plt


import numpy as np

[Link]('seaborn-poster')
%matplotlib inline

# sampling rate
sr = 2000
# sampling interval
ts = 1.0/sr
t = [Link](0,1,ts)

freq = 1.
x = 3*[Link](2*[Link]*freq*t)

freq = 4
x += [Link](2*[Link]*freq*t)

freq = 7
x += 0.5* [Link](2*[Link]*freq*t)

[Link](figsize = (8, 6))


[Link](t, x, 'r')
[Link]('Amplitude')

[Link]()

FFT in Numpy
EXAMPLE: Use fft and ifft function from numpy to calculate the FFT amplitude spectrum and inverse FFT to obtain the original signal. Plot both
results. Time the fft function using this 2000 length signal.

from [Link] import fft, ifft

X = fft(x)
N = len(X)
n = [Link](N)
T = N/sr
freq = n/T

[Link](figsize = (12, 6))


[Link](121)

[Link](freq, [Link](X), 'b', \


markerfmt=" ", basefmt="-b")
[Link]('Freq (Hz)')
[Link]('FFT Amplitude |X(freq)|')
[Link](0, 10)

[Link](122)
[Link](t, ifft(X), 'r')
[Link]('Time (s)')
[Link]('Amplitude')
plt.tight_layout()
[Link]()

[Link] 1/6
2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/ipykernel_launcher.py:13: UserWarning: In Matplotlib
3.3 individual lines on a stem plot will be added as a
LineCollection instead of individual lines. This significantly
improves the performance of a stem plot. To remove this
warning and switch to the new behaviour, set the
"use_line_collection" keyword argument to True.
del [Link][0]
/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/numpy/core/[Link]: ComplexWarning: Casting
complex values to real discards the imaginary part
return array(a, dtype, copy=False, order=order)

%timeit fft(x)

36.2 µs ± 775 ns per loop (mean ± std. dev. of 7 runs, 10000


loops each)

FFT in Scipy
EXAMPLE: Use fft and ifft function from scipy to calculate the FFT amplitude spectrum and inverse FFT to obtain the original signal. Plot both results.
Time the fft function using this 2000 length signal.

from [Link] import fft, ifft

X = fft(x)

[Link](figsize = (12, 6))


[Link](121)

[Link](freq, [Link](X), 'b', \


markerfmt=" ", basefmt="-b")
[Link]('Freq (Hz)')
[Link]('FFT Amplitude |X(freq)|')
[Link](0, 10)

[Link](122)
[Link](t, ifft(X), 'r')
[Link]('Time (s)')
[Link]('Amplitude')
plt.tight_layout()
[Link]()

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/ipykernel_launcher.py:9: UserWarning: In Matplotlib
3.3 individual lines on a stem plot will be added as a
LineCollection instead of individual lines. This significantly
improves the performance of a stem plot. To remove this
warning and switch to the new behaviour, set the
"use_line_collection" keyword argument to True.
if __name__ == '__main__':

%timeit fft(x)

14.8 µs ± 471 ns per loop (mean ± std. dev. of 7 runs, 100000


loops each)

Now we can see that the built-in fft functions are much faster and easy to use, especially for the scipy version. Here is the results for comparison:

Implemented DFT: ~120 ms


Implemented FFT: ~16 ms
Numpy FFT: ~40 µs
Scipy FFT: ~12 µs

More examples
Let us see some more examples how to use FFT in real-world applications.

[Link] 2/6
2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

Electricity demand in California


First, we will explore the electricity demand from California from 2019-11-30 to 2019-12-30. You can download data from U.S. Energy Information
Administration. Here, I have already downloaded the data, therefore, we will use it directly.

The electricity demand data from California is stored in ‘[Link]’ in 3 columns. Remember we learned how to read CSV file using numpy.
Here, we will use another package - pandas, which is a very popular package to deal with time series data. We will not teach you this package here, as
an exercise, you should learn how to use it by yourself. Let us read in the data first.

import pandas as pd

The read_csv function will read in the CSV file. Pay attention to the parse_dates parameter, which will find the date and time in column one. The
data will be read into a pandas DataFrame, we use df to store it. Then we will change the header in the original file to something easier to use.

df = pd.read_csv('./data/[Link]',
delimiter=',', parse_dates=[1])
[Link](columns={'Timestamp (Hour Ending)':'hour',
'Total CAL Demand (MWh)':'demand'},
inplace=True)

We can plot the data and see how the electricity demand is changing over time.

[Link](figsize = (12, 6))


[Link](df['hour'], df['demand'])
[Link]('Datetime')
[Link]('California electricity demand (MWh)')
[Link](rotation=25)
[Link]()

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/pandas/plotting/_converter.py:129: FutureWarning:
Using an implicitly registered datetime converter for a
matplotlib plotting method. The converter was registered by
pandas on import. Future versions of pandas will require you
to explicitly register matplotlib converters.

To register the converters:


>>> from [Link] import
register_matplotlib_converters
>>> register_matplotlib_converters()
[Link](msg, FutureWarning)

From the plotted time series, it is hard to tell there are some patterns behind the data. Let us transform the data into frequency domain and see if
there is anything interesting.

X = fft(df['demand'])
N = len(X)
n = [Link](N)
# get the sampling rate
sr = 1 / (60*60)
T = N/sr
freq = n/T

# Get the one-sided specturm


n_oneside = N//2
# get the one side frequency
f_oneside = freq[:n_oneside]

[Link](figsize = (12, 6))


[Link](f_oneside, [Link](X[:n_oneside]), 'b')
[Link]('Freq (Hz)')
[Link]('FFT Amplitude |X(freq)|')
[Link]()

We see some clear peaks in the FFT amplitude figure, but it is hard to tell what are they in terms of frequency. Let us plot the results using hours and
highlight some of the hours associated with the peaks.

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2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

# convert frequency to hour


t_h = 1/f_oneside / (60 * 60)

[Link](figsize=(12,6))
[Link](t_h, [Link](X[:n_oneside])/n_oneside)
[Link]([12, 24, 84, 168])
[Link](0, 200)
[Link]('Period ($hour$)')
[Link]()

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/ipykernel_launcher.py:2: RuntimeWarning: divide by
zero encountered in true_divide

We can now see some interesting patterns, i.e. three peaks associate with 12, 24, and 84 hours. These peaks mean that we see some repeating signal
every 12, 24 and 84 hours. This makes sense and corresponding to our human activity pattern. The FFT can help us to understand some of the
repeating signal in our physical world.

Filtering a signal using FFT


Filtering is a process in signal processing to remove some unwanted part of the signal within certain frequency range. There are low-pass filter, which
tries to remove all the signal above certain cut-off frequency, and high-pass filter, which does the opposite. Combining low-pass and high-pass filter,
we will have bandpass filter, which means we only keep the signals within a pair of frequencies. Using FFT, we can easily do this. Let us play with the
following example to illustrate the basics of a band-pass filter. Note: we just want to show the idea of filtering using very basic operations, in reality,
the filtering process are much more sophisticated.

EXAMPLE: We can use the signal we generated at the beginning of this section (the mixed sine waves with 1, 4, and 7 Hz), and high-pass filter this
signal at 6 Hz. Plot the filtered signal and the FFT amplitude before and after the filtering.

from [Link] import fftfreq

[Link](figsize = (8, 6))


[Link](t, x, 'r')
[Link]('Amplitude')
[Link]('Original signal')
[Link]()

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2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

# FFT the signal


sig_fft = fft(x)
# copy the FFT results
sig_fft_filtered = sig_fft.copy()

# obtain the frequencies using scipy function


freq = fftfreq(len(x), d=1./2000)

# define the cut-off frequency


cut_off = 6

# high-pass filter by assign zeros to the


# FFT amplitudes where the absolute
# frequencies smaller than the cut-off
sig_fft_filtered[[Link](freq) < cut_off] = 0

# get the filtered signal in time domain


filtered = ifft(sig_fft_filtered)

# plot the filtered signal


[Link](figsize = (12, 6))
[Link](t, filtered)
[Link]('Time (s)')
[Link]('Amplitude')
[Link]()

# plot the FFT amplitude before and after


[Link](figsize = (12, 6))
[Link](121)
[Link](freq, [Link](sig_fft), 'b', \
markerfmt=" ", basefmt="-b")
[Link]('Before filtering')
[Link](0, 10)
[Link]('Frequency (Hz)')
[Link]('FFT Amplitude')
[Link](122)
[Link](freq, [Link](sig_fft_filtered), 'b', \
markerfmt=" ", basefmt="-b")
[Link]('After filtering')
[Link](0, 10)
[Link]('Frequency (Hz)')
[Link]('FFT Amplitude')
plt.tight_layout()
[Link]()

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/numpy/core/[Link]: ComplexWarning: Casting
complex values to real discards the imaginary part
return array(a, dtype, copy=False, order=order)

/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/ipykernel_launcher.py:31: UserWarning: In Matplotlib
3.3 individual lines on a stem plot will be added as a
LineCollection instead of individual lines. This significantly
improves the performance of a stem plot. To remove this
warning and switch to the new behaviour, set the
"use_line_collection" keyword argument to True.
/Users/qingkaikong/miniconda3/lib/python3.6/site-
packages/ipykernel_launcher.py:38: UserWarning: In Matplotlib
3.3 individual lines on a stem plot will be added as a
LineCollection instead of individual lines. This significantly
improves the performance of a stem plot. To remove this
warning and switch to the new behaviour, set the
"use_line_collection" keyword argument to True.

From the above example, by assigning any absolute frequencies’ FFT amplitude to zero, and returning back to time domain signal, we achieve a very
basic high-pass filter in a few steps. You can try to implement a simple low-pass or bandpass filter by yourself. Therefore, FFT can help us get the
signal we are interested in and remove the ones that are unwanted.

There are also many amazing applications using FFT in science and engineering and we will leave you to explore by yourself.

< 24.3 Fast Fourier Transform (FFT) | Contents | 24.5 Summary and Problems >

[Link] 5/6
2/9/26, 8:50 PM FFT in Python — Python Numerical Methods

© Copyright 2020.

[Link] 6/6

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