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Performing discrete Fourier transform on a TimeSeries data

Posted 5 years ago

Hi everyone, I am trying to evaluate commercial viability of wind turbines in varying weather conditions. Using the following code, I was able to get daily mean wind speeds of a coastal city in Australia for the past 10 years.

wsData = WeatherData[{"Portland", "Australia"}, 
   "MeanWindSpeed", {{2010, 1, 1}, {2020, 1, 1}, "Day"}];
DateListPlot[wsData, AspectRatio -> 1/5, Joined -> True, 
 ImageSize -> 1000, PlotStyle -> Directive[Opacity[.8], Thickness[0]]]

Daily mean wind speeds from 2010 to 2020

Now, what I would like to analyse is the underlying trend in this wind data. I would like to isolate the plot of the driving function and that of the noise in separate graphs as shown in the example I found in a text:

Discrete Fourier Transform

However, I am finding it difficult to use Fourier Transform functions with TimeSeries data, and any pointers/tips would be much appreciated.

POSTED BY: KC K
POSTED BY: Daniel Lichtblau
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