A More Accurate Fourier Transform

TL;DR

This paper demonstrates that explicit integral (EI) methods for Fourier transforms are significantly more accurate than fast Fourier transform (FFT) methods across various data sets, with potential benefits for scientific data analysis.

Contribution

The study provides a comprehensive comparison showing EI methods outperform FFTs in accuracy, highlighting their potential for improved scientific data analysis despite higher computational cost.

Findings

EI methods are 5-10 times more accurate in frequency estimation

EI methods are 1.4-60 times more accurate in amplitude estimation

EI methods are 6-10 times more accurate in phase determination

Abstract

Fourier transform methods are used to analyze functions and data sets to provide frequencies, amplitudes, and phases of underlying oscillatory components. Fast Fourier transform (FFT) methods offer speed advantages over evaluation of explicit integrals (EI) that define Fourier transforms. This paper compares frequency, amplitude, and phase accuracy of the two methods for well resolved peaks over a wide array of data sets including cosine series with and without random noise and a variety of physical data sets, including atmospheric $\mathrm{CO_2}$ concentrations, tides, temperatures, sound waveforms, and atomic spectra. The FFT uses MIT's FFTW3 library. The EI method uses the rectangle method to compute the areas under the curve via complex math. Results support the hypothesis that EI methods are more accurate than FFT methods. Errors range from 5 to 10 times higher when determining peak frequency by FFT, 1.4 to 60 times higher for peak amplitude, and 6 to 10 times higher for phase under a peak. The ability to compute more accurate Fourier transforms has promise for improved data analysis in many fields, including more sensitive assessment of hypotheses in the environmental sciences related to $\mathrm{CO_2}$ concentrations and temperature. Other methods are available to address different weaknesses in FFTs; however, the EI method always produces the most accurate output possible for a given data set. On the 2011 Lenovo ThinkPad used in this study, an EI transform on a 10,000 point data set took 31 seconds to complete. Source code (C) and Windows executable for the EI method are available at https://sourceforge.net/projects/amoreaccuratefouriertransform/.