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Data Analysis

Learn how to calculate integrals using Excel and explore the techniques for frequency analysis and Fast Fourier Transform (FFT) in data analysis.

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Data Analysis

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  1. Data Analysis UNLOCKING THE SECRETS HIDDEN IN YOUR DATA Part 3

  2. How to Calculate an Integral Taking the data in columns A and B from an earlier example with derivatives. Solve for distance traveled Mathematically: y = position t = time Enter zero in C2 Enter in C3 “=C2+B3*(A3-A2) Duplicate formula through row 12 This integral operation can be thought of as a running sum or the summation of the area under the curve

  3. Integration of Velocity

  4. Log, Semi-log Plots • Plotting some functions log-log can make them a straight line function. This makes it easier to do a regression fit to the data. The distance traveled for the constant acceleration problem becomes a straight line as shown below

  5. Log Plot Exercise of Constant Acceleration • Open Excel and label column A Time, B Acceleration, C Velocity and D Distance. Then enter time from 0 to 10 in increments of 1. • Enter in B2 through B12 a constant acceleration of two. • Integrate the acceleration to get velocity. Enter a zero in C2. Then enter the formula =C2+B3*(A3-A2) in C3. Duplicate the formula down to C12. • Integrate the velocity to get distance. Enter a zero in D2. Then enter the formula =D2+C3*(A3-A2) in D3. Duplicate the formula down to D12.

  6. Log Plot Exercise (continued) • You should now have the following in Excel: • Highlight Columns A and D and do a scatter plot. • There are two ways to do a log-log plot. First, highlight the x axis and the y axis and put a check in the box for log plot. • Second is to take the log function of columns A (=LOG10(A3) ) and D and plot the result.

  7. Frequency Analysis • Frequency analysis can identify repetitive patterns in data. • Frequencies, cycles or periods • For this example , we will use the hare-lynx predator prey data

  8. Frequency Analysis, the FFT • There is clearly a cyclical pattern to the data • Roughly, the cycle can be calculated by counting the peaks, 9 or 10, and dividing by the years, 90. This gives a 9 to 10 year cyclical pattern • A more accurate way to calculate the period is to use the Fast Fourier Transform or FFT • Transforms the data into “frequency” space • Identifies patterns with respect to frequency or periods of time

  9. FFT of Hare/Lynx Data • See the following exercise for calculating the FFT of the Hare/Lynx data in Excel • A period of about 10 yrs is shown by the frequency analysis

  10. FFT Exercise Instructions • SETUP -- First check to see if Excel has the Data Analysis ToolPak installed. Pull down the Tools menu and see if Data Analysis is an option on the menu. If not, go to the Tools menu and click on Add-Ins. Select the Analysis ToolPak for installation. You may need your original Office CD-Rom to install the ToolPak. In the latest Office, the installation is a bit different. Select the big Office button in the upper left corner of the Excel window and select Excel Options at the bottom of the menu. Select Add-Ins and the find the Analysis ToolPack for installation.

  11. FFT Exercise – Step 1 • 1. Import the Hare/Lynx data into the Excel Spreadsheet. This is done by: • Selecting the Data menu and then Get External Data. • Select From Text and then change the filter to all files. • Select the hare-lynx.dat file • Select Delimited and click on Next. • Select Tab and click on Next. • Select General column data format and click on Finish. Click on the A2 box for where you want to put the data and click on OK. • Label the columns Date, Hares, Lynx.

  12. FFT Exercise – Step 2 • Now setup the data for the FFT. The FFT in Excel can only operation on powers of 2 (2n). We have 91 data points. This is between 64 (26) and 128 (27). We could just use the first 64 data points, but one of the tricks in data sets that are not exactly powers of 2 is that you can just add zeros to fill in the data to make the series a power of 2. • So add zeros in columns A, B, and C from row 93 to 129. • Then label • D column header: Hare FFT Complex • E column header: Lynx FFT Complex • and make the columns wider.

  13. FFT Exercise – Step 3 • Run the FFT on column B. • Select Tools->Data Analysis->Fourier Analysis (Data->Data Analysis->Fourier Analysis in the latest Excel). • Set the input data range to B2:B129 and the output to D2:D129. • Repeat for column C and put the output data in column E. The output is in complex format with both real and imaginary components.

  14. FFT Exercise – Step 4 • Now we want the magnitude of the FFT instead of the complex value. • Label column H, Hare FFT Magnitude and column I, Lynx FFT Magnitude. • First we need to multiple the result by 2/number of samples (ns). In this case, ns is 128. We use the Excel intrinsic IMABS to get the magnitude of the complex number (note: this is the sqrt(real2+imag2) in vector arithmetic). So in H2, enter the formula “=2/128*IMABS(D2)”. • Copy this formula to H128 and over to column I.

  15. FFT Exercise – Step 5 • Next we need to calculate the x axis values so we can plot the results. • Label column F, FFT Frequency. The first frequency is always zero, so we put zero in F2. What this means is that the first value in the FFT is the average value for the data. So 62.9 is the average number of hares and 41 is the average number of Lynx. • Then to calculate the frequency, we use the formula Fs/ns where Fs is the sampling frequency, roughly 1 sample per year in this case and ns is the number of samples or 128 in this example. So cell F3 is 1x1/128, cell F4 would be 2x1/128 and so on. • We can enter the series by selecting Edit->Fill->Series (In the more recent Excel, select Home-> (in Editing)->Series) while in cell F2. Select column and enter 1/128 or .0078125 for the step value and 1 for the stop value.

  16. FFT Exercise – Steps 6 and 7 • Step 6. To fill in the period column, first label column G, FFT Period. In G3 enter “=1/F3”. Copy this formula down through row 129. • Step 7. Plotting the data. • Select columns G, H, and I by clicking on the G, H, and I (hold down the control key while selecting the additional columns). • Now insert a chart->scatter plot. • Edit the data source to include only through row 66. If you look at the values in H65 and H67 and I65 and I67, you will note that the data repeats and it repeats for all the values after row 66. This is a characteristic of FFTs and is why you should only plot half of the data. • Format the plot to look like the next slide.

  17. FFT Exercise Results

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