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I have some labeled sensor data.

Now, I would like to know how to extract features from time series using DFT, DWT, and HAAR transforms.

I know that the transformations above transform a signal to frequency or time frequency domain, but how can I get average frequency for this non stationary signal?

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  • $\begingroup$ Have you been able to transform your data? Or do you basically ask how to transform it? $\endgroup$
    – Nikolas Rieble
    Commented Mar 18, 2017 at 12:09
  • $\begingroup$ I tried to edit your post but in the last sentence I got stuck! I changed "the" to "but" but I think it's still unclear what you want. $\endgroup$
    – Kasra Manshaei
    Commented Mar 24, 2017 at 9:55
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    $\begingroup$ Not sure why you would want to find an average frequency. What is your higher-level question you want to answer? What kind of sensor is it for which you have data? What is your sampling rate? $\endgroup$
    – Adrian Keister
    Commented Jun 8, 2017 at 16:37

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I do not fully understand what you mean by "average frequency". But this may help to think about it.

  • You can calculate the power spectrum of the signal using DFT.
  • From the power spectrum, you will be able to get the average power of all the frequencies.
  • Use this value of average power to map the frequency which it closely corresponds to.

This will give a sort of the average frequency you are looking for from the average value of power.

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