[R] time series periodic data

[Rolf Turner]

On 16/08/2007, at 12:26 AM, Petr PIKAL wrote:

> Dear all
>
> Please help me with analysis of some periodic data.
>
> I have an output from measurement each minute and this output is  
> modulated
> by rotation of the equipment (approx 6.5 min/revolution). I can easily
> spot this frequency from
>
> spectrum(mydata, some suitable span)
>
> However from other analysis I suspect there is a longer term  
> oscilation
> (about 70-80 min) I am not able to find it from mentioned data.
>
> Plese give me some hint how I could prove that such long term  
> modulation
> of my data exist in presence of quite strong modulation by this  
> short term
> oscilations.

	You may be able to get some mileage out of complex demodulation
	(at, say, frequencies of 1/70, 1/71, ..., 1/80 cycles per minute).

	See Peter Bloomfield's book (``Fourier Analysis of Time Series:  An  
Introduction'',
	2nd ed., Wiley, 2000) for a good introduction to complex demodulation.

			cheers,

				Rolf Turner

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