[R] time series periodic data

[Petr PIKAL]

Thank you.

I will try to get the book, althoug I am not sure if I with my tiny 
knowledge of mathematics will be able to digest it. 

Meanwhile I tried to make 7 min average and then to reanalyze by spectrum, 
but the output was not very convincing.

Regards

Petr Pikal
petr.pikal at precheza.cz

Rolf Turner <r.turner at auckland.ac.nz> napsal dne 15.08.2007 22:12:15:

> 
> 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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