[R] Fourier Row and spectral analysis

Peterko lanikpeter at gmail.com
Mon Feb 23 09:27:00 CET 2009


Hi, i have result from other program.
Original serie have 225 observing, but program use only 224.
the most domain frequencies are f1=1/224 f2=1/122 f3=1/74,66 f4=1/56
f5=1/24,88
When i know these frequencies a can do, new variable ,nubmers of variavle is
2*nubmer of frequencies:
t<-1:225
c1<-cos(2*pi*f1*t)
s1<-sin(2*pi*f1*t)
.
.
.
s5<-sin(2*pi*f5*t)

and now a can do lm(y~mean+c1+s1+c2+s2+...+s5)


.


Dieter Menne wrote:
> 
> Peterko <lanikpeter <at> gmail.com> writes:
> 
>> Hello, i need to find in time serie, k=1,2,3...(how if possible) most
>> domain
>> frequencies and than smooth original serie by Fourier row  y=mean +
>> a1*Cos(2*pi/freq*t)+b1*Sin(2*pi/freq*t)+a2......
>> 
>> numbers a1,b1 ... i will have from simple regresion, i need only to find
>> k
>> msot domain frequensies a than i will have a1,b1,....ak,bk - coeficients.
> 
> 
> It is very difficult to understand what you want, mainly the part about
> the
> "simple regression" in Fourier context. For simple filtering/smoothing,
> check
> 
> http://markmail.org/message/qt2222yxkwlesy75 
> 
> 
> Dieter
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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