[R] Getting a periodogram for discrete data

nitish nitish.shukla at kotak.com
Thu Dec 9 08:29:52 CET 2010


Thanks Dieter,

that solves the next step for me! As per "On Periodicity Detection and
Structural Periodic Similarity" y
Michail Vlachos, Philip Yu, Vittorio Castelli, the recommended first step is
to determine the top 1% of the PSD and then use the range thereof to run
autocorrelations, and then loop once to refine the strongest
period-candidates.

Regards,
Nitish
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