[R] newbie: fourier series for time series data

Oliver oliver at first.in-berlin.de
Tue May 31 20:42:07 CEST 2011


To get an overview, you could just play around
with fft() and spectrum(), two functions, which
R offers by default (assuming you know Fourier Transformation).
fft() gives you back complex spectrum.


There also is a refcard that gives an overview on Time Series analysis
from Vito Ricci:

  http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf


And there also is a Time series Analysis package (TSA-package):
  which offers a lot of functions:

  http://cran.r-project.org/web/packages/TSA/index.html

In one of the last issues of R-Journal I remember, that there also was something
written about decomposition.

Ciao,
   Oliver



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