fftper: Compute a Periodogram via FFT

In TSSS: Time Series Analysis with State Space Model

Compute a Periodogram via FFT

Description

Compute a periodogram of the univariate time series via FFT.

Usage

fftper(y, window = 1, plot = TRUE, ...)

Arguments

y	a univariate time series.
window	smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)
plot	logical. If TRUE (default), smoothed (log-)periodogram is plotted.
...	graphical arguments passed to plot.spg.

Details

Hanning Window :	W_0 = 0.5	W_1 = 0.25
Hamming Window :	W_0 = 0.54	W_1 = 0.23

Value

An object of class "spg", which is a list with the following components:

period	periodogram.
smoothed.period	smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.
log.scale	logical. If TRUE smoothed.period is logarithm of smoothed periodogram.
tsname	the name of the univariate time series y.

Note

We assume that the length N of the input time series y is a power of 2. If N is not a power of 2, calculate using the FFT by appending 0's behind the data y.

References

Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)

TSSS documentation built on Sept. 29, 2023, 9:07 a.m.