ts_fil_fft: FFT Filter

In tspredit: Time Series Prediction with Integrated Tuning

FFT Filter

Description

Frequency-domain smoothing using the Fast Fourier Transform (FFT) to attenuate high-frequency components.

Usage

ts_fil_fft()

Details

The implementation keeps the lowest frequencies that explain most of the spectral energy and reconstructs the series from that low-pass spectrum.

Value

A ts_fil_fft object.

References

• J. W. Cooley and J. W. Tukey (1965). An algorithm for the machine calculation of complex Fourier series. Math. Comput.

Examples

# Frequency-domain smoothing via FFT low-pass reconstruction
# Load package and example data
library(daltoolbox)
library(tspredit)
x <- seq(0, 4 * pi, length.out = 128)
y <- sin(x) + 0.25 * sin(12 * x)

# Fit FFT-based filter and reconstruct the low-frequency signal
filter <- ts_fil_fft()
filter <- fit(filter, y)
yhat <- transform(filter, y)

# Compare original vs frequency-smoothed series
plot_ts_pred(y = y, yadj = yhat)

tspredit documentation built on May 15, 2026, 1:07 a.m.