FourierAnalysis: Fourier Analysis

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

Fourier Analysis

Description

Fourier Analysis with a window function equal to 4 times the time series

Usage

FourierAnalysis(Y,

SamplingRate,AdjustWindow=FALSE, na.rm = FALSE, PlotIt = FALSE)

Arguments

Y	numerical vector [1:N] of time series
SamplingRate	Optional, used if specific frequencies should be given back instead of 1:Nqist frequency
AdjustWindow	FALSE: Window is time series, make sure that its periodic and detrended. TRUE: see details, time series does not have to be periodic
na.rm	easy and maybe incorrect imputation of FastFourierTransformation
PlotIt	TRUE: Plots frequency domain

Details

Fourier Analysis in case of a discrete finite signal defined by a time series.

AdjusteWindow=TRUE: The DC part is not given back due to the choice of window. The first frequency is "artificial" because it results directly from the window function and thus is also not given back.

Value

A list with

PowerSpectrum	Description of 'comp1'
FFT	see FastFourierTransformation
ggObject	object of ggplot2 of PlotIT=TRUE

Author(s)

Michael C. Thrun

References

Lectures of MCT

See Also

FastFourierTransformation

Examples

data("ElectricityBRD")
#days,hours,mins,secs
SamplingRateInSecs=30.5*24*60*60
FA=FourierAnalysis(ElectricityBRD$Mrd_KWh,

SamplingRate=1/SamplingRateInSecs)

Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.