Re: Seasonal Variation in Trend Analysis [message #56073 is a reply to message #56072] |
Thu, 27 September 2007 06:12   |
David Fanning
Messages: 11724 Registered: August 2001
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Senior Member |
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Ingo von Borstel writes:
> I'd do a Fourier transform, filter out the terms that correspond to the
> seasonal frequency/ies and possibly do a back-transform.
Well, I can see this is what I *want* to do, but I
am still having some trouble with the *how* to do. :-)
For example, how, exactly, would I construct such
a filter. To knock out the first harmonic, would
I construct a circular filter near the origin? How
near? I take it from both your post and Bob's that
this is pretty much common knowledge, but if it is,
I must have been asleep in that class. The books I
have been using to understand regression and trend
analysis have not mentioned FFT filtering at all.
And although I think I have at least a limited grasp
of the theory, a practical understanding of the IDL
code to implement it still eludes me.
Cheers,
David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming: http://www.dfanning.com/
Sepore ma de ni thui. ("Perhaps thou speakest truth.")
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