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Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions [message #89567 is a reply to message #89555]

Mon, 27 October 2014 08:52

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Saturday, October 25, 2014 7:00:08 PM UTC-4, siumt...@gmail.com wrote:
> I do not use FFT because I have missing data . I provided you with monthly timeseries which does not have missing data. But generally, I use monthly datasets that have missing values.
>
> That is why I used multiple regression.

You can still use an FFT for regularly sampled data, but with some missing points. Just replace the missing points with zero. A sample value of 0 does not contribute power to a Fourier transform. (this is why zero-padding works)

Actually, it's better to first subtract the mean value of the time series (ignoring missing values), then replace missing values with zero. This minimizes the chances of an alias of the DC term from getting into your data.

Craig

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[Message index]

		Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Fri, 24 October 2014 22:47
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Sat, 25 October 2014 08:59
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Sat, 25 October 2014 10:33
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Sat, 25 October 2014 10:51
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Sat, 25 October 2014 12:34
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Sat, 25 October 2014 16:00
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Sun, 26 October 2014 11:05
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Craig Markwardt on Mon, 27 October 2014 08:52
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Mon, 27 October 2014 19:16
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Sun, 26 October 2014 18:45
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Mon, 27 October 2014 06:03
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Fri, 31 October 2014 20:12
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Sat, 01 November 2014 07:57
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Yngvar Larsen on Sat, 01 November 2014 12:05
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: Craig Markwardt on Sun, 02 November 2014 20:49
		Re: Curve Fitting to timeseries using a set of 8 sine and cosine functions By: siumtesfai on Tue, 04 November 2014 15:14

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