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kjetil b halvorsen
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dmacfour
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I can find examples of people using spectral analysis to break a time series into trigonometric components and then using those components with a multiple regression. Examples:

https://onlinecourses.science.psu.edu/stat501/node/364

Is time of the day (predictor in regression) a categorical or a continuous variable?

Fit a sinusoidal term to data

https://ncss-wpengine.netdna-ssl.com/wp-content/themes/ncss/pdf/Procedures/NCSS/Harmonic_Regression.pdf

Does this extend to other forms of regression, like logistic regression? The outcome variable I'm working with is binary, but there's a pronounced periodic trend over time if it's summarized as a proportion. I was able to identify the periodic components and run a logistic model with the same kind of trig transformations seen in the above examples. The model predicts the actual proportions in the data really well, but I'm a bit leery of this approach since I literally can't find an example of someone doing this with a logistic regression.

Is there any reason I should avoid doing this? Have you seen any examples of people doing this before?

I can find examples of people using spectral analysis to break a time series into trigonometric components and then using those components with a multiple regression. Examples:

https://onlinecourses.science.psu.edu/stat501/node/364

Fit a sinusoidal term to data

https://ncss-wpengine.netdna-ssl.com/wp-content/themes/ncss/pdf/Procedures/NCSS/Harmonic_Regression.pdf

Does this extend to other forms of regression, like logistic regression? The outcome variable I'm working with is binary, but there's a pronounced periodic trend over time if it's summarized as a proportion. I was able to identify the periodic components and run a logistic model with the same kind of trig transformations seen in the above examples. The model predicts the actual proportions in the data really well, but I'm a bit leery of this approach since I literally can't find an example of someone doing this with a logistic regression.

Is there any reason I should avoid doing this? Have you seen any examples of people doing this before?

I can find examples of people using spectral analysis to break a time series into trigonometric components and then using those components with a multiple regression. Examples:

https://onlinecourses.science.psu.edu/stat501/node/364

Is time of the day (predictor in regression) a categorical or a continuous variable?

Fit a sinusoidal term to data

https://ncss-wpengine.netdna-ssl.com/wp-content/themes/ncss/pdf/Procedures/NCSS/Harmonic_Regression.pdf

Does this extend to other forms of regression, like logistic regression? The outcome variable I'm working with is binary, but there's a pronounced periodic trend over time if it's summarized as a proportion. I was able to identify the periodic components and run a logistic model with the same kind of trig transformations seen in the above examples. The model predicts the actual proportions in the data really well, but I'm a bit leery of this approach since I literally can't find an example of someone doing this with a logistic regression.

Is there any reason I should avoid doing this? Have you seen any examples of people doing this before?

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dmacfour
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Harmonic (logistic) Regression

I can find examples of people using spectral analysis to break a time series into trigonometric components and then using those components with a multiple regression. Examples:

https://onlinecourses.science.psu.edu/stat501/node/364

Fit a sinusoidal term to data

https://ncss-wpengine.netdna-ssl.com/wp-content/themes/ncss/pdf/Procedures/NCSS/Harmonic_Regression.pdf

Does this extend to other forms of regression, like logistic regression? The outcome variable I'm working with is binary, but there's a pronounced periodic trend over time if it's summarized as a proportion. I was able to identify the periodic components and run a logistic model with the same kind of trig transformations seen in the above examples. The model predicts the actual proportions in the data really well, but I'm a bit leery of this approach since I literally can't find an example of someone doing this with a logistic regression.

Is there any reason I should avoid doing this? Have you seen any examples of people doing this before?