# Questions tagged [fourier-transform]

The Fourier transform decomposes a signal (a function of time) into frequencies, giving the energy at each frequency.

144 questions
1answer
43 views

### K in Fourier series - How to find value of K to use it in ARIMA?

I am using the forecast library for doing some time series forecasting. I need to forecast number of sold items. I am planning to add holidays as xreg in auto.arima. The holiday will be a 0/1 list, ...
0answers
6 views

### Comparison of two groups of time-series

I have time series data collected from two sensors. Suppose that they are microphone recordings from a man and a woman. Each signal, e.g. the one below, is 5000 samples. They don't share some ...
0answers
21 views

2answers
2k views

### Dealing with multi seasonality in time series

I am new in R and time series analysis and need some help. I am currently trying to create a tool to forecast the demand of power for a company. On my data set I have 17550 observations that ...
1answer
792 views

### Finding out frequency of peaks using the Fourier transform

I have a signal that varies in time as shown below. I have just shown a 5 s interval of data (from 97 s to 102 s). The sampling frequency is 1000 Hz. My goal is to find out the frequency of the ...
0answers
41 views

### Comparing power in FFT frequencies biased by number of bins?

I have some EEG data recorded from a mouse with tremor. When I do an FFT on the data, it generally looks like an exponential distribution. I'm interested in any frequency peaks that are ...
0answers
46 views

### How to measure a mean frequence of fft transform

I have this time series (utilization of app by day of an user) And this fourier transform of the above time series How can I extract one number that express the mean frequency of this time series? ...
0answers
93 views

### Regression for Analysing Fourier Transform of a Complex Function

Regression for Analysing Fourier Transform of a Complex Function I need to analyse a linear system which is y = FT{x}, where Input x and output y are both complex function (A*exp(jθ)). If I only ...
1answer
222 views

### Energy savings prediction model using stochastic processes and Monte Carlo Simulation

I want to build a model that quantifies the energy savings from a building retrofit project. For example a company is using a heating oil radiator system, that is meant to be replaced by a gas ...
0answers
172 views

### detecting change point in the time series on a 2 dimensional space

I have a 2 dimensional geographic space. There are crime events occuring at different regions in the space over time. I am looking particularly at property crimes like burglary. If I look at the time ...
0answers
599 views

### Get the amplitude of the components of a periodic signal from Fourier (FFT)/Wavelets analysis

I have a signal looking approximatively as the one in the first subplot below (*), and I would like to: extract the periods of the main components of the signal; associate an amplitude to these ...
3answers
2k views

### What information can I gain from the fourier transform?

I have acceleration data in 3D vectors (x,y,z). For detecting certain patterns within the ...