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Can you decompose a wave approximately?

I have data which looks like composition of sine waves. I need to decompose it to fewest possible sine waves that would give me tolerable error. The picture is of a half-period. Each half-period ...
Boppity Bop's user avatar
1 vote
1 answer
1k views

Forecasting time series with multiple seasonaliy by using auto_arima(SARIMAX) and Fourier terms [closed]

I am trying to forecast a time series in Python by using auto_arima and adding Fourier terms as exogenous features. The data come from kaggle's Store item demand forecasting challenge. It consists of ...
Downforu's user avatar
  • 111
0 votes
1 answer
12k views

How can i get the phase difference between two frequencies?

I have two signals of the same frequency. Both have frequencies of 13.56Mhz, and I want to find the phase difference between these two frequencies. The function generator generates a sinusoidal ...
user avatar
2 votes
1 answer
2k views

Looking for repeated patterns in time series data

I have spent the best part of the last few days searching forums and reading papers trying to solve the following question. I have thousands of time series arrays each of varying lengths containing a ...
Dexter Jeffery's user avatar
7 votes
1 answer
4k views

Surrogate Time Series using Fourier Transform

In the Surrogate Time Series (Schreiber, Schmitz) paper, the authors claim that surrogates for a second order stationary time series can be generated by taking the Fourier Transform of the series, ...
Comp_Warrior's user avatar
  • 2,183
1 vote
0 answers
554 views

Fast Fourier Transform with only Hermitian-symmetric output using R

I am trying to translate this gravitational wave signal processing tutorial from Python to R, which I am much more familiar with. I believe I am having problems getting it to work due the whitening ...
Livid's user avatar
  • 1,188