How signal processing can be used to identify patterns in complex time series
Posted by Armando Brito Mendes | Filed under estatística, Investigação Operacional
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Uso de técnicas de processamento de sinal em séries cronológicas
The trend and seasonality can be accounted for in a linear model by including sinusoidal components with a given frequency. However, finding the appropriate frequency for each sinusoidal component requires a little more digging. This post shows how to use fast Fourier transforms to find these frequencies.
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