Your data analysis solution
Name is required.
Email address is required.
Invalid email address
Answer is required.
Exceeding max length of 5KB

fourier smoothing

By Robert Cook | Dec 03, 2016 11:36PM CET

I am interested in more information on the p value (proportion of spectrum to keep after high frequencies are removed). Can you point me to a reference or example?

Best Answer
By Jean Paul | Dec 05, 2016 03:17PM CET | XLSTAT Agent

Hello there ;)

The Fourier procedure decomposes your series into a set of clean signals with different frequencies. The lower the p, the lower the number of clean signals allowed in your Fourier process. Low p’s produce flat Fourier smoothing, whereas high p’s will produce a smoothed series that will perfectly match your time series.
When you increase p from 0 to 1, you add clean signals with frequencies from low to high.

Best,

Jean Paul


Up

0

Down

By Jean Paul | Dec 05, 2016 03:17PM CET | XLSTAT Agent

Hello there ;)

The Fourier procedure decomposes your series into a set of clean signals with different frequencies. The lower the p, the lower the number of clean signals allowed in your Fourier process. Low p’s produce flat Fourier smoothing, whereas high p’s will produce a smoothed series that will perfectly match your time series.
When you increase p from 0 to 1, you add clean signals with frequencies from low to high.

Best,

Jean Paul

Post Your Public Answer

Contact Us

1c26995d494fb3061dd0ae8571ffc0a4@xlstat.desk-mail.com
https://cdn.desk.com/
false
desk
Loading
seconds ago
a minute ago
minutes ago
an hour ago
hours ago
a day ago
days ago
about
false
Invalid characters found
/customer/portal/articles/autocomplete
9283