fftper

0th

Percentile

Compute a Periodogram via FFT

Compute a periodogram of the univariate time series via FFT.

Keywords
ts
Usage
fftper(y, window = 1, plot = TRUE, …)
Arguments
y

a univariate time series.

window

smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)

plot

logical. If TRUE (default), smoothed periodogram is plotted.

further arguments to be passed to plot.spg.

Details

Hanning Window : \(W_0\) = 0.5 \(W_1\) = 0.25

Value

An object of class "spg", which is a list with the following elements:

period

periodogram (raw spectrum).

smoothed.period

smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.

log.scale

if TRUE "smooth the periodogram on log scale.

tsname

the name of the univariate time series y.

Note

We assume that the length \(N\) of the input time series y is a power of 2. If \(N\) is not a power of 2, calculate using the FFT by appending 0's behind the data y.

References

Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.

Aliases
  • fftper
Examples
# NOT RUN {
# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)
# }
Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)

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