healthyR.ts (version 0.3.1)

tidy_fft: Tidy Style FFT

Description

Perform an fft using stats::fft() and return a tidier style output list with plots.

Usage

tidy_fft(
  .data,
  .date_col,
  .value_col,
  .frequency = 12L,
  .harmonics = 1L,
  .upsampling = 10L
)

Value

A list object returned invisibly.

Arguments

.data

The data.frame/tibble you will pass for analysis.

.date_col

The column that holds the date.

.value_col

The column that holds the data to be analyzed.

.frequency

The frequency of the data, 12 = monthly for example.

.harmonics

How many harmonic waves do you want to produce.

.upsampling

The up sampling of the time series.

Author

Steven P. Sanderson II, MPH

Details

This function will perform a few different things, but primarily it will compute the Fast Discrete Fourier Transform (FFT) using stats::fft(). The formula is given as: $$y[h] = sum_{k=1}^n z[k]*exp(-2*pi*1i*(k-1)*(h-1)/n)$$

There are many items returned inside of a list invisibly. There are four primary categories of data returned in the list. Below are the primary categories and the items inside of them.

data:

1. data

2. error_data

3. input_vector

4. maximum_harmonic_tbl

5. differenced_value_tbl

6. dff_tbl

7. ts_obj

plots:

1. harmonic_plot

2. diff_plot

3. max_har_plot

4. harmonic_plotly

5. max_har_plotly

parameters:

1. harmonics

2. upsampling

3. start_date

4. end_date

5. freq

model:

1. m

2. harmonic_obj

3. harmonic_model

4. model_summary

See Also

Other Data Generator: ts_brownian_motion(), ts_brownian_motion_augment(), ts_geometric_brownian_motion(), ts_geometric_brownian_motion_augment(), ts_random_walk()

Examples

suppressPackageStartupMessages(library(dplyr))

data_tbl <- AirPassengers %>%
  ts_to_tbl() %>%
  select(-index)

a <- tidy_fft(
  .data = data_tbl,
  .value_col = value,
  .date_col = date_col,
  .harmonics = 3,
  .frequency = 12
)

a$plots$max_har_plot
a$plots$harmonic_plot