onlineforecast (version 1.0.2)

fs: Generation of Fourrier series.

Description

Function for generating Fourrier series as a function of x E.g. use for harmonic functions for modelling the diurnal patterns or for basis functions.

Usage

fs(X, nharmonics)

Value

Returns a list of dataframes (two for each i in 1:nharmonics) with same number of columns as X.

Arguments

X

must be a dataframe with columns k1,k2,..., . One period is from 0 to 1 (so for example if X is hour of day, then divide X by 24 to obtain a daily period).

nharmonics

the number of harmonics, so creates double as many inputs! i.e. one sine and one cos for each harmonic.

Examples

# Make a data.frame with time of day in hours for different horizons
tday <- make_tday(seq(ct("2019-01-01"), ct("2019-01-04"), by=3600), kseq=1:5)
# See whats in it
str(tday)
head(tday)

# Now use the function to generate Fourier series
L <- fs(tday/24, nharmonics=2)
# See what is in it
str(L)

# Make a plot to see the harmonics
par(mfrow=c(2,1))
# The first harmonic
plot(L$sin1$k1, type="l")
lines(L$cos1$k1, type="l")
# The second harmonic
plot(L$sin2$k1, type="l")
lines(L$cos2$k1, type="l")