Geodesic
An Illustration of Harmonic Regression Based on the Results of the Fast Fourier Transformation
Yugoslav journal of operations research, Tome 12 (2002) no. 2, p. 185 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

Voir la notice de l'article

The well-known methodology of the Fourier analysis is put against the background in the 2nd half of the century parallel to the development of the time- domain approach in the analysis of mainly economical time series. However, from the author's point of view, the former possesses some hidden analytical advantages which deserve to be re-introduced to the toolbox of analysts. This paper, through several case studies, reports research results for computer algorithm providing a harmonic model for time series. The starting point of the particular method is a harmonic analysis (Fourier-analysis or Lomb-periodogram). The results are optimized in a multifold manner resulting in a model which is easy to handle and able to forecast the underlying data. The results provided are particularly free from limitations characteristic for that methods. Furthermore, the calculated results are easy to interpret and use for further decisions. Nevertheless, the author intends to enhance the procedure in several ways. The method shown seems to be very effective and useful in modeling time series consisting of periodic terms. An additional advantage is the easy interpretation of the obtained parameters.
Classification : 62M10 62M20
Keywords: Time series, forecasting, regression, Fourier-analysis. 
@article{YJOR_2002_12_2_a3,
     author = {Imre B\'artfai},
     title = {An {Illustration} of {Harmonic} {Regression} {Based} on the {Results} of the {Fast} {Fourier} {Transformation}},
     journal = {Yugoslav journal of operations research},
     pages = {185 },
     year = {2002},
     volume = {12},
     number = {2},
     zbl = {1034.62073},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2002_12_2_a3/}
}
TY  - JOUR
AU  - Imre Bártfai
TI  - An Illustration of Harmonic Regression Based on the Results of the Fast Fourier Transformation
JO  - Yugoslav journal of operations research
PY  - 2002
SP  - 185 
VL  - 12
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/YJOR_2002_12_2_a3/
LA  - en
ID  - YJOR_2002_12_2_a3
ER  - 
%0 Journal Article
%A Imre Bártfai
%T An Illustration of Harmonic Regression Based on the Results of the Fast Fourier Transformation
%J Yugoslav journal of operations research
%D 2002
%P 185 
%V 12
%N 2
%U http://geodesic.mathdoc.fr/item/YJOR_2002_12_2_a3/
%G en
%F YJOR_2002_12_2_a3
Imre Bártfai. An Illustration of Harmonic Regression Based on the Results of the Fast Fourier Transformation. Yugoslav journal of operations research, Tome 12 (2002) no. 2, p. 185 . http://geodesic.mathdoc.fr/item/YJOR_2002_12_2_a3/