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Tidy Style FFT

Source: R/tidy-fft.R
tidy_fft.Rd

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
)

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.

Value

A list object returned invisibly.

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_augment(), ts_brownian_motion(), ts_geometric_brownian_motion_augment(), ts_geometric_brownian_motion(), ts_random_walk()

Author

Steven P. Sanderson II, MPH

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
)
#> Registered S3 methods overwritten by 'TSA':
#>   method       from    
#>   fitted.Arima forecast
#>   plot.Arima   forecast

a$plots$max_har_plot
#> Warning: Removed 1296 rows containing missing values (`geom_line()`).
#> Warning: Removed 1296 rows containing missing values (`geom_point()`).

a$plots$harmonic_plot
#> Warning: Removed 3888 rows containing missing values (`geom_line()`).
#> Warning: Removed 3888 rows containing missing values (`geom_point()`).