fourierAnalysis {discharge} | R Documentation |
Extract seasonal signal from time series
Description
The fast Fourier transform is used to extract the seasonal signal of a time series. The significant frequencies are found from among periods of length 2-, 3-, 4-, 6-, 12-, and 18-months.
The signal may be specified as stationary or non-stationary. If a non-stationary fit is allowed, simple linear regression estimates the long term linear trend. The seasonal signal is calculcated from the residuals.
Predicted flow (and corresponding residual) at each time point is calculated from seasonal signal and, if non-stationary, long term trend coefficient.
Usage
fourierAnalysis(x, stationary=F)
## S3 method for class 'ssignal'
plot(x, plot.type="hydrograph", ...)
Arguments
x |
An object of class |
stationary |
Logical; defaults to FALSE. |
plot.type |
Indicates the type of plot to create. The default "hydrograph" produces a plot of ordinary day and log normalized discharge, with the seasonal signal overlaid. "auto.corr" produces a plot of daily autocorrelation as calculated from the residual flows. |
... |
Other parameters. |
Value
An object of class ssignal
with items
signal |
Data matrix augmented to included predicted and residual values. |
terms |
Matrix containing amplitude, phase, and frequency of seasonal signal. |
detrend.fit |
An |
logps.regression |
An |
rms |
|
Examples
data(sycamore)
sycamore.flows<-asStreamflow(sycamore,river.name="Sycamore Creek")
syc.seas<-fourierAnalysis(sycamore.flows)
summary(syc.seas)