Thursday, September 28, 2006

ignore if you hate math

-- and help me if you can.

say i have a function that is composed of (a) a sinusoidal component, (b) an increasing linear trend, and (c) gaussian noise. i don't want to make any assumptions about the phase of the sine wave, but i do have a definite value of its frequency.

i) how do i remove (a) from the function so that i can plot some sort of regression line through the residuals (and thus estimate (b) and find the variance of (c)).
ii) what's the easiest program in which i can do this calculation in large batches (say 120 datasets)?
iii) if i want now to say that the function is composed of a small number (n; say 1< n <4) of sin/cos waves + (b) + (c); is there an inverse fourier decomposition that works sort of like principal component analysis (in that it removes only the n waves of lowest frequency) while leaving the linear trend (and whatever other noise) intact?

(i'm not sure i expect to get any answer for this, but there can be miracles.)

#34 - Amazon.com and all accompanying goodies (especially free shipping and $0.99 used paperbacks)

4 comments:

Dr. Hiroshi Fujiyama, PhD said...

Jesus Christ, man, the Internet is not a dump truck, you know. It's a series of tubes.

Anonymous said...

cooking... the caribou... in malibu...

The Corgi of Mystery said...

i got the free trial, yes.

Anonymous said...

i) screw it;
ii) screwit.exe;
iii) who cares!

Those solutions have seen me through some difficult times.