On Sun, 23 Sep 2001, Chi-tsung Wu wrote:
> Hi there,
>
> Did someone know a easy or a complicated way to estimate
> the cycle time of a sin curve?
What is observed? If you observe a sin curve without error in continuous
time, just measure the time between zero-crossings. If the curve is
measured at a grid of times with additive independent errors you want to do
non-linear least-squares fitting (nls, for example). Very good initial
values can be found by looking at the periodogram. Complex demodulation
is also relevant. And so on.
A good overview of the methods available is in
@Book{Bloomfield.00,
author = "Bloomfield, P.",
title = "Fourier Analysis of Time Series: An Introduction",
publisher = "Wiley",
year = "2000",
edition = "Second",
ISBN = "0-471-88948-2",
}
or the 1976 First Edition.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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