Dear S-News,
I have the following question:
IF
- X <- c(1, 3, 7, 4, 1)
- Y <- fft(X)
> 16.000000+0.000000i -6.663119-3.665469i 1.163119+1.677599i
> 1.163119-1.677599i -6.663119+3.665469i
then
recreating X from Y but only using the first 2 coefficients
Y[3:5]<- 0
> 16.000000+0.000000i -6.663119-3.665469i 0.000000+0.000000i
> 0.000000+0.000000i 0.000000+0.000000i
thus
Re(fft(Y,inverse=T)/5)
[1] 1.867376 3.485410 4.709017 3.847214 2.090983
My question is: Is this valid and is it the best way in recreating a original
time series from only a subset of harmonics?
thanks
andries
Andries Potgieter
Research Scientist
Climate and System Technologies
Emerging Technologies
Delivery
Department of Primary Industries and Fisheries
Telephone 07 4688 1417 Facsimile 07 4688 1193
Email andries.potgieter@dpi.qld.gov.au
<mailto:andries.potgieter@dpi.qld.gov.au>Mobile 0408 715 514
Website www.dpi.qld.gov.au Call Centre 13 25 23
Profitable primary industries for Queensland
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