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Analiza Datelor Statistice Prin Serii Fourier

Author

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  • MATEESCU, GEORGE DANIEL

    (Institutul de Prognoza Economica)

Abstract

This article aims to identify cyclical patterns in data sets using discrete Fourier transform. Applying discrete Fourier transform we determined that the US economy has a cyclical component with the period between 8 and 9 years. Fourier series represents a powerful tool for analyzing statistical data, so presenting the fundamental elements related to Fourier series can be of great interest in the study of the data series, for example, with applications in econometrics. The notion of Fourier series has its origins in the French mathematician Joseph Fourier works. While, from the initial idea, the concept was expanded and generalized to the discrete Fourier transform and Fourier transform. Getting about Fourier series, presented below, they are known, but synthesis of the face can be extremely useful in applications associated, in particular for identifying cyclical components of the data series.

Suggested Citation

  • Mateescu, George Daniel, 2015. "Analiza Datelor Statistice Prin Serii Fourier," Studii Economice 151025, Institutul National de Cercetari Economice (INCE).
    • Handle: RePEc:ror:seince:151025
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    More about this item

    Keywords

    Fourier series; Fourier transform; cyclic patterns;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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