Time Series Analysis (
This computer program allows the application of the spectral analysis, in order to identify
the principal harmonic components of any record considered. Thus, the Fourier spectrum
H(f) of the register (or record) denoted by h(t) can be obtained by the formula
where f is frequency, t is time and j is the imaginary unit.
In general, H(f) is a complex quantity called Fourier transform of h(t). H(f) can
also be expressed as
where R(f) is the real part of H(f) and I(f) is the imaginary part. The
amplitude spectrum and the phase spectrum of h(t) are defined as
The SERIES program and its files, which are needed to run this application, are enclosed
into a ZIP file named "series.zip".
When you have got the ZIP file and you have uncompressed this file, you have four files
named series.exe, series.dat, coseno1.dat and coseno5.dat.
The file named series.dat contains the names of the files with the records to be
analysed by the program series.exe. In this example, these files are the sample files
coseno1.dat and coseno5.dat. The maximum number of records in each file that
the program can handle is 100000. The file named series.dat also contains
the number of files to be analysed (in the first line) and the file names of the output
files that will be generated by the program, with the results of the spectral analysis.
These output files will contain the amplitude and phase spectra printed in three columns:
period, amplitude and phase.