Home |
Search |
Today's Posts |
#1
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
I want to analyze 36 months of historical sales figures to see if I can
identify any time-series that will allow me to project them into the future. My rusty math memory tells me that I can use Fourier Analysis to find out the underlying frequencies and amplitudes. The Fourier Analysis add-in - plus what I have read on the web - tells me that the number of data points that I use must be a power of 2, so my choices are to use 2, 4, 8, 16, or 32 months of data (I use 32). I have also learned that the frequencies reported by the Add-in are listed in ascending multiples of 1/(32 months). From this I can calculate the value of each frequency returned by the Add-in. What I don't yet know how to do with the output from Fourier Analysis is: 1. How do I interpret the number reported for each frequency? I assume that each one is a measure of the amplitude of the reported frequency, but I do not know how to handle the 'real' and 'imaginary' components of the number. At first blush, I think I would ignore the imaginary, but ... 2. Once I have the frequencies and the amplitudes of each component waveform, I assume that I select to use only the more significant (higher amplitude) frequencies. Help on this selection process will be appreciated. 3. To make my projection, how do I make sure that I am applying the waveforms at the correct part of their cycle. For example, I could start all of the waveforms at t=0, but that is not necessarily where the cycle should start. Overall, it seems that I am looking for the equation for the full waveform that Fourier Analysis is calculating; so that if I insert the output of the FA into it, I will get the equation for the projected waveform. Thanks for your help. Mike |
Thread Tools | Search this Thread |
Display Modes | |
|
|
![]() |
||||
Thread | Forum | |||
Fourier Analysis in Excel | Excel Discussion (Misc queries) | |||
Fourier Analysis | Excel Worksheet Functions | |||
Fourier Analysis | Excel Worksheet Functions | |||
Fourier analysis. | Excel Worksheet Functions |