A study of the periodical oscillations for a time series using the Fourier transform

  • Authors:

  • Nikos Mastorakis;Olga Martin

  • Affiliations:

  • Head of the Department of Computer Science, Military Inst. of University Education/Hellenic Naval Academy, Piraeus, Greece;Department of Mathematics, University "Politehnica" of Bucharest, Bucharest, Romania

  • Venue:
  • MATH'05 Proceedings of the 7th WSEAS International Conference on Applied Mathematics
  • Year:
  • 2005

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Abstract

In this paper a method for the determination of the trends for a time series is presented. A comparative study was made between the seasonal components and the aleatory components, which were computed by this algorithm and founded by an additive model. Using the Fast Fourier Transform, a trigonometric interpolation formula is used for the estimation of the development of analyzed economic phenomenon in the future.