Fourier Row and spectral analysis

Hello, i need to find in time serie, k=1,2,3...(how if possible) most domain
frequencies and than smooth original serie by Fourier row  y=mean +
a1*Cos(2*pi/freq*t)+b1*Sin(2*pi/freq*t)+a2......

numbers a1,b1 ... i will have from simple regresion, i need only to find k
msot domain frequensies a than i will have a1,b1,....ak,bk - coeficients.

Peterko <lanikpeter <at> gmail.com> writes:

Hello, i need to find in time serie, k=1,2,3...(how if possible) most
domain
frequencies and than smooth original serie by Fourier row  y=mean +
a1*Cos(2*pi/freq*t)+b1*Sin(2*pi/freq*t)+a2......

numbers a1,b1 ... i will have from simple regresion, i need only to find
k
msot domain frequensies a than i will have a1,b1,....ak,bk - coeficients.

It is very difficult to understand what you want, mainly the part about
the
"simple regression" in Fourier context. For simple filtering/smoothing,
check

http://markmail.org/message/qt2222yxkwlesy75 


Dieter

Original serie have 225 observing, but program use only 224.
the most domain frequencies are f1=1/224 f2=1/122 f3=1/74,66 f4=1/56
f5=1/24,88
When i know these frequencies a can do, new variable ,nubmers of variavle is
2*nubmer of frequencies:
t<-1:225
c1<-cos(2*pi*f1*t)
s1<-sin(2*pi*f1*t)
.
.
.
s5<-sin(2*pi*f5*t)

and now a can do lm(y~mean+c1+s1+c2+s2+...+s5)

Peterko <lanikpeter <at> gmail.com> writes:

Original serie have 225 observing, but program use only 224.
the most domain frequencies are f1=1/224 f2=1/122 f3=1/74,66 f4=1/56
f5=1/24,88
When i know these frequencies a can do, new variable ,nubmers of variavle
is
2*nubmer of frequencies:
t<-1:225
c1<-cos(2*pi*f1*t)
s1<-sin(2*pi*f1*t)
.
.
.
s5<-sin(2*pi*f5*t)

and now a can do lm(y~mean+c1+s1+c2+s2+...+s5)

Good you got it technically working, but having such highly correlated 
coefs like 1/224 and 1/122 in lm is asking for trouble. These are 
"almost DC" components in engineering speak for such short periods.

Dieter

It is next problem, eliminate cerrelation, but i to not know whow to get
this most domain frequencies in R, this result is from other program.