ANALIZA DATELOR STATISTICE PRIN SERII FOURIER

George Mateescu ()

Studii Economice from Institutul National de Cercetari Economice (INCE)

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.

Keywords: Fourier series; Fourier transform; cyclic patterns (search for similar items in EconPapers)
JEL-codes: C02 C32 (search for similar items in EconPapers)
Pages: 8 pages
Date: 2015-10
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Persistent link: https://EconPapers.repec.org/RePEc:ror:seince:151025

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