Periods (x, varargin)

Periods is a function whose aim is to find the main harmonic components of time series data.
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Updated 18 Dec 2015

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Periods is a function whose aim is to find the main harmonic components of time series data. This function is designed to obtain the period, amplitude and lag phase of the main harmonic components in a time series. It is based on methods of periodic regression with cyclic descent and includes statistical significance testing.
The afore mentioned function is very easy to use. Furthermore, it does not require full understanding of time series theory, nor require many inputs from the user. However, it is sufficiently flexible to undertake more complex tasks such as forecasting. Additionally, based on previous knowledge, specific periods can be included or excluded easily.
The reference and more detailed information and instructions about how to use the function is in González-Rodríguez, E. et al; (2015) Computational Method for Extracting and Modeling Periodicities in Time Series. Open Journal of Statistics, 5, 604-617. http://dx.doi.org/10.4236/ojs.2015.56062.
Periods was tested on MATLAB 2013a version and subsequents. Any questions/comments can be e-mailed to egonzale@cicese.mx

Cite As

Alejandro Ramos (2024). Periods (x, varargin) (https://www.mathworks.com/matlabcentral/fileexchange/54567-periods-x-varargin), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
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Version Published Release Notes
1.0.0.0