Brian Scholl
2002-Sep-25 19:40 UTC
[R] Complex demodulation - Purely a time series question
Hi, this is purely a time series question if anyone has a hint. I'm trying to complex demodulate a series at different frequencies. Say at $\lambda$ = 1/100, 1/41 and 1/23. (These correspond to various astronomical forcing frequencies of ice ages, incidentally). Now, following say Hasan (1982, Hand. of Stats) or Brillinger (1987, Fitting Cosines), I do the following: 1. from y, form the series y(t)*exp(i*lambda*t) 2. take the log of the modulus of the new series When I'm done, I should be able to plot the series as a function of time and get a sense of the amplitude of the harmonic signal at the frequency I'm interested in. Well, I do this, but the plots for different frequencies are darn near identical. This does not seem reasonable because: the periodogram detects a strong peak at 100kyrs, but not at 23 kyrs; and knowledge of the data suggests the demodulated series should look different. On the other side, 1/100 and 1/23 aren't hugely different - but then what's really the point of isolating the frequency? I know this is a cross listing, but any help would be appreciated. Thanks. Some code: t<-1:length(y) yt<-(y*exp(1i*(.01)*t)) # yt=smoother(yt,5,t,1); demod100<-log(abs(yt)); phase100<-Arg(yt); -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._