Filter - FFT¶

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# TSPredIT
# version 1.0.767

source("https://raw.githubusercontent.com/cefet-rj-dal/tspredit/main/jupyter.R")

#loading TSPredIT
load_library("daltoolbox") 
load_library("tspredit") 

source("https://raw.githubusercontent.com/cefet-rj-dal/tspredit/main/R/ts_fil_fft.R")

Loading required package: daltoolbox

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 


Attaching package: ‘daltoolbox’


The following object is masked from ‘package:base’:

    transform


Loading required package: tspredit

Series for studying with added noise¶

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data(sin_data)
y <- sin_data$y
noise <- rnorm(length(y), 0, sd(y)/10)
spike <- rnorm(1, 0, sd(y))
sin_data$y <- sin_data$y + noise
sin_data$y[10] <- sin_data$y[10] + spike
sin_data$y[20] <- sin_data$y[20] + spike
sin_data$y[30] <- sin_data$y[30] + spike

In [3]:

library(ggplot2)
plot_ts(x=sin_data$x, y=sin_data$y) + theme(text = element_text(size=16))

smooth¶

In [4]:

filter <- ts_fil_fft()
filter <- fit(filter, sin_data$y)
y <- transform(filter, sin_data$y)
plot_ts_pred(y=sin_data$y, yadj=y) + theme(text = element_text(size=16))

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