Approximation of data using non-integer harmonics series

• Type: Article in International Scientific Journal
• Date: 2017

Authors

José Tenreiro Machado (Author) Other; António Mendes Lopes (Author) FEUP

Journal

Title: Nonlinear Dynamics

Vol. 89

Pages: 2845-2854

ISSN: 0924-090X

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 2 Citations

Scopus - 2 Citations

Other information

Authenticus ID: P-00M-XAQ

DOI: 10.1007/s11071-017-3629-4

Abstract (EN): This paper introduces a method for approximating real world data by means of non-integer harmonics series (NIHS). The NIHS terms are sinusoidal functions of arbitrary amplitude, frequency and phase shift that can be computed by direct numerical algorithms. Applications go from obtaining time derivatives up to forecasting future values. Three illustrative examples with the Dow Jones Industrial stock market index, the Europe Brent Spot Price FOB and the daily temperature records of New York city are studied. The results show the effectiveness of the NIHS when dealing with real world time data series.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 10