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OT: How to estimate the periodicity of a time series?

Posted By: Casper van der Tak
Date: Saturday, 11 February 2012, at 2:26 p.m.

In Response To: OT: How to estimate the periodicity of a time series? (leobueno)

Ik think you need a log likelihood estimator for this, and then maybe start with a sinus function superimposed on a trend line. y = a + b.t.sin(ct). "c" would be a measure for the periodicity.

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