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Graduate Student Seminar

Location

Biological Sciences : 120

Date & Time

March 5, 2014, 11:00 am12:00 pm

Description

SpeakerPeter Linton
Session ChairAndrew Raim
DiscussantDr. Huang
PlaceBS 120
Filtering in the Frequency Domain with Seasonal Adjustment Applications

Abstract
I begin by showing how to examine and decompose time series data, moving on to demonstrate difficulties in seeing patterns in the traditional time domain. After a quick background on what the Frequency domain is, I demonstrate how transforming data into this domain can be a natural way to illuminate periodic variations in datasets. With some simple examples I introduce some basic filters. By examining monthly data, where we see an increase in retail numbers in the months before christmas, I demonstrate an obvious peak in the frequency domain and show how a filter can mitigate this effect. Other interesting examples include a musical mixing board or the equalizer in itunes.