local_moving_FT_zigzag function

Calculate the moving Fourier transform ordinates

local_moving_FT_zigzag(x, m, thinning_factor)

Arguments

• x: A numeric vector containing time series.
• m: A positive integer indicating the size of window.
• thinning_factor: Selected from "1, 2, 3".

Returns

A list containing the moving Fourier transform and corresponding time grid.

Examples

set.seed(1); x <- rnorm(1500)
local_moving_FT_zigzag(x, 50, 1)

References

Y. Tang et al. (2023) Bayesian nonparametric spectral analysis of locally stationary processes

ArXiv preprint arXiv:2303.11561