How to Model and Project a Trendless Cyclical Time Series?

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SUMMARY

The discussion focuses on modeling and projecting a trendless cyclical time series characterized by fluctuations between 107 and 210, with a normal frequency distribution and a mean of 162. The primary method suggested for this analysis is the Fourier transform, which effectively captures the cyclical patterns in the data. This approach allows for accurate short-term projections of the time series without the influence of trends.

PREREQUISITES
  • Understanding of time series analysis concepts
  • Familiarity with Fourier transform techniques
  • Knowledge of statistical distributions, specifically normal distribution
  • Experience with data analysis tools such as Python or R
NEXT STEPS
  • Research the implementation of Fourier transform in Python using libraries like NumPy
  • Explore time series forecasting methods in R, focusing on the forecast package
  • Study the effects of seasonal decomposition on cyclical time series data
  • Learn about alternative modeling techniques such as ARIMA for comparison
USEFUL FOR

Data analysts, statisticians, and researchers involved in time series forecasting and cyclical data analysis will benefit from this discussion.

scalpmaster
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I am trying to analyse a past series of numbers that flucuates between 107&210 with a normal frequency distribution of mean 162.
What is the way to model and project short term future range for trendless but cyclical type of time series?
 
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