1 Reply Latest reply on Nov 1, 2018 12:55 PM by benh7

    Frequency analysis

    benh7 Lurker

      Is there a function to do frequency (e.g., Fourier) analysis on time series data? I see periodic (every hour) activity spikes on time series data and would like to be able to detect the spikes automatically and alert on them.

        • 1. Re: Frequency analysis
          benh7 Lurker

          One way to do this, given that I'm interested in correlating now vs. 1 hour ago, is as follows:

           

          signal = ts(data, host=somehost)

          lagsignal = lag(60m, ts(data, host=somehost))

           

          Then look at mcorr(10m, ${signal}, ${lagsignal}).