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Hi All:

Quick question on Time series data and Fourier Analysis.

Once you get the number of the Components (say 6 from FFT), how can one find the strength of each component in the time series data set or the normalized data? How can one decompose the time series data set based on the number of Components (say 6) proportionately?

Rgds

P

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FBProphet uses a periodogram to model time series using these components. I'd take a look at their source code. https://github.com/facebook/prophet/tree/master/python/fbprophet

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