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bqzz / fourex.py
Created Jan 5, 2018 — forked from tartakynov/fourex.py
Fourier Extrapolation in Python
View fourex.py
import numpy as np
import pylab as pl
from numpy import fft
def fourierExtrapolation(x, n_predict):
n = x.size
n_harm = 10 # number of harmonics in model
t = np.arange(0, n)
p = np.polyfit(t, x, 1) # find linear trend in x
x_notrend = x - p[0] * t # detrended x
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