Fourier Components

Generate fourier components for fourier seasonality

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generate_fourier_components

 generate_fourier_components (N_samples:int, N_components:int=3,
                              period:int=52)

Generate Fourier components for a given number of samples and components.

	Type	Default	Details
N_samples	int		Number of samples
N_components	int	3	Half the number of Fourier components
period	int	52	Yearly period of weekly data
Returns	DataFrame		Dataframe with fourier components

period = pd.date_range("2021-01-01", periods=156, freq="W-MON")
fourier_components = generate_fourier_components(period.shape[0], 3, 52)
fourier_components.head()

	fourier_sin_0	fourier_sin_1	fourier_sin_2	fourier_cos_0	fourier_cos_1	fourier_cos_2
0	0.000000	0.000000	0.000000	1.000000	1.000000	1.000000
1	0.121311	0.240829	0.356791	0.992615	0.970568	0.934184
2	0.240829	0.467482	0.666616	0.970568	0.884003	0.745401
3	0.356791	0.666616	0.888695	0.934184	0.745401	0.458499
4	0.467482	0.826511	0.993793	0.884003	0.562921	0.111245

Figure 1: Fourier components.

Figure 2: Samples of linear combination of fourier components.