Timeline for Fitting a non-periodic sum of periodic time series
Current License: CC BY-SA 4.0
4 events
when toggle format | what | by | license | comment | |
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Aug 16, 2022 at 21:59 | comment | added | fedja | In my remark $\theta_4=0$, so no, this constraint is not very useful... | |
Aug 16, 2022 at 13:10 | comment | added | Vincent Granville | @fedja: you need to add this constraint: $|\theta_1|\geq|\theta_4|$. Not sure this is enough, but it is definitely needed. | |
Aug 16, 2022 at 1:27 | comment | added | fedja | There is a catch: if $\pi,x_1,\dots,x_n$ are independent over rationals, then you can make the error arbitrarily small in the approximation $y_j=\theta_1\cos(\theta_2x_j)$ already, so without some "sanity constraints" the problem is ill-posed in general. | |
Aug 15, 2022 at 16:58 | history | asked | Vincent Granville | CC BY-SA 4.0 |