Hello Everyone,
I am trying to analyze a sequence of integral values that come from an
unknown but potentially non-random source. At the least, the series
seem to fail the chi-square test.
I had an idea for analyzing the sequence by applying a fourier
transform on the values. The fourier transform seems to indicate that
the sequence could be periodic. For example, in the fourier transform,
the values are
c'
c1
c2
c3
c4
c5
0
-c5
-c4
-c3
-c2
-c1
c
I felt that this could indicate that the series is not really random.
So, I extrapolated the values as
c'
c1
c2
c3
c4
c5
0
-c5
-c4
-c3
-c2
-c1
c
c1
c2
c3
c4
c5
0
-c5
-c4
-c3
-c2
-c1
c
and tried to apply the inverse fourier transform. I end up with a
series of values that bear no relation to the input. Overlay plots of
the input sequence and the values from the inverse FT do not seem to
indicate any relation either.
I am not a signal processing guy, so not sure what I am doing
incorrect here. Is my method of analysis correct? Is it possible to
find for example, the possible outline of the function that is
generating the sequence?
Thanks,
Vijai.
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