A cycle regression analysis algorithm for extracting cycles from time-series data

Abstract A cycle regression analysis algorithm for extracting cycles from time-series data is introduced and compared against the periodogram method. Results indicate that cycle regression analysis is superior to the periodogram method. The algorithm permits the simultaneous estimation of all parameters, instead of one cycle at a time, and does not require equally spaced data. Cycle regression analysis appears to be particularly well suited to any time-series data which contain sinusoidal cycles that are related in an additive manner.

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