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Diffstat (limited to 'remove_sevenday_frequency.m')
| -rw-r--r-- | remove_sevenday_frequency.m | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/remove_sevenday_frequency.m b/remove_sevenday_frequency.m new file mode 100644 index 0000000..e0233cc --- /dev/null +++ b/remove_sevenday_frequency.m @@ -0,0 +1,9 @@ +function [ret, removed] = remove_sevenday_frequency(quantity) + A = fft(sum(quantity')); + kickout = (abs(A) > 2500) .* (abs(A) < 20000); + + f = fft(quantity); + removed = diag(kickout) * f; + ret = real(ifft(diag(1-kickout) * f)); +end + |