From d5e1b113bcab2d22260446b87ef3251f7eeb7943 Mon Sep 17 00:00:00 2001
From: Benjamin Franzke <benjaminfranzke@googlemail.com>
Date: Tue, 8 May 2012 09:22:54 +0200
Subject: Add frequency removal to run_tests (bad result)

---
 remove_sevenday_frequency.m | 9 +++++++++
 run_tests.m                 | 8 ++++++++
 2 files changed, 17 insertions(+)
 create mode 100644 remove_sevenday_frequency.m

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
+
diff --git a/run_tests.m b/run_tests.m
index 32e49cb..aecacd5 100644
--- a/run_tests.m
+++ b/run_tests.m
@@ -7,3 +7,11 @@
 calc_error('mean', q(29:42, :), mean_pred(q(1:28, :), 14));
 calc_error('regress', q(29:42, :), regress_pred(p, q(1:28, :)));
 calc_error('sevenday', q(29:42, :), repmat(sevenday_pred(q(1:28, :), 4), 2, 1));
+
+[q2, removed] = remove_sevenday_frequency(q(1:14, :));
+tmp = regress_pred(p([1:14 29:42],:), q2);
+tmp = fft(tmp);
+%tmp = (tmp .* (removed == 0)) + removed;
+tmp = tmp + removed;
+tmp = real(ifft(tmp));
+calc_error('regress2', q(29:42, :), tmp);
-- 
cgit