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COMPLEX DEMODULATION ...

PLOT

Graphics Commands

COMPLEX DEMODULATION ... PLOT
PURPOSE
Generates a complex demodulation plot.

DESCRIPTION
A complex demodulation plot is a graphical data analysis technique for determining if the amplitude or generating frequency changes over the course of a single-frequency time series. Complex demodulation attempts to model a time series with the following equation: Y t = A t sin ( W 0 t + φ t ) (EQ 2-6)

In this equation, A is the amplitude, φ is the phase shift, and W0 is the complex demodulation frequency. Note that A and φ vary with time while the complex demodulation frequency is constant. Since A and φ are allowed to vary, complex demodulation is sometimes referred to as local harmonic analysis. The goal of complex demodulation is to estimate approximations for At and φit. The mathematical derivations for finding these estimates can be found in the books listed in the REFERENCE section below (DATAPLOT uses the Granger and Hatanaka derivation). A complex demodulation plot consists of: Vertical axis = estimated local amplitude or estimated local phase; Horizontal axis = dummy index 1 to n where n is the number of observations. The following 2 types of complex demodulation plots are available: 1. complex demodulation amplitude plot 2. complex demodulation phase plot

SYNTAX 1
COMPLEX DEMODULATION AMPLITUDE PLOT <y> <SUBSET/EXCEPT/FOR qualification> where <y> is a variable that contains the time series observations to be analyzed; and where the <SUBSET/EXCEPT/FOR qualification> is optional.

SYNTAX 2
COMPLEX DEMODULATION PHASE PLOT <y> <SUBSET/EXCEPT/FOR qualification> where <y> is a variable that contains the time series observations to be analyzed; and where the <SUBSET/EXCEPT/FOR qualification> is optional.

EXAMPLES
COMPLEX DEMODULATION AMPLITUDE PLOT Y COMPLEX DEMODULATION PHASE PLOT Y

NOTE 1
Complex demodulation plots are typically drawn with no connected lines and with some type of character. For example, LINES BLANK CHARACTER X

NOTE 2
The DEMODULATION FREQUENCY command is required before entering the COMPLEX DEMODULATION PLOT command. The demodulation frequency is the W0 parameter. A spectral plot is typically generated to get an initial estimate for the demodulation frequency.

NOTE 3
The complex demodulation plot can be used to generate a non-linear fit of the single cycle model. For example, DEMODULATION FREQUENCY FREQ LET N = SIZE Y LET T = SEQUENCE 1 1 N LET CONST = MEAN Y COMPLEX DEMODULATION PHASE PLOT Y LET FREQ = <best estimate> COMPLEX DEMODULATION AMPLITUDE PLOT Y

2-48

March 3, 1997

DATAPLOT Reference Manual

. PLOT LET AMP = best estimate FIT Y = CONST + AMP*SIN(2*3.14159*FREQ *T + PHASE) NOTE 4 Complex demodulation is typically done iteratively as demonstrated with the following flowchart: Generate a Spectrum plot Chose W0 (Demodulation frequency) Generate complex demodulation phase plot YES Increase W0 NO YES Decrease W0 NO Zero slope YES W0 ok Complex demodulation amplitude plot NO WO not constant Stop Stop DEFAULT None SYNONYMS None RELATED COMMANDS DEMOD FREQUENCY DEMODF SPECTRUM PERIODOGRAM CORRELATION PLOT = = = = = Sets the demodulation frequency for a complex demodulation plot. 1997 2-49 . Generates a correlation plot. A parameter where the updated demodulation frequency is stored. Generates a periodogram. DATAPLOT Reference Manual March 3. Generates a spectral plot..Graphics Commands COMPLEX DEMODULATION .

LINE SOLID SPECTRUM Y DEMODULATION FREQUENCY . 1964..5 COMPLEX DEMODULATION PHASE PLOT Y 2 COMPLEX DEMODULATION AMPLITUDE PLOT Y 500 400 1 300 0 200 -1 100 -2 0 50 100 150 200 0 0 50 100 150 200 2-50 March 3. Sets the types for plot characters. MULTIPLOT CORNER COORDINATES 0 0 100 100 LINE BLANK. APPLICATIONS Frequency based time series analysis IMPLEMENTATION DATE Pre-1987 REFERENCE “Spectral Analysis of Economic Time Series.“ Granger and Hatanaka. LET A = MEAN Y.” Peter Bloomfield.1 0..4 0.DAT Y TITLE AUTOMATIC MULTIPLOT 2 2.3 COMPLEX DEMODULATION PHASE PLOT Y END OF MULTIPLOT PLOT Y 300 3000000 200 2500000 100 SPECTRUM Y 0 2000000 -100 1500000 -200 -300 1000000 -400 500000 -500 -600 0 50 100 150 200 0 0 0.2 0.COMPLEX DEMODULATION . John Wiley and Sons. Carries out a least squares fit.3 0. “Fourier Analysis of Time Series: An Introduction. Generates a data or function plot. Princeton University Press. PROGRAM SKIP 25 READ LEW. SPIKE BASE A PLOT Y SPIKE OFF. 1976 (Chapter 6). 1997 DATAPLOT Reference Manual . PLOT Graphics Commands LAG PLOT PLOT CHARACTERS LINES LET FIT = = = = = = Generates a lag plot. Generates sine or cosine transformations (and much more). Sets the types for plot lines. SPIKE ON.3 COMPLEX DEMODULATION AMPLITUDE PLOT Y DEMODULATION FREQUENCY .