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Amedee Van Gasse
 
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Default sine wave trendline

If you have read this message already in a more general Excel group:
sorry. It's only recently that I stumbled upon this group, and I'm at a
dead end in the general group. I hope the charting experts here can
help me.


I have a few thousand data points: measurements made approximately (but
not exactly) every 5 minutes over several weeks. When I plot these data
points in an XY-chart, I can clearly see a "noisy" sine wave with a
daily cycle (period). I'm not 100% sure, but there even appears to be a
weekly cycle.


I need 2 things:
* a smooth sine wave line in the chart, with the real data points
around it.
* the calculated amplitude of the data, if possible with the error
margin.


I see two ways of achieving this:

1) The graphical way: let Excel fit a sine wave trendline to the chart,
and get the amplitude, period and fase parameters from the sine wave
formula.
I already know this is not possible: Excel only has linear,
exponential, logaritmic and polynomic trendlines, no periodic
trendlines.
OR
2) The mathematical way: calculate the parameters for the sine wave
formula based on the data points, and add a second series of data
points to the chart, the points connected with a smooth line.
I already know 1 of the 3 variables: a period of 24 hours. Phase isn't
paryiculary interesting but amplitude is.


How would I do that? I'd prefer something with formulas and not with a
lot of hand work. Suggestions I already got:
* Fourier Analysis from the ATP -- not usable because the number of
points isn't 2^x
* Guesstimate initial values for A, P and F; add a column with a sinus
with these guesses, calculate the error, and let the solver add-in look
for the minimal error. -- doesn't work either, the solver seems to
have problems with this AND I need to manually guesstimate initial
values.
* Break up the data in daily highs and lows and have a pivot table
organise the data. -- this is a lot of manual work, not suitable for
something that has to be done more than once.
* Program something in VBA to do "Monte Carlo" analysis. -- This is a
lot of work and I would only do this as a last resort.


Any suggestions and examples are welcome.

--
Amedee Van Gasse
 
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