ESS210B
Prof. Jin-Yi Yu
How Many Harmonics Do We Need?
qSince the harmonics are all uncorrelated, no two harmonics can explain the same part of the
variance of y.
qIn other words, the variances explained by the different harmonics can be added.
qWe can add up the fractions to determine how many harmonics we need to explain most
of the variations in the time series of y.