AI engineering glossary · Time series recsys
What is fourier terms?
Fourier terms: Sine and cosine columns of the time index, at the seasonal frequency and its multiples, used as inputs to model smooth repeating patterns. More pairs allow more complex shapes. They handle long or multiple seasonal periods economically.
Fourier terms: an example
For yearly seasonality in daily data, add sin(2*pi*k*t/365.25) and cos(2*pi*k*t/365.25) for k = 1 to 3.
Related terms
More Time series recsys terms
- Funk SVD
- GARCH model
- Granger causality
- GRU4Rec
- Hierarchical forecasting
- Holiday effect
- Holt's linear method
- Holt-Winters method
Where you learn it
Fourier terms is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.