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Spectral Analysis

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This is our ongoing series on time series spectral analysis. We examine the discrete Fourier transform (aka DFT) and its inverse, periodogram and data filtering, and of course, application. In statistics, spectral analysis is a procedure that decomposes a time series into a spectrum of cycles of different lengths. Spectral analysis is also known as frequency domain analysis.

  • Discrete Fourier Transform (DFT)
  • Periodogram
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