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Spectral Analysis

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In this section, we gathered a set of technical notes on topics related to time series filtering and spectral analysis, such as Fourier transform (FFT/DFT), convolution, periodogram, Hodrick-prescok filter, Baxter-King filter, etc.

  • Calculating Signal-to-Noise Ratio Using DFT
  • Discrete Fourier Transform (DFT) - Trigonometric Representation
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