PRACTICAL USE OF THE FAST FOURIER TRANSFORM (FFT) ALGORITHM IN TIME-SERIES ANALYSIS.
TEXAS UNIV AUSTIN APPLIED RESEARCH LABS
Pagination or Media Count:
The report serves as documentation for a collection of basic time-series analysis programs written for the CDC 3200 digital computers. These programs are predominantly written in FORTRAN and can be easily adapted to other digital computers. These programs are constructed around the fast Fourier transform FFT ALGORITHM. Rather than rediscuss the theory of the FFT algorithm, which is adequately described in the existing literature, this report deals with the practical aspects of the use of the FFT. The problems that can and in many instances do occur in computing spectral estimates are also addressed on the basis of an extensive literature review. Author
- Statistics and Probability
- Computer Programming and Software