INTRODUCTION TO FOURIER ANALYSIS OF DATA,

reportActive / Technical Report | Accession Number: AD0703670 | Need Help?

Abstract:

This is an introduction to the basic elements of Fourier analysis of a time series that is a sum of deterministic components and a stationary random process. The various mathematical concepts relating to Fourier analysis are presented in a basically intuitive manner. The intended audience consists of economists and data processors. Author

Author(s):
Hinich, M.
Author Organization(s):
CENTER FOR NAVAL ANALYSES ARLINGTON VA NAVAL WARFARE ANALYSIS GROUP
Pagination:
0041

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
NWAG-Research Contrib-130
Contract/Grant Number(s):
N00014-68-A-0091
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*TIME SERIES ANALYSIS, *FOURIER ANALYSIS), HARMONIC ANALYSIS, STOCHASTIC PROCESSES, POWER SPECTRA, INTEGRAL TRANSFORMS, ECONOMICS, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
RANDOM PROCESSES, HIDDEN PERIODICITIES, FAST FOURIER TRANSFORM
Report Date:
1969 Nov 01