PRACTICAL USE OF THE FAST FOURIER TRANSFORM (FFT) ALGORITHM IN TIME-SERIES ANALYSIS.

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Abstract:

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

Author(s):
Webb, Carol
Author Organization(s):
TEXAS UNIV AUSTIN APPLIED RESEARCH LABS
Descriptive Note:
Technical rept.,
Pagination:
0205

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
ARL-TR-70-22
Contract/Grant Number(s):
NObsr-95181
Task Number(s):
8614
Project Number(s):
SF10-103-16
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*TIME SERIES ANALYSIS, POWER SPECTRA), (*INTEGRAL TRANSFORMS, *COMPUTER PROGRAMMING), FOURIER ANALYSIS, CONFIDENCE LIMITS, STATISTICAL DISTRIBUTIONS, SUBROUTINES, ALGORITHMS
Field(s)/Group(s):
Statistics and Probability, Computer Programming and Software
Keyword(s):
CDC 3200 COMPUTERS, FORTRAN, *FOURIER TRANSFORMATION, *SPECTRUM ANALYSIS, DEGREES OF FREEDOM, *FAST FOURIER TRANSFORM, Most Project 3
Report Date:
1970 Jun 22