Time Series Lesson 9

Lesson 9 is here, we’re starting Fourier analysis. This first Fourier installment deals with some of the underlying theory, to lay a foundation.

At the very end of this lesson, we’ll introduce something not usually mentioned: oversampling when computing the Fourier power spectrum (aka the “periodogram”). It’s just a small start to stuff we’ll talk about that isn’t usually part of the “program.” That includes uncertainty levels, and particularly dealing with data unevenly spaced in time.

But we begin at the beginning, with evenly spaced time series. So before we get to the things they don’t usually teach you, we need the foundation to work from. Enjoy the videos.

Here are the slides:

TS09


This course is brought to you free of charge, but we do need donations to keep it alive. You can join the many others whose generous support has made it possible with a donation at Peaseblossom’s Closet.

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