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The term discrete-time refers to the fact that the transform operates on discrete data, often samples whose interval has units of time. From uniformly spaced samples it produces a function of frequency that is a periodic summation of the continuous Fourier transform of the original continuous function.
Time series analysis can be applied to real-valued, continuous data, discrete numeric data, or discrete symbolic data (i.e. sequences of characters, such as letters and words in the English language [1]).
A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities. Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous argument; however, it may have been obtained by sampling from a continuous-time signal.
The conversion from continuous time to samples (discrete-time) changes the underlying Fourier transform of () into a discrete-time Fourier transform (DTFT), which generally entails a type of distortion called aliasing. Choice of an appropriate sample-rate (see Nyquist rate) is the key to minimizing that distortion.
That is, it takes a function from the time domain into the frequency domain; it is a decomposition of a function into sinusoids of different frequencies; in the case of a Fourier series or discrete Fourier transform, the sinusoids are harmonics of the fundamental frequency of the function being analyzed.
Autocorrelation is widely used in signal processing, time domain and time series analysis to understand the behavior of data over time. Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with autocovariance.
Ideally, unevenly spaced time series are analyzed in their unaltered form. However, most of the basic theory for time series analysis was developed at a time when limitations in computing resources favored an analysis of equally spaced data, since in this case efficient linear algebra routines can be used and many problems have an explicit ...
In time series analysis, dynamic time warping (DTW) is an algorithm for measuring similarity between two temporal sequences, which may vary in speed. For instance, similarities in walking could be detected using DTW, even if one person was walking faster than the other, or if there were accelerations and decelerations during the course of an ...