Search results
Results from the WOW.Com Content Network
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]).
In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time". A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities.
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.
When the DFT is used for signal spectral analysis, the {} sequence usually represents a finite set of uniformly spaced time-samples of some signal (), where represents time. The conversion from continuous time to samples (discrete-time) changes the underlying Fourier transform of x ( t ) {\displaystyle x(t)} into a discrete-time Fourier ...
In time series analysis and statistics, the cross-correlation of a pair of random process is the correlation between values of the processes at different times, as a function of the two times. Let ( X t , Y t ) {\displaystyle (X_{t},Y_{t})} be a pair of random processes, and t {\displaystyle t} be any point in time ( t {\displaystyle t} may be ...
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 ...
For example, determining what ... Thus we have the important result that when a discrete data sequence, [], ... Introduction to Fourier analysis of time series at Medium