Spectral Analysis of Time Series
Overview
The spectral analysis of time series applies the basic tools of
Fourier Analysis
to a time series. In its basic form, it formulates a model of the
seasonal component of
a given time series as a sum of
sines
and
cosines
{% X_t = \mu + \sum_j A_j cos(2 \pi j t) + B_j sin(2 \pi j t) %}
Topics
