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Fourier Time Series

  1. May 19, 2008 #1
    Hi,
    I have a question regarding Fourier Series. I have a random set of time series data. Is there anyway to break this down into sines and cosines. From the literature I have read it seems like you can break down a function into sines and cosines but I need to do this for a random set of data or is this even possible(limitations of a Fourier Series). Any help on how to start on this will be greatly appreciated.
     
  2. jcsd
  3. May 19, 2008 #2

    marcusl

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    Yes you can do it and each spectral component (set of coefficients) will also be random.
     
  4. May 19, 2008 #3

    marcusl

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    I found a nice online Fourier series demonstrator

    http://www.falstad.com/fourier/

    You can select random noise and display the sine and cosine parts (unfortunately the scale factor is small), or display it in magnitude/phase with a log view.
     
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