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Fourier Time Series

  • #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.
 

Answers and Replies

  • #2
marcusl
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Yes you can do it and each spectral component (set of coefficients) will also be random.
 
  • #3
marcusl
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I found a nice online Fourier series demonstrator

http://www.falstad.com/fourier/" [Broken]

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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