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islandtrader

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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.