Introduction to Fourier analysis of time series

How to detect seasonality, forecast and fill gaps in time series using Fast Fourier Transform

Mehmet E. Yavuz (2021). Fourier Series Animation using Harmonic Circles (link), MATLAB Central File Exchange. Retrieved January 24, 2021.

In this article, I will show you the uses of the Fourier transform in time series analysis. We will use the Fast Fourier Transform algorithm, which is available in most statistical packages and libraries. Visualisations and code…