Introduction to Fourier analysis of time series

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

Animated circle synchronized with periodic function
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 how useful for time series analysis is the Fourier transform. We will use the Fast Fourier Transform algorithm, which is available in most statistical packages and libraries. Visualisations and…