PRACTICAL USE OF THE FAST FOURIER TRANSFORM (FFT) ALGORITHM IN TIME-SERIES ANALYSIS.

Abstract

The report serves as documentation for a collection of basic time-series analysis programs written for the CDC 3200 digital computers. These programs are predominantly written in FORTRAN and can be easily adapted to other digital computers. These programs are constructed around the fast Fourier transform (FFT) ALGORITHM. Rather than rediscuss the theory of the FFT algorithm, which is adequately described in the existing literature, this report deals with the practical aspects of the use of the FFT. The problems that can and in many instances do occur in computing spectral estimates are also addressed on the basis of an extensive literature review. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 22, 1970
Accession Number
AD0713166

Entities

People

  • Carol Webb

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computers
  • Computing Devices
  • Digital Computers
  • Fast Fourier Transforms
  • Literature
  • Literature Surveys
  • Time Series Analysis

Readers

  • Computer Science.
  • Image Processing and Computer Vision.
  • Theoretical Analysis.