CODEWITHSUNDEEP
fftdft
kviki
kviki

Reputation: 21

Fourier analysis of time series

I need to do Fourier analysis of time series in Java or C#. How to start doing Fourier analysis of time series? Is there any algorithm? How many types of Fourier analysis I can use?

Upvotes: 1

Views: 413

Answers (1)

DavidB2013
DavidB2013

Reputation: 67

There are already so many programs and routines available for this task, I am surprised that you would have to write another. Do you just need to perform a DFT on some data, or do you actually have to write a completely new program? The type of program you need also depends on several factors. For example, are the inputs real or complex? Do you want a 1-D transform? 2-D transform? etc.

Examples of existing programs that come to mind quickly are FFTW, KISSFFT, FFmpeg, Accelerate framework (for a Mac), and GFFT (on sourceforge). KISSFFT may be the easiest one to translate to Java and C#, if that is what you are planning.

Alternately, you may want to check out the source codes posted on the FFTPACK site, or find a copy of "Numerical Recipes." They may not offer the most up-to-date algorithms, but they get the job done.

Upvotes: 1

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