Signal Processing: Fourier Transforms and Wavelet Transforms

09 Nov 2020

This article does a good job of explaining what a fourier transform does! https://realpython.com/python-scipy-fft/


fft applied on denoising time series: https://www.kaggle.com/ilhamfp31/fast-fourier-transform-denoising


paper on comparing effectiveness of wavelet transform (WT) vs fast fourier transforms (FFT) for denoising signal! https://aip.scitation.org/doi/pdf/10.1063/1.4887720 - WT wins!


good stackoverflow post illustrating FFT for extrapolation (and its shortcomings!) - https://stackoverflow.com/questions/4479463/using-fourier-analysis-for-time-series-prediction


now we get into WT; great article here: http://ataspinar.com/2018/12/21/a-guide-for-using-the-wavelet-transform-in-machine-learning/


potentially interesting paper combining wavelet and ARIMA approach…! to be read in more detail at a later time lolol: https://core.ac.uk/download/pdf/130141601.pdf