Fourier Transform for Time Series

Learn what Fourier Transform is and how it can be used to decompose time series. With a worked Python example on CO2 time series data.

Joos K
Towards Data Science
9 min readOct 31, 2021

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Fourier Transform for Time Series
Fourier Transform for Time Series. Photo by Jan Huber on Unsplash.

In this article, you will learn what a Fourier Transform is through one of its most intuitive applications: time series decomposition. You'll also see how to execute a Fast Fourier…

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