Fourier Transform for Time Series: Fast Convolution Explained with numpy

Implementation from scratch vs numpy

The Fourier transform algorithm is considered one of the greatest discoveries in all of mathematics. French mathematician Jean-Baptiste Joseph Fourier laid the foundation for harmonic analysis in his book “Théorie analytique de la chaleur” in 1822. Today, the Fourier transform and all its variants form the basis of our modern world, powering technologies like compression, communication, image processing.