News for hackers. Stuff that matters.

A comment on Mastering The Fourier Transform in One Day. Parent comment

Re:Mastering The Fourier Transform in One Day by aswanson on Saturday July 11, 2009 @12:09PM (#699314)
The power-spectral density is the fourier-transform of the autocorrelation of a time series. So yes, it is the transform dual. But doing the straight autocorrelation immediately gives you the number of lags before the series repeats itself and is probably the best way to attack that type of problem.
[ Parent | on HN ]
Re:Mastering The Fourier Transform in One Day by jacquesm on Saturday July 11, 2009 @01:38PM (#699382)
The best way to attack that problem is by using common sense, some women have very heavy periods so it leads to the conclusion that they will periodically (pun unavoidable) be indisposed.

No heavy math required, said period being 28 days.

[ Parent | on HN ]
Re:Mastering The Fourier Transform in One Day by aswanson on Saturday July 11, 2009 @01:57PM (#699393)
Right, for this particular case the math is simply overkill. In the general case, autocorrelation is a reasonable simple method to determine the periodicity of a time-series.
[ Parent | on HN ]