Accession Number : AD0713166

Title :   PRACTICAL USE OF THE FAST FOURIER TRANSFORM (FFT) ALGORITHM IN TIME-SERIES ANALYSIS.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS UNIV AUSTIN APPLIED RESEARCH LABS

Personal Author(s) : Webb,Carol

Report Date : 22 JUN 1970

Pagination or Media Count : 205

Abstract : The report serves as documentation for a collection of basic time-series analysis programs written for the CDC 3200 digital computers. These programs are predominantly written in FORTRAN and can be easily adapted to other digital computers. These programs are constructed around the fast Fourier transform (FFT) ALGORITHM. Rather than rediscuss the theory of the FFT algorithm, which is adequately described in the existing literature, this report deals with the practical aspects of the use of the FFT. The problems that can and in many instances do occur in computing spectral estimates are also addressed on the basis of an extensive literature review. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, POWER SPECTRA), (*INTEGRAL TRANSFORMS, *COMPUTER PROGRAMMING), FOURIER ANALYSIS, CONFIDENCE LIMITS, STATISTICAL DISTRIBUTIONS, SUBROUTINES, ALGORITHMS

Subject Categories : Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE