ABSTRACT
The Fourier transform is a powerful tool for signal processing and time series
analysis. Solidly grounded in physical science, the basic idea of Fourier analysis
is to represent an oscillatory time series as a sum of sinusoidal functions with
different frequencies and examine the strength of these components. Since the
rediscovery of the fast Fourier transform (FFT) algorithm [148], Fourier analy-
sis has become even more widely used in applications. Fourier analysis is well
suited for time series consisting of sinusoids in noise. The tool of choice for an-
alyzing such time series is the periodogram.
