Time series | Integral transforms | Fourier analysis | Mathematics of computing

In mathematics, Fourier analysis (/ˈfʊrieɪ, -iər/) is the study of the way general functions may be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew from the study of Fourier series, and is named after Joseph Fourier, who showed that representing a function as a sum of trigonometric functions greatly simplifies the study of heat transfer. The subject of Fourier analysis encompasses a vast spectrum of mathematics. In the sciences and engineering, the process of decomposing a function into oscillatory components is often called Fourier analysis, while the operation of rebuilding the function from these pieces is known as Fourier synthesis. For example, determining what component frequencies are present in a musical note would involve computing the Fourier transform of a sampled musical note. One could then re-synthesize the same sound by including the frequency components as revealed in the Fourier analysis. In mathematics, the term Fourier analysis often refers to the study of both operations. The decomposition process itself is called a Fourier transformation. Its output, the Fourier transform, is often given a more specific name, which depends on the domain and other properties of the function being transformed. Moreover, the original concept of Fourier analysis has been extended over time to apply to more and more abstract and general situations, and the general field is often known as harmonic analysis. Each transform used for analysis (see list of Fourier-related transforms) has a corresponding inverse transform that can be used for synthesis. To use Fourier analysis, data must be equally spaced. Different approaches have been developed for analyzing unequally spaced data, notably the least-squares spectral analysis (LSSA) methods that use a least squares fit of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the most used spectral method in science, generally boosts long-periodic noise in long gapped records; LSSA mitigates such problems. (Wikipedia).

The Fourier Transform and Derivatives

This video describes how the Fourier Transform can be used to accurately and efficiently compute derivatives, with implications for the numerical solution of differential equations. Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow

From playlist Fourier

Math 139 Fourier Analysis Lecture 29: Finite Fourier Analysis; Fast Fourier Transform

Fourier coefficients of continuous functions on Z(N) (group of N-th roots of unity); Fourier inversion; Parseval-Plancherel formulae. Fast Fourier transform: how to best calculate the Fourier coefficients.

From playlist Course 8: Fourier Analysis

How to compute a Fourier series: an example

Free ebook http://tinyurl.com/EngMathYT This video is a demonstration on how to compute a Fourier series of a simple given function. I discuss how to calculate the Fourier coefficients through integration and the simplifications involved. Fourier series are an important area of applied

From playlist Engineering Mathematics

What is the Fourier Transform?

In this video, we'll look at the fourier transform from a slightly different perspective than normal, and see how it can be used to estimate functions. Learn about the Fourier series here: http://youtu.be/kP02nBNtjrU

From playlist Fourier

Math 139 Fourier Analysis Lecture 30: FFT ct'd; Fourier Analysis on Finite Abelian Groups

Proof of key lemma for Fast Fourier Transform. Fourier Analysis on Finite Abelian Groups: abelian groups; unit; order of a group; group homomorphism; isomorphism; direct product of abelian groups; structure theorem for finite abelian groups; characters; dual group

From playlist Course 8: Fourier Analysis

Math 139 Fourier Analysis Lecture 10.1 L^2 convergence of Fourier Series

(Unfortunately I taped only part of this lecture.) Fourier series converges to the function in the L^2 sense.

From playlist Course 8: Fourier Analysis

Electrical Engineering: Ch 19: Fourier Transform (2 of 45) What is a Fourier Transform? Math Def

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain the mathematical definition and equation of a Fourier transform. Next video in this series can be seen at: https://youtu.be/yl6RtWp7y4k

From playlist ELECTRICAL ENGINEERING 18: THE FOURIER TRANSFORM

Math 139 Fourier Analysis Lecture 32: Fourier Analysis on Finite Abelian Groups

Proving that the dual group has the same order as the group (to show the characters form an orthonormal basis for the functions on the group). Fourier analysis on finite abelian groups: Fourier coefficients; Fourier series; Fourier inversion formula; Plancherel/Parseval theorem. Statemen

From playlist Course 8: Fourier Analysis

Free ebook http://tinyurl.com/EngMathYT A tutorial on Fourier series and how to calculate them. Plenty of examples are discussed to illustrate the ideas.

From playlist Engineering Mathematics

Data Science - Part XVI - Fourier Analysis

For downloadable versions of these lectures, please go to the following link: http://www.slideshare.net/DerekKane/presentations https://github.com/DerekKane/YouTube-Tutorials This lecture provides an overview of the Fourier Analysis and the Fourier Transform as applied in Machine Learnin

From playlist Data Science

The Best Math Textbook for Everyone

I discuss one of my favorite math textbooks, Fourier Analysis: An Introduction by Elias Stein and Rami Shakarchi. I recommend this book to everyone in a STEM field who knows multivariable calculus and has some familiarity with ODE and linear algebra. This book is excellent for initiating

From playlist Math

Lecture 1 | The Fourier Transforms and its Applications

Lecture by Professor Brad Osgood for the Electrical Engineering course, The Fourier Transforms and its Applications (EE 261). Professor Osgood provides an overview of the course, then begins lecturing on Fourier series. The Fourier transform is a tool for solving physical problems. In

From playlist Fourier

8.03 - Lect 11 - Fourier Analysis, Time Evolution of Pulses on Strings

Fourier Analysis - Time Evolution of Pulses on Strings - Fourier Synthesizer Assignments Lecture 11 and 12: http://freepdfhosting.com/b1eb3c492d.pdf Solutions Lecture 11 and 12: http://freepdfhosting.com/6320080896.pdf

From playlist 8.03 - MIT Physics III: Vibrations and Waves

Math 131 Fall 2018 121218 Advertising the Fourier Analysis course

Advertising Math 139: Fourier Analysis. Ubiquitous. Applications. Fourier Series: application (isoperimetric inequality). Fourier transform; application (Radon transform). Fourier series on finite abelian groups; application (Dirichlet's theorem). Brief introduction to Fourier series

From playlist Course 7: (Rudin's) Principles of Mathematical Analysis (Fall 2018)

The short-time Fourier transform (STFFT)

This video lesson is part of a complete course on neuroscience time series analyses. The full course includes - over 47 hours of video instruction - lots and lots of MATLAB exercises and problem sets - access to a dedicated Q&A forum. You can find out more here: https://www.udemy.

From playlist NEW ANTS #3) Time-frequency analysis

CTNT 2022 - p-adic Fourier theory and applications (by Jeremy Teitelbaum)

This video is one of the special guess talks or conference talks that took place during CTNT 2022, the Connecticut Summer School and Conference in Number Theory. Note: not every special guest lecture or conference lecture was recorded. More about CTNT: https://ctnt-summer.math.uconn.edu/

From playlist CTNT 2022 - Conference lectures and special guest lectures

الاهتزازات والأمواج (جامعة إم آي تي) - المحاضرة 11: تحليل "فورييه"، النبضات على الأسلاك خلال الزمن

MIT المحاضرة الحادية عشرة من مساق "الاهتزازات والأمواج" من جامعة إم آي تي للبروفيسور والتر لوين وهي عن تحليل "فورييه"، النبضات على الأسلاك خلال الزمن بالإضافة للفيديو هناك ملفات مرفقة على موقعنا الالكتروني https://shamsunalarabia.net/courses/الاهتزازات-والأمواج/ رابط المساق https://www.yo

From playlist 8.03 Arabic Subtitles

Musimathics: Fourier Analysis (Part 8)

Welcome to the Musimathics series! Musimathics gives an overview of some of the most interesting topics in the field of mathematical music theory! You are watching the eighth video in the series. In this video, Chloe goes over the logic and reasoning behind both the Discrete and Continuou

From playlist Musimathics: Music & Math

Lecture 21 (CEM) -- RCWA Tips and Tricks

Having been through the formulation and implementation of RCWA in previous lectures, this lecture discussed several miscellaneous topics including modeling 1D gratings with 3D RCWA, formulation of a 2D RCWA that incorporates fast Fourier factorization, RCWA for curved structures, truncatin

From playlist UT El Paso: CEM Lectures | CosmoLearning.org Electrical Engineering