Time-series analysis: how to apply and interpret the Fast Fourier Transform

Crockett, R. G. M. (2012) Time-series analysis: how to apply and interpret the Fast Fourier Transform. Invited Presentation presented to: European Geosciences Union (EGU) General Assembly, Vienna, Austria, 22-27 April 2012. (Unpublished)

Information

Item Type:	Conference or Workshop Item (Invited Presentation)
Abstract:	Many natural hazards have cyclic/periodic behaviour, e.g. radon, earthquakes (under some circumstances), annual/seasonal droughts and floods, whereas others are anomalous, apparently random with regard to time, e.g. earthquakes and volcanic eruptions(under most circumstances). For the cyclic cases, an analysis of past time-series can yield an expectation and perhaps some degree of forecasting, even if only at the level of 'more probable' and 'less probable' times of occurrence. This is the background for this short-course: we need to be able to analyse a sequential record of events, i.e. a time-series, for cyclic/periodic features. More specifically, the aim of this short-course is to provide an introduction to and overview of what is arguably the key technique of time-series analysis in this context: the Fast (Discrete) Fourier Transform. The focus will be on application of the Fast Fourier Transform, as implemented in many software packages, and interpretation of the output. Anticipating that most of those who attend will be 'technique users' rather than 'technique developers', coverage of the underlying mathematics will be kept to a necessary minimum to facilitate informed interpretation of the Fast (Discrete) Fourier Transform.
Subjects:	Q Science > QA Mathematics > QA299.6 Analysis > QA403.5 Fourier analysis T Technology > TD Environmental technology. Sanitary engineering > TD885.5 Radon pollution Q Science > QE Geology > QE500 Dynamic and structural geology > QE521 Volcanoes and earthquakes
Creators:	Crockett, Robin G M
Faculties, Divisions and Institutes:	Faculties > Faculty of Arts, Science & Technology > Environmental Science
Date:	26 April 2012
Date Type:	Presentation
Event Title:	European Geosciences Union (EGU) General Assembly
Event Dates:	22-27 April 2012
Event Location:	Vienna, Austria
Event Type:	Conference
Language:	English
Status:	Unpublished
Refereed:	No
URI:	http://nectar.northampton.ac.uk/id/eprint/4727

Actions (login required)

Edit Item

Altmetric