SC6/NH10.1 How to apply and interpret the Fast Fourier Transform (FFT) for TimeSeries Analysis (coorganized) 
Convener: Robin Crockett 
Mon, 24 Apr, 19:00–20:00
/ Room N2

The aim of this twopart shortcourse is to provide an introduction to and overview of the Fast (Discrete) Fourier Transform as a key technique of timeseries analysis to identify and quantify periodic features, as distinct from its more conventional usage in digitisation and signalanalysis. It will take the key question “Are we looking for cyclic, recurrent or anomalous phenomena?” as its starting point.
In the first part, the aim will be to provide an introduction to and overview of the Fast (Discrete) Fourier Transform. The focus will be on the application of the Fast Fourier Transform, as implemented in many software packages, and interpretation of the output, including assessment of statistical effectsize. In the second part, the aim will be to consider techniques which are based on and/or allied to the Fast (Discrete) Fourier Transform, such as spectrograms (e.g. for varying frequencies) and and auto and cross correlation techniques (e.g. for recurrent rather than periodic features). 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 techniques considered.