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Fourier Transform & Waves Question?
I'm working with a 1 dimensional set of real valued data with length N. In this case N is the number of data points, one data point per day. Is it possible to use the Fourier Transform to predict the value of that data at time N + d where 0 < d < ~5 ?
Say for example I have a signal defined by the following 9 values ( 9 days):
[ 1.2, 2.2, 3.4, 2.9 2.1, .9, 3, 4, 7]
I'm trying to use the FFT to predict the values of the signal for 3-4 days after the end of the signal.
If I understand correctly the FFT will give me "how much" of each frequency from 1-N is present. In othe words, if I'm understanding it correctly, I get the amplitude for frequencies 1-N? How can I use this information to predict those values?
Also, since my data is one data point / day, does that mean the N frequencies returned by the FFT are in days? (for example, I know if you use the FFT on a discrete music signal, like an mp3, the frequencies returned don't exactly match the hertz for the song, you have to use the sampling rate to convert to the real world frequencies in hertz).
Thanks in advance
Mike
1 Answer
- Bert KLv 71 decade agoFavorite Answer
The assumption is that f(n) is periodic, with period N. Therefore, the values of 3-4 days after the end of the signal are assumed to be the same as those 3-4 days after the start. These are the combination of the frequency components at a specific n.
The resolution is 1/N days.
http://www.engineeringproductivitytools.com/stuff/...
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