Book Image

Scala for Machine Learning

By : R. Nicolas
Book Image

Scala for Machine Learning

By: R. Nicolas

Overview of this book

Are you curious about AI? All you need is a good understanding of the Scala programming language, a basic knowledge of statistics, a keen interest in Big Data processing, and this book!
Table of Contents (15 chapters)
14
Index

Fourier analysis

The purpose of spectral density estimation is to measure the amplitude of a signal or a time series according to its frequency [3:4]. The spectral density is estimated by detecting periodicities in the dataset. A scientist can better understand a signal or time series by analyzing its harmonics.

Note

The spectral theory

Spectral analysis for time series should not be confused with spectral theory, a subset of linear algebra that studies Eigenfunctions on Hilbert and Banach spaces. Harmonic and Fourier analyses are regarded as a subset of spectral theory.

The fast Fourier transform (FFT) is the most commonly used frequency analysis algorithm [3:5]. Let's explore the concept behind the discrete Fourier series and the Fourier transform as well as their benefits as applied to financial markets. The Fourier analysis approximates any generic function as the sum of trigonometric functions, sine and cosine. The decomposition in a basic trigonometric function is known as a Fourier...