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=
=
df e f X t x
dt e t x f X
ift
ift
t
t
2
2
) ( ) (
) ( ) (
COSINE AND SINE PARTS
Real part
and imaginary
part
) sin( ) cos( 2 / ) (
0
ft b ft a a t x
f f
+ + =
DRAWBACKS
Integration from -inf to +inf
Gives frequency content of total time series but temporal
information is lost!
SHORT TIME FOURIER TRANSFORMS
Same as usual Fourier transforms, but data is modified by
multiplication with a window function
Only part of data at a time is taken and processed
DRAWBACKS OF STFT
Frequency and time resolutions are fixed
(Wider the window width, lesser the time resolution
and more the frequency resolution and vice versa)
As frequency resolution increases, time
resolution decreases uncertainty principle
Desired: Good time resolution at high
frequencies and good frequency
resolution at low frequencies!
WHAT ARE WAVELETS?
A small wave
Extends to finite interval
SOME MATHEMATICAL EXPRESSIONS
}
|
.
|
\
|
= dt
s
t
t x
s
s W
t
t ) (
1
) , (
x(t) actual time series
(t) wavelet function
( ) <
=
}
}
dt t
dt t
2
) (
0 ) (