## Short-Time-Fourier-Transform

We Fourier transform the time series data using a Fourier transform, with some window function

$$\tilde Y[n,k] = \sum_m Y[n+m] W[m] e^{-i \lambda_k m},$$

where $\lambda_k=2\pi k/N$ and $W[m]$ is the window function at $m$.

## References and Notes

1. Cousera

Published: by ;

Lei Ma (2018). 'Short-Time-Fourier-Transform', Datumorphism, 06 April. Available at: https://datumorphism.leima.is/wiki/time-series/short-time-fourier-transform/.