Fourier Analysis

A type of mathematical analysis that attempts to identify patterns or cycles in a time series data set which has already been normalized. By first removing any effects of trends or other complicating factors from the data set, the effects of periodic cycles or patterns can be identified more accurately, leaving the analyst with a good estimate of the direction that the data under analysis will take in the future. Named after the nineteenth-century French mathematician and physicist Joseph Fourier.

This type of analysis may sound complex, but it actually makes good sense. For example, suppose a manufacturing company wanted to know what stage of its price cycle its main raw material was in. Because inflation would constantly be increasing the dollar price of the commodity over time, an analyst would remove the effects of inflation from the commodity's historical prices first. Once inflation was controlled for, the analyst would then have a much more accurate picture of the price cycles experienced by the commodity.

Investment dictionary. . 2012.

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  • Fourier analysis — Fourier analizė statusas T sritis automatika atitikmenys: angl. Fourier analysis vok. Fourier Analyse, f; Fouriersche Analyse, f rus. анализ Фурье, m pranc. analyse de Fourier, f ryšiai: sinonimas – Furjė analizė …   Automatikos terminų žodynas

  • Fourier analysis — In mathematics, Fourier analysis is a subject area which grew out of the study of Fourier series. The subject began with trying to understand when it was possible to represent general functions by sums of simpler trigonometric functions. The… …   Wikipedia

  • Fourier-Analysis — Die Fourier Analysis (Aussprache des Namens: fur je) auch bekannt als Fourier Analyse oder klassische harmonische Analyse ist die Theorie der Fourier Reihen und Fourier Integrale. Ihre Ursprünge reichen in das 18. Jahrhundert zurück. Benannt sind …   Deutsch Wikipedia

  • Fourier analysis — Furjė analizė statusas T sritis fizika atitikmenys: angl. Fourier analysis vok. Fouriersche Analyse, f rus. анализ Фурье, m pranc. analyse de Fourier, f …   Fizikos terminų žodynas

  • Fourier analysis — Physics, Math. 1. the expression of any periodic function as a sum of sine and cosine functions, as in an electromagnetic wave function. Cf. Fourier series. 2. See harmonic analysis. [1925 30; named after J.B.J. FOURIER] * * * …   Universalium

  • Fourier analysis — noun Etymology: Baron J.B.J. Fourier died 1830 French geometrician & physicist Date: circa 1928 the process of using the terms of a Fourier series to find a function that approximates periodic data …   New Collegiate Dictionary

  • Fourier analysis — n. Math. the resolution of periodic data into harmonic functions using a Fourier series. Etymology: J. B. J. Fourier, Fr. mathematician d. 1830 …   Useful english dictionary

  • Fourier analysis — Loosely, the use of Fourier transformations to convert a time based signal to a frequency spectrum and back, allowing any periodic property of the signal to be identified …   Dictionary of molecular biology

  • Fourier analysis — Fou′rier anal ysis n. math. the expression of any periodic function as a sum of sine and cosine functions, as in an electromagnetic wave function • Etymology: 1925–30; after J.B.J. Fourier …   From formal English to slang

  • Fourier analysis — /fʊriər əˈnæləsəs/ (say fooreeuhr uh naluhsuhs) noun the decomposition of any periodic function such as a complex sound or electromagnetic waveform into the sum of a number of sine and cosine functions. {from JBJ Fourier} …   Australian English dictionary

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