Short-Time-Fourier-Transform

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

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

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

References and Notes

  1. Cousera