Hi! I have a set of time-series data. I’d just like to ask, are there packages available to decompose the signal into the power spectrum and the density/amplitude?

And also, I would like to ask if there is a way to do filtering of the time-series based on frequency as well?

The time-series data would most likely be evenly spaced in time.

DSP.jl should be your first stop for time-series evenly spaced in time.

I’ve had a look at DSP.jl, but I do not understand how to use it from the documentation. There is no simple example that shows how to construct `filt`

, for example. I do not know what we mean by filter coefficients?

I could do it very easily in MATLAB using FFT, for example, but I’m not sure what the equivalent is here?

If you search here in discourse the tags `dsp`

and `fftw`

you will find several of them.