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?
For FFT look at: FFT Tutorial | Using the Fast Fourier Transform
For filter design look at Filters - filter design and filtering · DSP.jl
You find some exaples at the end: Filters - filter design and filtering · DSP.jl
A simple, but outdated tutorial is A really brief introduction to audio signal processing in Julia | seaandsailor .
If you search here in discourse the tags dsp and fftw you will find several of them.