DFT – Trigonometric representation

DFT – Trigonometric representation

There have been several inquiries since the time we released our first entry on DFT, especially about using the DFT components to represent the input data set as the sum of the trigonometric sine-cosine functions.

The inquiries were motivated by using this representation to interpolate intermediate values, and possibly extrapolate (aka forecast) beyond the input data set.

We prepared the second entry on DFT to tackle those inquiries in more depth, and to clarify few misconceptions. 

More details can be found here.

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