3 ms·

Genuinely curious -- how do you create predictive time-series models in the frequency domain? (background: control systems)

• hprotagonist 7y ago
  speech recognition immediately jumps to mind
  • wenc 7y ago
    Speech recognition is generally not considered a time series problem though.
    • hprotagonist 7y ago
      what about speech is nontemporal?
      • wenc 7y ago
        Time series problems are indeed temporal, but not all temporal problems are time series problems. Time series deals with time-specific features of a discrete sequence like autocorrelation, trends, seasonality, etc. whereas frequency domain methods deal with, well, frequency. Support you’re are looking at sales patterns over a long period of time, which has certain patterns. FFTs are unlikely to tell you much that is useful or predict much whereas time series methods can reveal patterns where the t is the independent variable.