4 ms·
Would FFT even be appropriate for nonstationary time series? Wavelets seem more appropriate for such time series (not sure about how peformant they would be tho
by hntrader 6y ago
Would FFT even be appropriate for nonstationary time series? Wavelets seem more appropriate for such time series (not sure about how peformant they would be though, the R package runs pretty slow even for small datasets)