Data Denoising with Fast Fourier Filter¶
This step applies the well-known Fast Fourier Transform algorithm to decompose a signal into its frequency components. The signal noise can be removed by suppressing the high frequency components.
- One-dimensional time series data
- The cut-off frequency
- Denoised time series data
D. Lorenz, T. Koehler, A comparison of denoising methods for one dimensional time series, DFG-Schwerpunktprogramm 1114, Preprint 74, 2005.