Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Bivariate Data Time Series Filtering in the Frequency Domain  
See also: fourier transform, types of filters  
Filtering in the Frequency DomainThe Fourier transform is a universal tool for filtering, since the signal may be converted freely without loss between the time and the frequency domain. In order to apply a filter using virtually any filter function, one simply has to transform the signal into the frequency domain, apply the filter function, and transform it back into the time domain. Below is a simple example of the application of the Fourier transform for filtering purposes. In order to become more familiar with that type of filtering, an interactive example can be started by clicking into the image. 

Home Bivariate Data Time Series Filtering in the Frequency Domain 