This question might be a little bit different, but i am having hard time to find some sort of a list/book/website/advice, with very practical time domain functions that provides useful insgihts for a series of numbers in time domain (frequencies of less than 1Hz)

Examples - FFT to find periods in a noisy signal, Autocorrelation for finding an interesting correlations between 2 curves.

Very curious to know about more, maybe more functionality about prediction and information that is useful and critical in real life.

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    $\begingroup$ It's really not obvious which exact kind of topic(s) you want to focus on? Signals? Systems? Filters? Harmonic Analysis (CTFT,DTFT, DFT, DCT, FFT)? Random Processes? Estimation? Prediction? Adaptive Systems? Modulation? Feedback? Control? Which exact topic(s) you want books on? $\endgroup$ – Fat32 Nov 26 '18 at 14:22
  • $\begingroup$ Thanks, sorry. Say I am getting time series from many sources, say temperature sensors, voltages, lights, motors speed, etc. I would like to find interesting connections between them, predictions, things I can’t see in bare eyes, actionable insights $\endgroup$ – Curnelious Nov 26 '18 at 14:24
  • $\begingroup$ ok then how you want to process them? what's the pupose of the processing? signal estimation? spectral analysis? linear predicton? filtering? Ok so you want correlative analysis... $\endgroup$ – Fat32 Nov 26 '18 at 14:28

I've written a series of three blog articles about three families of time domain frequency calculation for single pure tones, real or complex. You can find them here:

The applicability in DSP is rather limited, but if this is what you are doing, these are the formulas you want.


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