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IFFT

gts

The IFFT function computes an Inverse Fast Fourier Transform of two Geo Time Series™ representing real and imaginary parts of FFT coefficients.

The result is the reconstructed Geo Time Series™. The ticks of this reconstructed GTS are the coefficient indices. They must be multipled by the original bucketspan to space the ticks according to the decomposed Geo Time Series™. The bucketspan is equal to X / (n * factor) where X is the number of time units in a second, n is the number of coefficients and factor is the scale factor returned by FFT.

IFFT is available since version 1.0.0.

See also

Signatures

Examples

NEWGTS 1 512 <% 'k' STORE $k 1000 * 500 + NaN NaN NaN $k 180.0 / DUP SIN SWAP 100 * COS + ADDVALUE %> FOR DUP [ SWAP bucketizer.last 0 1000 0 ] BUCKETIZE FFT // Extract Re, Im and scale factor UNLIST UNLIST // Store scale factor 'factor' STORE // Compute Inverse Fast Fourier Transform IFFT // Compute bucketspan DUP SIZE 'n' STORE STU $factor $n * / // Multiply ticks by the bucketspan TIMESCALE // // Note that the first tick is 0 regardless of the original GTS first tick //