If i binned time series data for particular time interval 't' and choose a window period of lets say 5 bins and converted into n rows as train data(5 bins for each row) and a y_value(need to be predicted) for my machine learning problem, How to find FFT for each row (for 5 bins which is a single data point) and make it as seventh feature in train data ?

Please shed light on how to find FFT and is it feasible to find FFT on such less interval(5 bins)

  • $\begingroup$ Could you shed some light on the motivation for this? After all, the FFT is a linear transformation of the data, so in many models including it as another feature wouldn't accomplish anything. $\endgroup$ – whuber Aug 15 at 15:06

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