Fourier analysis is a method of characterizing the cyclical behavior of a time series. The Fast Fourier Transform (FFT) is a simplified Fourier calculation that allows for fast analysis on a computer. The FFT expresses a time series as the sum of sine waves across a range of frequencies (1 / cycle length). Using the amplitude and phase of the sine waves, calculations of a data streams power and amplitude can be made across a frequency range and calculation of a data streams angle, real part, and imaginary part can be made for a discreet frequency.
