nytlabs/streamtools — pull request #314 by mikedewar (2014-03-19 16:15:41+00:00)
Title: added fft query to timeseries

so this is the basic fft for a time series. Complex numbers are returned as an array, real first then imaginary. Not sure if this is great. Happy to take suggestions.

This essentially implements a windowed fft. It's not, for example, an online algorithm that converges on "the" fft. Not sure if that's something we want.

Also this only works with timeseries of real values. We'll need to think hard if we want timeseries to store objects at some point.

![image](https://f.cloud.github.com/assets/149211/2462482/b340b7de-af81-11e3-8f4b-145a407f0202.png)