Intro to Time Series
Windowing is a technique used in signal processing to reduce spectral leakage when analyzing signals, especially in the context of Fourier analysis and spectral density estimation. By applying a window function to a finite segment of data, it helps to minimize abrupt changes at the edges of the segment, leading to a more accurate representation of the signal's frequency content. This process is crucial for producing reliable periodograms and improving spectral density estimates.
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