Goertzel Fourier Transform (DFT) Source Code
Cycle detection using discrete Goertzel Fourier transform (+ Video)
This article provides source code for the Goertzel algorithm to compute individual terms of the discrete Fourier transform. The first form provides the standard Goertzel loop. The second form provides a generalized version for the case of non-integer frequency values.
The Goertzel algorithm provides a flexible and improved way to apply cycle analysis to time series datasets. Please watch my cycles course for benefits and background using standard FFT, Goertzel and generalized Goertzel algorithms:
Further reading & references:
» Reference to Goertzel algorithm: Wikipedia on Goertzel
» Sysel, P., Rajmic, P. Goertzel algorithm generalized to non-integer multiples of fundamental frequency. EURASIP J. Adv. Signal Process. 2012, 56 (2012). https://doi.org/10.1186/1687-6180-2012-56
Source code section
Code is provided in .NET C# language.
Keep reading with a 7-day free trial
Subscribe to Stock Market Cycles to keep reading this post and get 7 days of free access to the full post archives.