It has all the necessary padding to make the Eigen implementation efficient.

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But of course with an FFT we could have looked across all lags simultaneously — and we probably would have been able to publish on the basis of the cool maths it would have contained!

]]>Mitzi’s fascinated by George Church’s lab’s analysis of circadian rhythms of fruit flies — that involved Fourier analysis.

For natural language data, I’d think you could tease apart daily, weekly, monthly and annual cycles using raw data containing frequency of relevant terms like “weekend” and “Saturday” and “New Year’s” (though it does bring up that different cultures have different start of year dates and 24 time zones could be problematic. In fact, it’d make a neat project to do this the other way around. Calculate the autocorrelations of a bunch of terms and figure out which ones are periodic.

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