The process of decomposing any function of time or space into a sum of sinusoidal
functions using the → Fourier series and
→ Fourier transforms. In other words, any
data analysis procedure that describes or measures the fluctuations
in a time series by comparing them with sinusoids.
Fourier analysis is an essential component of much of modern applied and pure
mathematics. It forms an exceptionally powerful analytical tool for solving various
problems in many areas of mathematics, physics, engineering, biology, finance, etc.
and has opened up new realms of knowledge.
See also: After the French mathematician Baron Jean Baptiste Joseph Fourier (1768-1830),
whose work had a tremendous impact on the physical applications of mathematics;
→ analysis.