In
signal processing, a window function (or apodization function) is a
function that is zero-valued outside of some chosen
interval. For instance, a function that is constant inside the interval and zero elsewhere is called a rectangular window, which describes the shape of its graphical representation. When another function or a signal (data) is multiplied by a window function, the product is also zero-valued outside the interval: all that is left is the "view" through the window. Applications of window functions include spectral analysis,
filter design and
beamforming.
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In
Time Series , the Hamming window is a weighted moving average transformation used to smooth the periodogram values. In the Hamming (named after R. W. Hamming) window or Tukey- Hamming window (Blackman and Tukey, 1958), for each frequency, the weights for the weighted moving average of the periodogram values are computed as:
wj = 0.54 + 0.46*cosine( *j/p) (for j=0 to p)
w-j = wj (for j 0)
where p = (m-1)/2