Time-Frequency Analysis Methods and Applications in SAS

This technical paper discusses time-frequency analysis methods and their applications within the SAS environment, particularly focusing on the SAS IML software. It begins by providing a foundational understanding of digital signal processing (DSP), which is essential for manipulating and analyzing signals through digital means. The paper outlines various methodologies such as the Fast Fourier Transform (FFT), sampling techniques, and the Hilbert Transform, detailing how these techniques can be applied to analyze high-frequency data. Additionally, it introduces specific functions available in SAS IML, including the TFSTFT function, UNWRAP function, and others, explaining their roles in signal processing. Real-world examples are presented to illustrate the practical application of these tools. The target audience for this paper includes data scientists and engineers interested in leveraging signal processing techniques for data analysis. The paper concludes with references for further reading.