Time-frequency analysis
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Conventionally, time series have been studied either in the time domain or the frequency domain. The representation of a signal in the time domain is localized in time, i.e. the value of the signal at each instant in time is well defined. However, the time representation of a signal is poorly localized in frequency, i.e. little information about the frequency content of the signal at a certain frequency can be known by looking at the signal in the time domain. On the other hand, the representation of a signal in the frequency domain is well localized in frequency, but is poorly localized in time, and as a consequence it is impossible to tell when certain events occurred in time.