Engineering Alpha

Engineering Alpha

Signal Processing for Time Series: The Hilbert Transform

Signal Processing Topics for Time Series Analysis

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jul 23, 2026
∙ Paid

Most time series analysis begins with a very human fantasy:

“Surely, somewhere inside this noisy mess, there is a clean signal.”

Sometimes there is.

Often there is not.

But signal processing gives us tools to look anyway, because apparently optimism becomes acceptable once wrapped in equations.

In previous articles, we looked at techniques that help decompos…

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