title: Which operation in the FFT that is disturbed with the NAN values
body: <p>I know that FFT function cannot work with NAN values. We used either inerpolation to get ride of those NAN or we replace the NAN with zeros. Yet, I am wondering why FFT cannot work with NAN?. FFT basically makes a summation of the time series after multiply with different harmonics, and most libraries have function that perform summation while skipping NAN values. 
  Thanks </p>