3Blue1Brown: But what is the Fourier Transform?

Here on Physics of Risk we often are interested in the power spectral density of the time series. We have earlier provided a couple of interactive examples (see here, here and here) illustrating the concept as well as a brief introductory discussion. In this post we would like to suggest viewing a video by 3Blue1Brown in which an interesting intuition on this very topic is provided in a very fascinating manner.