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The power of asteroseismology relies on the ability to infer the stellar structure from the unambiguous frequency identification of the corresponding pulsation mode. Hence, the use of a Fourier transform is in the basis of asteroseismic studies. Nevertheless, the difficulties with the interpretation of the frequencies found in many stars lead us to reconsider whether Fourier analysis is the most appropriate technique to identify pulsation modes. We have found that the data, usually analyzed using Fourier techniques, present a non-analyticity originating from the lack of connectivity of the underlying function describing the physical phenomena. Therefore, the conditions for the Fourier series to converge are not fulfilled. In the light of these results, we examine in this talk some stellar light curves from different asteroseismology space missions (CoRoT, Kepler and SoHO) in which the interpretation of the data in terms of Fourier frequencies becomes difficult. We emphasize the necessity of a new interpretation of the stellar light curves in order to identify the correct frequencies of the pulsation modes., 5 pages, 5 figures, contributed talk for IAU Symposium No. 301 'Precision Asteroseismology', J.A. Guzik, W.J. Chaplin, G. Handler & A. Pigulski, eds

The need for a proper interpolation method for data coming from space missions like CoRoT is emphasized. A new gap-filling method is introduced which is based on auto-regressive moving average interpolation (ARMA) models. The method is tested on light curves from stars observed by the CoRoT satellite, filling the gaps caused by the South Atlantic Anomaly.