I am trying to compare two data sets in MATLAB. To do this I need to filter the data sets by Fourier transforming the data, filtering it and then inverse Fourier transforming it.

When I inverse Fourier transform the data however I get a spike at either end of the red data set (picture shows the first spike), it should be close to zero at the start, like the blue line. I am comparing many data sets and this only happens occasionally.

I have three questions about this phenomenon. First, what may be causing it, secondly, how can I remedy it, and third, will it affect the data further along the time series or just at the beginning and end of the time series as it appears to from the picture.

Any help would be great thanks.