- statsmodels.tsa.filters.filtertools.fftconvolve3(in1, in2=None, in3=None, mode='full')¶
Convolve two N-dimensional arrays using FFT. See convolve.
For use with arma (old version: in1=num in2=den in3=data
better for consistency with other functions in1=data in2=num in3=den
note in2 and in3 need to have consistent dimension/shape since I’m using max of in2, in3 shapes and not the sum
copied from scipy.signal.signaltools, but here used to try out inverse filter does not work or I cannot get it to work
2010-10-23 looks ok to me for 1d, from results below with padded data array (fftp) but it does not work for multidimensional inverse filter (fftn) original signal.fftconvolve also uses fftn