statsmodels.tsa.filters.filtertools.fftconvolve3

statsmodels.tsa.filters.filtertools.fftconvolve3(in1, in2=None, in3=None, mode='full')[source]

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


Last update: Feb 28, 2024