statsmodels.tsa.filters.filtertools.fftconvolveinv(in1, in2, mode='full')[source]

Convolve two N-dimensional arrays using FFT. See convolve.

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: Sep 01, 2023