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

Parameters:
in1array_like

First input array.

in2array_like, optional

Second input array. At least one of in2 and in3 must be given.

in3array_like, optional

Third input array. At least one of in2 and in3 must be given.

modestr, optional

Convolution mode, one of ‘full’, ‘same’, or ‘valid’.

Returns:
ndarray

The convolved array.

Notes

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