statsmodels.tsa.filters.filtertools.fftconvolveinv#

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

Convolve two N-dimensional arrays using FFT. See convolve

Parameters:
in1array_like

First input array.

in2array_like

Second input array, used as the inverse filter.

modestr, optional

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

Returns:
ndarray

The convolved array.

Notes

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