4.8.18. statsmodels.tsa.filters.filtertools¶
Linear Filters for time series analysis and testing
TODO: * check common sequence in signature of filter functions (ar,ma,x) or (x,ar,ma)
Created on Sat Oct 23 17:18:03 2010
Author: Josef-pktd
4.8.18.1. Functions¶
convolution_filter(x, filt[, nsides]) |
Linear filtering via convolution. |
fftconvolve3(in1[, in2, in3, mode]) |
Convolve two N-dimensional arrays using FFT. |
fftconvolveinv(in1, in2[, mode]) |
Convolve two N-dimensional arrays using FFT. |
miso_lfilter(ar, ma, x[, useic]) |
use nd convolution to merge inputs, |
recursive_filter(x, ar_coeff[, init]) |
Autoregressive, or recursive, filtering. |