Introducing a TimeSeries.convolve() method based on the overlap-save algorithm (!883) · Merge requests · Duncan Macleod / gwpy

Duncan Macleod requested to merge github/fork/alurban/new-filter-conv into develop Aug 24, 2018

Created by: alurban

@duncanmmacleod, this PR introduces a TimeSeries.convolve() method which efficiently applies an FIR filter to a long timeseries using the overlap-save algorithm. It also adds a unit test for TimeSeries.convolve() which prepares a timeseries and then checks that the input data are unchanged by convolving with a delta function.

@andrew-lundgren, this fixes #451 (closed).

Introducing a TimeSeries.convolve() method based on the overlap-save algorithm

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