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Bandpass filter fails with lanczos method #426

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CommonClimate opened this issue May 23, 2023 · 0 comments
Open

Bandpass filter fails with lanczos method #426

CommonClimate opened this issue May 23, 2023 · 0 comments
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@CommonClimate
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Currently only the (default) Butterworth method for filter allows to pass a list of scales/frequencies to obtain a bandpass-filtered series.

ts.filter(method='lanczos',cutoff_scale=[2,8])

returns:
ValueError: Lanczos filter requires a scalar input as cutoff scale/frequency

However, nothing prevents a lowpass filter from being used as a bandpass filter, like so:

ts_hi = ts.filter(method = 'my non_butterworth method', scale = scale_hi)
ts_lo = ts.filter(method = 'my non_butterworth method', scale = scale_lo)
ts_bd = ts_hi - ts_lo

This should be what happens when calling ts.filter(method = 'my non_butterworth method', scale = [scale_hi, scale_lo])

Suggest generalizing so that this option is available to all methods

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