INNER CODE UNIT · Python

fft_convolve

matrix-profile-foundation/matrixprofile · matrixprofile/core.py:397

def fft_convolve(ts, query):
    """
    Computes the sliding dot product for query over the time series using
    the quicker FFT convolution approach.

    Parameters
    ----------
    ts : array_like
        The time series.
    query : array_like
        The query.

    Returns
    -------
    array_like - The sliding dot product.
    """
    n = len(ts)
    m = len(query)

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