Filter bank feature to prepare data for AE-HMM

[davidhaslacher]

As far as I can tell, it is currently only possible to prepare data within a single frequency band (i.e. it is not possible to filter several copies of the data, that are then concatenated across channels). In some situations, however, one might want to use the AE-HMM model on data featuring multiple frequency bands (e.g. for EEG sensor-space analyses). Would it be sensible to add such a filter bank feature as a preprocessing option?

[cgohil8]

Is there a python package (e.g. scipy or MNE) that contains a function for the preprocessing step you'd like to apply?