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Mark Aron Szulyovszky
6 lines
231 B
Python
6 lines
231 B
Python
import numpy as np
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def rolling_window(a, window):
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shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
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strides = a.strides + (a.strides[-1],)
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return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides) |