python - Get all subsequences of a numpy array

Question

Given an a numpy array of size n and an integer m I want to generate all sequential m length subsequences of the array, preferably as a two dimensional array.

Example:

>>> subsequences(arange(10), 4)

array([[0, 1, 2, 3, 4, 5, 6],
       [1, 2, 3, 4, 5, 6, 7],
       [2, 3, 4, 5, 6, 7, 8],
       [3, 4, 5, 6, 7, 8, 9]])

the best way I can come up with to do this is

def subsequences(arr, m):
    n = arr.size
    # Create array of indices, essentially solution for "arange" input
    indices = cumsum(vstack((arange(n - m + 1), ones((m-1, n - m + 1), int))), 0)
    return arr[indices]

Is there a better, preferably built in, function that I'm missing?

Answer 1

scipy.linalg.hankel does this.

from scipy.linalg import hankel
def subsequences(v, m):
    return hankel(v[:m], v[m-1:])