Approach #1 : Using broadcasting
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def broadcasting_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.size-L)//S)+1
return a[S*np.arange(nrows)[:,None] + np.arange(L)]
Approach #2 : Using more efficient NumPy strides
-
def strided_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.size-L)//S)+1
n = a.strides[0]
return np.lib.stride_tricks.as_strided(a, shape=(nrows,L), strides=(S*n,n))
Sample run -
In [143]: a
Out[143]: array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
In [144]: broadcasting_app(a, L = 5, S = 3)
Out[144]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])
In [145]: strided_app(a, L = 5, S = 3)
Out[145]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])