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  • N-D rolling · 2 ✖

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208056716 https://github.com/pydata/xarray/issues/819#issuecomment-208056716 https://api.github.com/repos/pydata/xarray/issues/819 MDEyOklzc3VlQ29tbWVudDIwODA1NjcxNg== shoyer 1217238 2016-04-10T20:05:24Z 2016-04-10T20:05:24Z MEMBER

@magonser We could add support for strides, but for builtin operations like min, max, sum and mean, the implementation could not be any more efficient than doing the rolling window calculation first and then using indexing to select out the strides afterwards -- we already use one a pass algorithm (via bottleneck) that uses each data point once.

 
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   N-D rolling 146287030
206417958 https://github.com/pydata/xarray/issues/819#issuecomment-206417958 https://api.github.com/repos/pydata/xarray/issues/819 MDEyOklzc3VlQ29tbWVudDIwNjQxNzk1OA== jhamman 2443309 2016-04-06T15:04:55Z 2016-04-06T15:04:55Z MEMBER

@forman -

The main reason this isn't supported yet is that we haven't implemented it yet. I recently added the Rolling object to xarray and our initial application aimed to wrap the bottleneck moving window functions. Because the bottleneck moving window functions only supports one windowing axis, we have also adopted that constraint for now.

At this point, I don't know of any plans to extend this functionality although we could discuss further. The complexity of N-D rolling aggregations does increase a fair bit and we would ideally like to let a lower level package (e.g. bottleneck) handle most of that. Since you seem to have a tangible application for the N-D rolling feature, maybe this is something you want to contribute to?

 
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   N-D rolling 146287030

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