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  • jhamman · 4 ✖

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  • Rolling window operation does not work with dask arrays · 4 ✖

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id html_url issue_url node_id user created_at updated_at ▲ author_association body reactions performed_via_github_app issue
328731021 https://github.com/pydata/xarray/issues/1279#issuecomment-328731021 https://api.github.com/repos/pydata/xarray/issues/1279 MDEyOklzc3VlQ29tbWVudDMyODczMTAyMQ== jhamman 2443309 2017-09-12T04:13:37Z 2017-09-12T04:13:37Z MEMBER

see #1568 for PR that adds this

 
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   Rolling window operation does not work with dask arrays 208903781
328690191 https://github.com/pydata/xarray/issues/1279#issuecomment-328690191 https://api.github.com/repos/pydata/xarray/issues/1279 MDEyOklzc3VlQ29tbWVudDMyODY5MDE5MQ== jhamman 2443309 2017-09-11T23:48:58Z 2017-09-12T04:13:15Z MEMBER

@darothen and @shoyer -

Here's a little wrapper function that does the dask and bottleneck piece...

Python def dask_rolling_wrapper(moving_func, a, window, min_count=None, axis=-1): '''wrapper to apply bottleneck moving window funcs on dask arrays''' # inputs for ghost if axis < 0: axis = a.ndim + axis depth = {d: 0 for d in range(a.ndim)} depth[axis] = window - 1 boundary = {d: np.nan for d in range(a.ndim)} # create ghosted arrays ag = da.ghost.ghost(a, depth=depth, boundary=boundary) # apply rolling func out = ag.map_blocks(moving_func, window, min_count=min_count, axis=axis, dtype=a.dtype) # trim array result = da.ghost.trim_internal(out, depth) return result

I don't think this would be all that difficult to drop into our current Rolling class.

 
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   Rolling window operation does not work with dask arrays 208903781
328724745 https://github.com/pydata/xarray/issues/1279#issuecomment-328724745 https://api.github.com/repos/pydata/xarray/issues/1279 MDEyOklzc3VlQ29tbWVudDMyODcyNDc0NQ== jhamman 2443309 2017-09-12T03:30:20Z 2017-09-12T03:30:20Z MEMBER

@darothen - I'll open a PR in a few minutes. I'll fix the typos.

 
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   Rolling window operation does not work with dask arrays 208903781
284132513 https://github.com/pydata/xarray/issues/1279#issuecomment-284132513 https://api.github.com/repos/pydata/xarray/issues/1279 MDEyOklzc3VlQ29tbWVudDI4NDEzMjUxMw== jhamman 2443309 2017-03-04T06:45:11Z 2017-03-04T06:45:11Z MEMBER

An idea...since we only have 1-D rolling methods in xarray, couldn't we just use map_blocks with numpy/bottleneck functions when the rolling dimension is completely contained in a dask chunk?

 
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   Rolling window operation does not work with dask arrays 208903781

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