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  • fujiisoup · 2 ✖

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  • Could a DataArrayRolling object compute an arbitrary function on rolling windows? · 2 ✖

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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
438357503 https://github.com/pydata/xarray/issues/1666#issuecomment-438357503 https://api.github.com/repos/pydata/xarray/issues/1666 MDEyOklzc3VlQ29tbWVudDQzODM1NzUwMw== fujiisoup 6815844 2018-11-13T17:21:38Z 2018-11-13T17:21:38Z MEMBER

E.g. consider a 1000x1000x1000 array for which I want to apply rolling window of length 500 along the final dimension; I believe Rolling.construct/reduce will construct a 1000x1000x1000x500 array.

construct method does not allocate that large array in memory. It uses the strided trick and therefore consumers only the order of 1000x1000x1000. But sometimes the user function does not like strangely strided array, e.g. nansum allocate large array with 1000x1000x1000x500 internally.

What function are you using?

Maybe we can add apply method but I think we need to decide a good balance between memory and computational efficiency.

 
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   Could a DataArrayRolling object compute an arbitrary function on rolling windows? 269297904
438324506 https://github.com/pydata/xarray/issues/1666#issuecomment-438324506 https://api.github.com/repos/pydata/xarray/issues/1666 MDEyOklzc3VlQ29tbWVudDQzODMyNDUwNg== fujiisoup 6815844 2018-11-13T16:12:25Z 2018-11-13T16:12:25Z MEMBER

Maybe we need a better API similar to Groupby.apply, but it can be doable by construct method that gives another DataArray with windowed dimension attached to the last position.

We can apply any function on this constructed DataArray.

 
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   Could a DataArrayRolling object compute an arbitrary function on rolling windows? 269297904

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