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  • fujiisoup 9
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  • Rolling window with `as_strided` · 13 ✖

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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
369464776 https://github.com/pydata/xarray/pull/1837#issuecomment-369464776 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2OTQ2NDc3Ng== jhamman 2443309 2018-03-01T03:41:48Z 2018-03-01T03:41:48Z MEMBER

nice work @fujiisoup!

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  Rolling window with `as_strided` 289556132
369438064 https://github.com/pydata/xarray/pull/1837#issuecomment-369438064 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2OTQzODA2NA== fujiisoup 6815844 2018-03-01T00:59:37Z 2018-03-01T00:59:37Z MEMBER

@shyer, do you have further suggestions? I think this is almost ready.

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  Rolling window with `as_strided` 289556132
366572887 https://github.com/pydata/xarray/pull/1837#issuecomment-366572887 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2NjU3Mjg4Nw== fujiisoup 6815844 2018-02-19T02:14:35Z 2018-02-19T02:14:35Z MEMBER

@shoyer , thanks for the detailed review.

I noticed the benchmark test is still failing. After fixing this, I will merge this.

Thanks :)

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  Rolling window with `as_strided` 289556132
366488673 https://github.com/pydata/xarray/pull/1837#issuecomment-366488673 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2NjQ4ODY3Mw== fujiisoup 6815844 2018-02-18T02:56:49Z 2018-02-18T02:56:49Z MEMBER

@shoyer , thanks for the review.

These names are very descriptive, but unfortunately they are different for DataArray and Dataset, which means that users will need to write different code for different xarray types.

Agreed. Changed to_dataarray / to_dataset -> construct.

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  Rolling window with `as_strided` 289556132
366479069 https://github.com/pydata/xarray/pull/1837#issuecomment-366479069 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2NjQ3OTA2OQ== shoyer 1217238 2018-02-17T23:24:30Z 2018-02-17T23:24:30Z MEMBER

My final concern is about the name for these methods. Currently, you have two separate method names, to_dataset and to_dataarray(). These names are very descriptive, but unfortunately they are different for DataArray and Dataset, which means that users will need to write different code for different xarray types. I would slightly rather that we had a single method name that could be used for both, perhaps construct() or build(). Then you could write code like xarray_obj.rolling(time=100).construct(rolling_dim='window') without needing to know whether xarray_obj is a Dataset or DataArray.

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  Rolling window with `as_strided` 289556132
364825407 https://github.com/pydata/xarray/pull/1837#issuecomment-364825407 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2NDgyNTQwNw== fujiisoup 6815844 2018-02-12T04:18:32Z 2018-02-12T04:18:32Z MEMBER

What's the current status here vs #1883? Do you still want to merge that one first?

Yes. It looks I reverted to a wrong commit. I will overwrite most modifications in duck_array_ops and test_duck_array_ops after #1883 is merged..

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  Rolling window with `as_strided` 289556132
363621372 https://github.com/pydata/xarray/pull/1837#issuecomment-363621372 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2MzYyMTM3Mg== fujiisoup 6815844 2018-02-07T01:11:12Z 2018-02-07T01:11:12Z MEMBER

I sent a separate PR (#1883) for nan-reduce methods. I will continue / finish up this PR after #1883 is merged.

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  Rolling window with `as_strided` 289556132
361664085 https://github.com/pydata/xarray/pull/1837#issuecomment-361664085 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2MTY2NDA4NQ== shoyer 1217238 2018-01-30T17:10:44Z 2018-01-30T17:10:44Z MEMBER

I'll take a look, but I'm open to only fixing this nansum for numpy 1.13+ (or even requiring numpy 1.13 for rolling window arrays), as long as we don't break existing behavior on earlier versions of numpy.

On Tue, Jan 30, 2018 at 3:16 AM Keisuke Fujii notifications@github.com wrote:

Hmm... The support of nansum for object-dtype is much more difficult than I expected.

Now, I am stacked in supporting numpy<1.13. With numpy<1.13, nansum for the object type gives just a nan.

nansum scripts defined in numpy==1.13 does not help because != operator used here https://github.com/numpy/numpy/blob/6914bb41f0fb3c1ba500bae4e7d671da9536786f/numpy/lib/nanfunctions.py#L68 behaves differently in numpy<1.13.

I think our best choice is to revert this PR to 4189d71 https://github.com/pydata/xarray/commit/4189d71d9998ff83deb9a5d7035a2edaf628ae25 and left this issue to #1866 https://github.com/pydata/xarray/issues/1866.

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  Rolling window with `as_strided` 289556132
361562466 https://github.com/pydata/xarray/pull/1837#issuecomment-361562466 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM2MTU2MjQ2Ng== fujiisoup 6815844 2018-01-30T11:16:34Z 2018-01-30T11:16:34Z MEMBER

Hmm... The support of nansum for object-dtype is much more difficult than I expected.

Now, I am stacked in supporting numpy<1.13. With numpy<1.13, nansum for the object type gives just a nan.

nansum scripts defined in numpy==1.13 does not help because != operator used here behaves differently in numpy<1.13.

I think our best choice is to revert this PR to 4189d71 and left this issue to #1866.

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  Rolling window with `as_strided` 289556132
359960625 https://github.com/pydata/xarray/pull/1837#issuecomment-359960625 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM1OTk2MDYyNQ== fujiisoup 6815844 2018-01-23T22:58:46Z 2018-01-23T22:58:46Z MEMBER

Although nan-reduce methods (such as nanmean) might be sped up by replacing nan by a certain number before constructing a rolling window, this improvement brings another complexity into the code (and bottleneck already does this).

I want to finish this PR first and left such improvements to another chance. Please let me know if anyone has comments of this PR.

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  Rolling window with `as_strided` 289556132
359252185 https://github.com/pydata/xarray/pull/1837#issuecomment-359252185 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM1OTI1MjE4NQ== fujiisoup 6815844 2018-01-21T14:25:25Z 2018-01-21T14:25:25Z MEMBER

I think this is ready for the final review, including docs. I would like to add rolling methods to airspeed benchmark, but in another PR.

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  Rolling window with `as_strided` 289556132
359228984 https://github.com/pydata/xarray/pull/1837#issuecomment-359228984 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM1OTIyODk4NA== shoyer 1217238 2018-01-21T07:15:29Z 2018-01-21T07:15:29Z MEMBER

Would it make sense to add a stride argument to to_dataarray? You can always index afterwards, but that could be a nice shortcut. It will be much faster for dask, certainly. (We can also add this later if desired)

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  Rolling window with `as_strided` 289556132
358982464 https://github.com/pydata/xarray/pull/1837#issuecomment-358982464 https://api.github.com/repos/pydata/xarray/issues/1837 MDEyOklzc3VlQ29tbWVudDM1ODk4MjQ2NA== fujiisoup 6815844 2018-01-19T14:35:31Z 2018-01-19T14:35:31Z MEMBER

During the work, I notice a somehow unexpected behavior of rolling.

I expected that with min_periods=1 option, we will get an array without nan, It is true with center=False and also pd.rolling.

```python In [2]: da = xr.DataArray(np.arange(10), dims='x') In [3]: da.rolling(x=3, min_periods=1, center=False).sum() Out[3]: <xarray.DataArray (x: 10)> array([ 0., 1., 3., 6., 9., 12., 15., 18., 21., 24.]) Dimensions without coordinates: x

In [5]: s = pd.Series(np.arange(10)) s.rolling(3, min_periods=1, center=True).sum() Out[7]: 0 1.0 1 3.0 2 6.0 3 9.0 4 12.0 5 15.0 6 18.0 7 21.0 8 24.0 9 17.0 dtype: float64 But with `center=True`, we have a `nan` at the end. In [4]: da.rolling(x=3, min_periods=1, center=True).sum() Out[4]: <xarray.DataArray (x: 10)> array([ 1., 3., 6., 9., 12., 15., 18., 21., 24., nan]) Dimensions without coordinates: x ```

It is because we make shift operation after the rolling. https://github.com/pydata/xarray/blob/74d8318c68be884134d449afad18dfe731d48b72/xarray/core/rolling.py#L263-L269

If we pad the array before the rolling operation instead of shift, we will not get the last nan and the result would be the same to pandas. (rolling.to_dataarray('window_dim') does this).

I think this path is more intuitive. Any thoughts?

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  Rolling window with `as_strided` 289556132

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