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- Rolling() gives values different from pd.rolling() · 4 ✖
id | html_url | issue_url | node_id | user | created_at | updated_at ▲ | author_association | body | reactions | performed_via_github_app | issue |
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948691519 | https://github.com/pydata/xarray/issues/5877#issuecomment-948691519 | https://api.github.com/repos/pydata/xarray/issues/5877 | IC_kwDOAMm_X844i-I_ | mathause 10194086 | 2021-10-21T14:45:47Z | 2021-10-21T14:45:47Z | MEMBER | AFAIK bottleneck uses a less precise algorithm for sums than numpy (pydata/bottleneck#379). However, I don't know why this yields 0 at the beginning but not at the end. A slightly more minimal example: ```python import bottleneck as bn import numpy as np import pandas as pd data = np.array( [ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.31, 0.91999996, 8.3, 1.42, 0.03, 1.22, 0.09999999, 0.14, 0.13, 0.0, 0.12, 0.03, 2.53, 0.0, 0.19999999, 0.19999999, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, ], dtype="float32", ) bn.move_sum(data, window=3) pd.Series(data).rolling(3).mean() np.convolve(data, np.ones(3), 'valid') / 3 ``` |
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Rolling() gives values different from pd.rolling() 1030768250 | |
947906426 | https://github.com/pydata/xarray/issues/5877#issuecomment-947906426 | https://api.github.com/repos/pydata/xarray/issues/5877 | IC_kwDOAMm_X844f-d6 | chiaral 8453445 | 2021-10-20T17:59:13Z | 2021-10-20T17:59:13Z | CONTRIBUTOR | Yup - just followed your suggestion and: 1) conda removed and now the array([ nan, nan, 0. , 0. , 0. , 0. , 0. , 0.31 , 1.23 , 9.530001 , 10.64 , 9.75 , 2.67 , 1.35 , 1.46 , 0.36999997, 0.26999998, 0.25 , 0.14999999, 2.68 , 2.56 , 2.73 , 0.39999998, 0.39999998, 0.19999999, 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. ], dtype=float32) could you elaborate more on the issue? is this because of some bouncing between precisions across packages? But why do I have zeros at the beginning of the rolling sum and non zeros after having calculated a sum? it is not consistent in the behaviour. Thanks tho! |
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Rolling() gives values different from pd.rolling() 1030768250 | |
947893467 | https://github.com/pydata/xarray/issues/5877#issuecomment-947893467 | https://api.github.com/repos/pydata/xarray/issues/5877 | IC_kwDOAMm_X844f7Tb | mathause 10194086 | 2021-10-20T17:41:04Z | 2021-10-20T17:41:04Z | MEMBER | Thanks for the report. Without testing anything I suspect that this is due to the use of |
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Rolling() gives values different from pd.rolling() 1030768250 | |
947195221 | https://github.com/pydata/xarray/issues/5877#issuecomment-947195221 | https://api.github.com/repos/pydata/xarray/issues/5877 | IC_kwDOAMm_X844dQ1V | chiaral 8453445 | 2021-10-20T00:02:58Z | 2021-10-20T00:02:58Z | CONTRIBUTOR | Adding a few extra observations:
But when I switch to other operations, like whereas
array([[ nan, nan, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 1.78978585e-01, 4.68081166e-01, 4.44740760e+00, 4.12409195e+00, 4.42830679e+00, 7.51465227e-01, 6.67757461e-01, 6.35400157e-01, 2.08166670e-02, 7.81024957e-02, 7.23417792e-02, 6.24499786e-02, 1.41810905e+00, 1.45211339e+00, 1.40652052e+00, 1.15470047e-01, 1.15470047e-01, 1.15470047e-01, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08, 9.60572442e-08]]) |
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Rolling() gives values different from pd.rolling() 1030768250 |
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