id,node_id,number,title,user,state,locked,assignee,milestone,comments,created_at,updated_at,closed_at,author_association,active_lock_reason,draft,pull_request,body,reactions,performed_via_github_app,state_reason,repo,type 1396969695,I_kwDOAMm_X85TRBDf,7128,`rolling().sum()` is numerically unstable,19997801,closed,0,,,4,2022-10-04T23:39:31Z,2022-11-30T01:43:26Z,2022-11-30T01:43:26Z,NONE,,,,"### What happened? On an input array like ```mydata.values[0,0,:] array([0. , 0. , 0. , 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0. , 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 0.57392103, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 2.29551022, 0.57383408, 0.57383408, 0.57383408, 0.57383408, 0.57383408, 0.57383408, 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. , 0. ]) ``` that has all positive values, and then zeros, computing the rolling sum (or mean) leads to negative values ``` mydata.rolling(t=3, min_periods=1).sum().values[0,0,:] array([-3.33066907e-14, -3.33066907e-14, -3.33066907e-14, 5.73921029e-01, 2.14784206e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.14784206e+00, 1.14784206e+00, 1.14784206e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 1.72176309e+00, 3.44335228e+00, 5.16494146e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 6.88653065e+00, 5.16485452e+00, 3.44317838e+00, 1.72150224e+00, 1.72150224e+00, 1.72150224e+00, 1.72150224e+00, 1.14766816e+00, 5.73834081e-01, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14, -3.35287353e-14]) ``` Both arrays have dtype = float64. The issue aggravates as the rolling window increases. ### What did you expect to happen? the rolling calculation could be more numerically precise by keeping track for instance of the Kahan compensation term. https://en.wikipedia.org/wiki/Kahan_summation_algorithm ### MVCE confirmation - [X] Minimal example — the example is as focused as reasonably possible to demonstrate the underlying issue in xarray. - [X] Complete example — the example is self-contained, including all data and the text of any traceback. - [X] Verifiable example — the example copy & pastes into an IPython prompt or [Binder notebook](https://mybinder.org/v2/gh/pydata/xarray/main?urlpath=lab/tree/doc/examples/blank_template.ipynb), returning the result. - [X ] New issue — a search of GitHub Issues suggests this is not a duplicate. ### Environment this is reproducible across xarray versions, but mine is 2022.09.0. ","{""url"": ""https://api.github.com/repos/pydata/xarray/issues/7128/reactions"", ""total_count"": 0, ""+1"": 0, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,completed,13221727,issue