issues: 535703663

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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
535703663 MDU6SXNzdWU1MzU3MDM2NjM= 3608 Feature Request: Efficient rolling with strides 5802846 open 0     8 2019-12-10T12:38:59Z 2021-07-28T11:58:28Z   CONTRIBUTOR      

Xarray is facing the same issues in its current rolling implementation (DataArrayRolling and DatasetRolling) as described in this pandas issue. Namely, the construct methods stride parameter is applied after the rolling is computed. Technically, we are computing more than we would need to because we partially throwing it away due to striding.

In PR #3607 the issue is solved for the ...Rolling's __iter__ function but not for the construct, reduce and _bottleneck_reduce methods. Since the way Xarray's rolling is implemented relies on numpy, we could introduce a sliding window function as described here.

Any opinions?

 
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     13221727 issue

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