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  • Efficient rolling 'trick' · 4 ✖

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371990150 https://github.com/pydata/xarray/issues/1978#issuecomment-371990150 https://api.github.com/repos/pydata/xarray/issues/1978 MDEyOklzc3VlQ29tbWVudDM3MTk5MDE1MA== max-sixty 5635139 2018-03-10T01:23:06Z 2018-03-10T01:23:06Z MEMBER

this looks eerily similar to #1837

🤦‍♂️ I think my memory is getting worse every day! I glanced at this myself back in Jan.

Closing!

 
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   Efficient rolling 'trick' 304021813
371989690 https://github.com/pydata/xarray/issues/1978#issuecomment-371989690 https://api.github.com/repos/pydata/xarray/issues/1978 MDEyOklzc3VlQ29tbWVudDM3MTk4OTY5MA== fujiisoup 6815844 2018-03-10T01:18:11Z 2018-03-10T01:18:11Z MEMBER

Yes. ```python In [7]: da.rolling(date=3).construct('rolling_date') Out[7]: <xarray.DataArray (item: 2, date: 6, rolling_date: 3)> array([[[nan, nan, 0.], [nan, 0., 1.], [ 0., 1., 2.], [ 1., 2., 3.], [ 2., 3., 4.], [ 3., 4., 5.]],

   [[nan, nan,  6.],
    [nan,  6.,  7.],
    [ 6.,  7.,  8.],
    [ 7.,  8.,  9.],
    [ 8.,  9., 10.],
    [ 9., 10., 11.]]])

Dimensions without coordinates: item, date, rolling_date `` does the similar thing (rolling_window` in your example).

FYI, using sum without skipna option for such a strided DataArray (in your test_rolling_window_values) is not a good idea. We internally use np.nansum and this copies the entire array once. It throws away the advantage of the strided trick. sum(skipna=False) is memory efficient.

 
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   Efficient rolling 'trick' 304021813
371986534 https://github.com/pydata/xarray/issues/1978#issuecomment-371986534 https://api.github.com/repos/pydata/xarray/issues/1978 MDEyOklzc3VlQ29tbWVudDM3MTk4NjUzNA== shoyer 1217238 2018-03-10T00:51:42Z 2018-03-10T00:51:42Z MEMBER

This is exactly what @fujiisoup just implemented in #1837.

It's a nice trick. If the window is large, it's not quite as fast using a clever algorithm for rolling sums like bottleneck, but it still gives something like a 100x performance boost over the naive loop we used to use.

 
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   Efficient rolling 'trick' 304021813
371985627 https://github.com/pydata/xarray/issues/1978#issuecomment-371985627 https://api.github.com/repos/pydata/xarray/issues/1978 MDEyOklzc3VlQ29tbWVudDM3MTk4NTYyNw== jhamman 2443309 2018-03-10T00:45:03Z 2018-03-10T00:45:03Z MEMBER

I'll let @fujiisoup / @shoyer confirm but this looks eerily similar to #1837.

 
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   Efficient rolling 'trick' 304021813

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