def rolling_window(X, window_size):
# for 1d data
shape = X.shape[:-1] + (X.shape[-1] - window_size + 1, window_size)
strides = X.strides + (X.strides[-1],)
return np.lib.stride_tricks.as_strided(X, shape=shape, strides=strides)
评论列表
文章目录