pandas 的窗户重叠 [英] Window overlap in Pandas
问题描述
在熊猫中,有几种方法可以处理给定窗口中的数据(例如pd.rolling_mean
或pd.rolling_std
.)但是,我想设置一个窗口重叠,我认为这是一个非常标准的要求.例如,在下图中,您可以看到一个窗口,该窗口跨越256个样本,重叠了128个样本.
In pandas, there are several methods to manipulate data in a given window (e.g. pd.rolling_mean
or pd.rolling_std
.) However, I would like to set a window overlap, which I think, is a pretty standard requirement. For example, in the following image, you can see a window spanning 256 samples and overlapping 128 samples.
如何使用Pandas或Numpy中包含的优化方法来做到这一点?
How can I do that using the optimized methods included in Pandas or Numpy?
推荐答案
使用as_strided
您将执行以下操作:
Using as_strided
you would do something like this:
import numpy as np
from numpy.lib.stride_tricks import as_strided
def windowed_view(arr, window, overlap):
arr = np.asarray(arr)
window_step = window - overlap
new_shape = arr.shape[:-1] + ((arr.shape[-1] - overlap) // window_step,
window)
new_strides = (arr.strides[:-1] + (window_step * arr.strides[-1],) +
arr.strides[-1:])
return as_strided(arr, shape=new_shape, strides=new_strides)
如果将一维数组传递给上述函数,它将返回二维数组,其形状为(number_of_windows, window_size)
,因此您可以进行计算,例如窗口的意思是:
If you pass a 1D array to the above function, it will return a 2D view into that array, with shape (number_of_windows, window_size)
, so you could calculate, e.g. the windowed mean as:
win_avg = np.mean(windowed_view(arr, win_size, win_overlap), axis=-1)
例如:
>>> a = np.arange(16)
>>> windowed_view(a, 4, 2)
array([[ 0, 1, 2, 3],
[ 2, 3, 4, 5],
[ 4, 5, 6, 7],
[ 6, 7, 8, 9],
[ 8, 9, 10, 11],
[10, 11, 12, 13],
[12, 13, 14, 15]])
>>> windowed_view(a, 4, 1)
array([[ 0, 1, 2, 3],
[ 3, 4, 5, 6],
[ 6, 7, 8, 9],
[ 9, 10, 11, 12],
[12, 13, 14, 15]])
这篇关于 pandas 的窗户重叠的文章就介绍到这了,希望我们推荐的答案对大家有所帮助,也希望大家多多支持IT屋!