tclements

# Create a function to reshape a 1d array using a sliding window with a step.
# NOTE: The function uses numpy's internat as_strided function because looping in python is slow in comparison.

# Adopted from http://www.rigtorp.se/2011/01/01/rolling-statistics-numpy.html and 
# https://gist.github.com/codehacken/708f19ae746784cef6e68b037af65788
import numpy as np

# Reshape a numpy array 'a' of shape (x) to form shape((n - window_size) // step + 1, window_size))
def rolling_window(a, window, step):
    shape = a.shape[:-1] + ((a.shape[-1] - window + 1)//step, window)

fanjin-z

'''
MIT License
Copyright (c) 2018 Fanjin Zeng
This work is licensed under the terms of the MIT license, see <https://opensource.org/licenses/MIT>.  
'''

def sliding_window_view(x, shape, step=None, subok=False, writeable=False):
    """
    Create sliding window views of the N dimensions array with the given window
    shape. Window slides across each dimension of `x` and provides subsets of `x`