On Tue, Jan 4, 2011 at 8:14 AM, Keith Goodman kwgood...@gmail.com wrote:
On Tue, Jan 4, 2011 at 8:06 AM, Sebastian Haase seb.ha...@gmail.com wrote:
On Mon, Jan 3, 2011 at 5:32 PM, Erik Rigtorp e...@rigtorp.com wrote:
On Mon, Jan 3, 2011 at 11:26, Eric Firing efir...@hawaii.edu wrote:
Instead
On Mon, Jan 3, 2011 at 5:32 PM, Erik Rigtorp e...@rigtorp.com wrote:
On Mon, Jan 3, 2011 at 11:26, Eric Firing efir...@hawaii.edu wrote:
Instead of calculating statistics independently each time the window is
advanced one data point, the statistics are updated. I have not done
any
On Tue, Jan 4, 2011 at 8:06 AM, Sebastian Haase seb.ha...@gmail.com wrote:
On Mon, Jan 3, 2011 at 5:32 PM, Erik Rigtorp e...@rigtorp.com wrote:
On Mon, Jan 3, 2011 at 11:26, Eric Firing efir...@hawaii.edu wrote:
Instead of calculating statistics independently each time the window is
advanced
Hi Erik,
This is really neat ! Do I understand correctly, that you mean by
stride tricks, that your rolling_window is _not_ allocating any new
memory ?
IOW, If I have a large array using 500MB of memory, say of float32 of
shape 125,1000,1000 and I want the last axis rolling of window size
11,
On Mon, Jan 3, 2011 at 05:13, Sebastian Haase seb.ha...@gmail.com wrote:
Hi Erik,
This is really neat ! Do I understand correctly, that you mean by
stride tricks, that your rolling_window is _not_ allocating any new
memory ?
Yes, it's only a view.
IOW, If I have a large array using 500MB of
On Fri, Dec 31, 2010 at 8:29 PM, Erik Rigtorp e...@rigtorp.com wrote:
Implementing moving average, moving std and other functions working
over rolling windows using python for loops are slow. This is a
effective stride trick I learned from Keith Goodman's
kwgood...@gmail.com Bottleneck code
On Mon, Jan 3, 2011 at 5:37 AM, Erik Rigtorp e...@rigtorp.com wrote:
It's only a view of the array, no copying is done. Though some
operations like np.std() will copy the array, but that's more of a
bug. In general It's hard to imagine any speedup gains by copying a
10GB array.
I don't
On Mon, Jan 3, 2011 at 7:41 AM, Erik Rigtorp e...@rigtorp.com wrote:
On Mon, Jan 3, 2011 at 10:36, Keith Goodman kwgood...@gmail.com wrote:
On Mon, Jan 3, 2011 at 5:37 AM, Erik Rigtorp e...@rigtorp.com wrote:
It's only a view of the array, no copying is done. Though some
operations like
On Mon, Jan 3, 2011 at 10:52, Keith Goodman kwgood...@gmail.com wrote:
On Mon, Jan 3, 2011 at 7:41 AM, Erik Rigtorp e...@rigtorp.com wrote:
On Mon, Jan 3, 2011 at 10:36, Keith Goodman kwgood...@gmail.com wrote:
On Mon, Jan 3, 2011 at 5:37 AM, Erik Rigtorp e...@rigtorp.com wrote:
It's only a
On 12/31/2010 06:29 PM, Erik Rigtorp wrote:
Hi,
Implementing moving average, moving std and other functions working
over rolling windows using python for loops are slow. This is a
effective stride trick I learned from Keith Goodman's
kwgood...@gmail.com Bottleneck code but generalized into
On Mon, Jan 3, 2011 at 11:26, Eric Firing efir...@hawaii.edu wrote:
Instead of calculating statistics independently each time the window is
advanced one data point, the statistics are updated. I have not done
any benchmarking, but I expect this approach to be quick.
This might accumulate
Hi,
Implementing moving average, moving std and other functions working
over rolling windows using python for loops are slow. This is a
effective stride trick I learned from Keith Goodman's
kwgood...@gmail.com Bottleneck code but generalized into arrays of
any dimension. This trick allows the
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