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*Mary-Kate Olsen**Original**2024-10-31 12:24:30**805browse*

**Implementing Rolling Window Calculations for 1D Arrays in NumPy**

Rolling window calculations involve iteratively applying a function to subsets of a given array. In this context, the question focuses on finding an efficient way to perform rolling window calculations for one-dimensional (1D) arrays in the Python library NumPy.

To achieve this, you can leverage the rolling_window function from a blog post referenced in the problem. However, this function is designed for multi-dimensional arrays, so it requires some adaptation to work with 1D arrays.

The key idea is to apply your desired function to the result of the rolling_window function. For instance, if you want to compute the rolling standard deviation, you can use the following code:

<code class="python">import numpy as np def rolling_window(a, window): shape = a.shape[:-1] + (a.shape[-1] - window + 1, window) strides = a.strides + (a.strides[-1],) return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides) observations = [1, 2, 3, 4, 5, 6, 7] n = 3 # window length rolling_std = np.std(rolling_window(observations, n), 1)</code>

In this example, the rolling_window function creates a sliding window of size n over the observations array. The np.std function then computes the standard deviation for each window and stores the results in the rolling_std array.

This approach utilizes NumPy's efficient array operations to seamlessly perform rolling window calculations without the need for explicit Python loops.

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