你基本上執行1D convolution
那裏,所以你可以使用np.convolve
,像這樣 -
# Get the valid sliding summations with 1D convolution
vals = np.convolve(flat_array,np.ones(n),mode='valid')
# Pad with NaNs at the start if needed
out = np.pad(vals,(n-1,0),'constant',constant_values=(np.nan))
採樣運行 -
In [110]: flat_array
Out[110]: array([2, 4, 3, 7, 6, 1, 9, 4, 6, 5])
In [111]: n = 3
In [112]: vals = np.convolve(flat_array,np.ones(n),mode='valid')
...: out = np.pad(vals,(n-1,0),'constant',constant_values=(np.nan))
...:
In [113]: vals
Out[113]: array([ 9., 14., 16., 14., 16., 14., 19., 15.])
In [114]: out
Out[114]: array([ nan, nan, 9., 14., 16., 14., 16., 14., 19., 15.])
對於1D卷積,也可以使用Scipy's implementation
。 Scipy版本的運行時對於大窗口大小似乎更好,因爲下面列出的運行時測試也會嘗試進行調查。爲更好的性能np.hstack(([np.nan]*(n-1),vals))
: - 該SciPy的版本越來越vals
將
from scipy import signal
vals = signal.convolve(flat_array,np.ones(n),mode='valid')
的NaNs
填充操作可能被np.hstack
取代。
運行測試 -
In [238]: def original_app(flat_array,n):
...: sums = np.full(flat_array.shape, np.NaN)
...: for i in range(n - 1, flat_array.shape[0]):
...: sums[i] = np.sum(flat_array[i - n + 1:i + 1])
...: return sums
...:
...: def vectorized_app1(flat_array,n):
...: vals = np.convolve(flat_array,np.ones(n),mode='valid')
...: return np.hstack(([np.nan]*(n-1),vals))
...:
...: def vectorized_app2(flat_array,n):
...: vals = signal.convolve(flat_array,np.ones(3),mode='valid')
...: return np.hstack(([np.nan]*(n-1),vals))
...:
In [239]: flat_array = np.random.randint(0,9,(100000))
In [240]: %timeit original_app(flat_array,10)
1 loops, best of 3: 833 ms per loop
In [241]: %timeit vectorized_app1(flat_array,10)
1000 loops, best of 3: 1.96 ms per loop
In [242]: %timeit vectorized_app2(flat_array,10)
100 loops, best of 3: 13.1 ms per loop
In [243]: %timeit original_app(flat_array,100)
1 loops, best of 3: 836 ms per loop
In [244]: %timeit vectorized_app1(flat_array,100)
100 loops, best of 3: 16.5 ms per loop
In [245]: %timeit vectorized_app2(flat_array,100)
100 loops, best of 3: 13.1 ms per loop
今天發帖的可能重複:http://stackoverflow.com/questions/34524808/how-to-apply-a-function-to-each-element-of-an-array-when-the-ultult-is-依賴/ 34527124#34527124 – Netwave
*準確性*?嘗試[1e20,1,-1e20,-1]和n = 3 –
@DanielSanchez這個問題是關於一種非常不同類型的經常性計算。這相當於執行一維卷積。 –