我需要一个滚动窗口(又名滑动窗口)可迭代的序列/迭代器/生成器。(默认的Python迭代可以被认为是一种特殊情况,其中窗口长度为1。)我目前正在使用以下代码。我怎样才能做得更优雅和/或更有效?

def rolling_window(seq, window_size):
    it = iter(seq)
    win = [it.next() for cnt in xrange(window_size)] # First window
    yield win
    for e in it: # Subsequent windows
        win[:-1] = win[1:]
        win[-1] = e
        yield win

if __name__=="__main__":
    for w in rolling_window(xrange(6), 3):
        print w

"""Example output:   
   [0, 1, 2]
   [1, 2, 3]
   [2, 3, 4]
   [3, 4, 5]
"""

对于window_size == 2的特定情况(即,在序列中迭代相邻的重叠对),请参见如何从列表中迭代重叠(当前,下一个)值对?


当前回答

这里有一行。我对它进行了计时,它与顶部答案的性能相当,并且随着更大的seq逐渐变得更好,len(seq) = 20时慢20%,len(seq) = 10000时慢7%

zip(*[seq[i:(len(seq) - n - 1 + i)] for i in range(n)])

其他回答

修改了DiPaolo的答案,允许任意填充和可变步长

import itertools
def window(seq, n=2,step=1,fill=None,keep=0):
    "Returns a sliding window (of width n) over data from the iterable"
    "   s -> (s0,s1,...s[n-1]), (s1,s2,...,sn), ...                   "
    it = iter(seq)
    result = tuple(itertools.islice(it, n))    
    if len(result) == n:
        yield result
    while True:        
#         for elem in it:        
        elem = tuple( next(it, fill) for _ in range(step))
        result = result[step:] + elem        
        if elem[-1] is fill:
            if keep:
                yield result
            break
        yield result

深度学习中滑动窗口数据的优化函数

def SlidingWindow(X, window_length, stride):
    indexer = np.arange(window_length)[None, :] + stride*np.arange(int(len(X)/stride)-window_length+4)[:, None]
    return X.take(indexer)

应用于多维数组

import numpy as np
def SlidingWindow(X, window_length, stride1):
    stride=  X.shape[1]*stride1
    window_length = window_length*X.shape[1]
    indexer = np.arange(window_length)[None, :] + stride1*np.arange(int(len(X)/stride1)-window_length-1)[:, None]
    return X.take(indexer)

这似乎是为collections.deque定制的,因为您实际上有一个FIFO(添加到一端,从另一端删除)。然而,即使你使用列表,你也不应该切片两次;相反,您应该只从列表中弹出(0)并追加()新项。

下面是一个基于deque的优化实现:

from collections import deque

def window(seq, n=2):
    it = iter(seq)
    win = deque((next(it, None) for _ in xrange(n)), maxlen=n)
    yield win
    append = win.append
    for e in it:
        append(e)
        yield win

在我的测试中,它在大多数时候都轻松击败了这里发布的其他所有东西,尽管pillmuncher的tee版本在大可迭代对象和小窗口方面击败了它。在较大的窗口上,deque再次以原始速度领先。

Access to individual items in the deque may be faster or slower than with lists or tuples. (Items near the beginning are faster, or items near the end if you use a negative index.) I put a sum(w) in the body of my loop; this plays to the deque's strength (iterating from one item to the next is fast, so this loop ran a a full 20% faster than the next fastest method, pillmuncher's). When I changed it to individually look up and add items in a window of ten, the tables turned and the tee method was 20% faster. I was able to recover some speed by using negative indexes for the last five terms in the addition, but tee was still a little faster. Overall I would estimate that either one is plenty fast for most uses and if you need a little more performance, profile and pick the one that works best.

我的两个版本的窗口实现

from typing import Sized, Iterable

def window(seq: Sized, n: int, strid: int = 1, drop_last: bool = False):
    for i in range(0, len(seq), strid):
        res = seq[i:i + n]
        if drop_last and len(res) < n:
            break
        yield res


def window2(seq: Iterable, n: int, strid: int = 1, drop_last: bool = False):
    it = iter(seq)
    result = []
    step = 0
    for i, ele in enumerate(it):
        result.append(ele)
        result = result[-n:]
        if len(result) == n:
            if step % strid == 0:
                yield result
            step += 1
    if not drop_last:
        yield result

为什么不

def pairwise(iterable):
    "s -> (s0,s1), (s1,s2), (s2, s3), ..."
    a, b = tee(iterable)
    next(b, None)
    return zip(a, b)

它被记录在Python文档中。 您可以轻松地将其扩展到更宽的窗口。