[Numpy-discussion] moving window product

Brent Pedersen bpederse at gmail.com
Mon Mar 21 13:10:54 EDT 2011

hi, is there a way to take the product along a 1-d array in a moving
window? -- similar to convolve, with product in place of sum?
currently, i'm column_stacking the array with offsets of itself into
window_size columns and then taking the product at axis 1.

  w = np.column_stack(a[i:-window_size+i] for i in range(0, window_size))
  window_product = np.product(w, axis=1)

but then there are the edge effects/array size issues--like those
handled in np.convolve.
it there something in numpy/scipy that addresses this. or that does
the column_stacking with an offset?


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