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johnsloper/rolling.ipynb

Created August 15, 2018 13:13
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Using numpy to create a faster rolling windows for pandas.
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rolling.ipynb
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@smoosbau
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smoosbau commented Sep 2, 2024

Great! Saved me a lot of time, thanks! :)
I guess you can even increase performance by using np.correlate instead of np.convolve. As the kernel-flip done by np.convolve is not needed for symmetric kernels.

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