Python滑动窗口函数

1.窗口大小和时间步都可调的

def create_dataset(X, y, time_steps, step=1):
    Xs, ys = [], []
    for i in range(0, len(X) - time_steps, step):
        x = X.iloc[i:(i + time_steps)].values
        labels = y.iloc[i: i + time_steps]
        Xs.append(x)
        ####.mode方法表示选择最多的为标签####
        ys.append(stats.mode(labels)[0][0])
    return np.array(Xs), np.array(ys).reshape(-1, 1)

2.只可以调整窗口大小，时间步默认为1的

def temporalize(X, y, lookback):
    X = []
    y = []
    for i in range(0, len(input_X) - lookback + 1):
        t = []
        for j in range(0, lookback):
            # Gather past records upto the lookback period
            t.append(input_X[[(i + j)], :])
        X.append(t)
        y.append(input_y[i + lookback - 1])
    return X, y