Обобщенный метод для скользящего или скользящего окна по оси массива

Вы можете построить такой массив эффективно, за постоянное время и без использования дополнительной памяти, используя numpy.lib.stride_tricks.as_strided. Результирующий массив будет представлением с некоторыми ограничениями, но вы всегда можете создать copy, если вам нужен непрерывный массив.

Следующая функция решает общую проблему:

import numpy as np

def as_sliding_window(x, window_size, axis=0, window_axis=None,
                      subok=False, writeable=True):
    """
    Make a sliding window across an axis.

    Uses ``numpy.lib.stride_tricks.as_strided``, similar caveats apply.

    Parameters
    ----------
    x : array_like
        Array from where the sliding window is created.
    window_size: int
        Size of the sliding window.
    axis: int
        Dimension across which the sliding window is created.
    window_axis: int
        New dimension for the sliding window. By default, the new
        dimension is inserted before ``axis``.
    subok: bool
        If True, subclasses are preserved
        (see ``numpy.lib.stride_tricks.as_strided``).
    writeable: bool
        If set to False, the returned array will always be readonly.
        Otherwise it will be writable if the original array was. It
        is advisable to set this to False if possible
        (see ``numpy.lib.stride_tricks.as_strided``).

    Returns
    --------
    sliding_window: ndarray
        View of the given array as a sliding window along ``axis``.
    """
    from numpy.lib.stride_tricks import as_strided
    x = np.asarray(x)
    axis %= x.ndim
    if window_axis is None:
        window_axis = axis
    window_axis %= x.ndim + 1
    # Make shape
    shape = list(x.shape)
    n = shape[axis]
    shape[axis] = window_size
    shape.insert(window_axis, max(n - window_size + 1, 0))
    # Make strides
    strides = list(x.strides)
    strides.insert(window_axis, strides[axis])
    # Make sliding window view
    sliding_window = as_strided(x, shape, strides,
                                subok=subok, writeable=writeable)
    return sliding_window

Примеры:

x = np.arange(30).reshape((6, 5))
window_size = 4
print(x)
# [[ 0  1  2  3  4]
#  [ 5  6  7  8  9]
#  [10 11 12 13 14]
#  [15 16 17 18 19]
#  [20 21 22 23 24]
#  [25 26 27 28 29]]

print(as_sliding_window(x, window_size))
# [[[ 0  1  2  3  4]
#   [ 5  6  7  8  9]
#   [10 11 12 13 14]
#   [15 16 17 18 19]]
#
#  [[ 5  6  7  8  9]
#   [10 11 12 13 14]
#   [15 16 17 18 19]
#   [20 21 22 23 24]]
#
#  [[10 11 12 13 14]
#   [15 16 17 18 19]
#   [20 21 22 23 24]
#   [25 26 27 28 29]]]

print(as_sliding_window(x, window_size, axis=1, window_axis=0))
# [[[ 0  1  2  3]
#   [ 5  6  7  8]
#   [10 11 12 13]
#   [15 16 17 18]
#   [20 21 22 23]
#   [25 26 27 28]]
#
#  [[ 1  2  3  4]
#   [ 6  7  8  9]
#   [11 12 13 14]
#   [16 17 18 19]
#   [21 22 23 24]
#   [26 27 28 29]]]

# You can make sliding windows of sliding windows
print(as_sliding_window(as_sliding_window(x, window_size), window_size, axis=2).shape)
# (3, 4, 2, 4)

# New dimension can be put at the end with window_axis=-1
print(as_sliding_window(x, window_size, axis=0, window_axis=-1).shape)
# (4, 5, 3)