Window overlap in Pandas

Question

In pandas, there are several methods to manipulate data in a given window (e.g. pd.rolling_mean or pd.rolling_std.) However, I would like to set a

Answer 1

I am not familiar with pandas, but in numpy you would do it something like this (untested):

def overlapped_windows(x, nwin, noverlap = None):
    if noverlap is None:
        noverlap = nwin // 2
    step = nwin - noverlap
    for i in range(0, len(x) - nwin + 1, step):
        window = x[i:i+nwin] #this is a view, not a copy
        y = window * hann(nwin)
        #your code here with y

This is ripped from some old code to calculate an averaged PSD, which you typically process with half-overlapping windows. Note that window is a 'view' into array x, which means it does not do any copying of data (very fast, so probably good) and that if you modify window you also modify x (so dont do window = hann * window).