Fix Python – Shift elements in a numpy array

Question

Asked By – chrisaycock

This question contains its own answer at the bottom. Use preallocated arrays.

Following-up from this question years ago, is there a canonical “shift” function in numpy? I don’t see anything from the documentation.

Here’s a simple version of what I’m looking for:

def shift(xs, n):
    if n >= 0:
        return np.r_[np.full(n, np.nan), xs[:-n]]
    else:
        return np.r_[xs[-n:], np.full(-n, np.nan)]

Using this is like:

In [76]: xs
Out[76]: array([ 0.,  1.,  2.,  3.,  4.,  5.,  6.,  7.,  8.,  9.])

In [77]: shift(xs, 3)
Out[77]: array([ nan,  nan,  nan,   0.,   1.,   2.,   3.,   4.,   5.,   6.])

In [78]: shift(xs, -3)
Out[78]: array([  3.,   4.,   5.,   6.,   7.,   8.,   9.,  nan,  nan,  nan])

This question came from my attempt to write a fast rolling_product yesterday. I needed a way to “shift” a cumulative product and all I could think of was to replicate the logic in np.roll().


So np.concatenate() is much faster than np.r_[]. This version of the function performs a lot better:

def shift(xs, n):
    if n >= 0:
        return np.concatenate((np.full(n, np.nan), xs[:-n]))
    else:
        return np.concatenate((xs[-n:], np.full(-n, np.nan)))

An even faster version simply pre-allocates the array:

def shift(xs, n):
    e = np.empty_like(xs)
    if n >= 0:
        e[:n] = np.nan
        e[n:] = xs[:-n]
    else:
        e[n:] = np.nan
        e[:n] = xs[-n:]
    return e

The above proposal is the answer. Use preallocated arrays.

Now we will see solution for issue: Shift elements in a numpy array


Answer

For those who want to just copy and paste the fastest implementation of shift, there is a benchmark and conclusion(see the end). In addition, I introduce fill_value parameter and fix some bugs.

Benchmark

import numpy as np
import timeit

# enhanced from IronManMark20 version
def shift1(arr, num, fill_value=np.nan):
    arr = np.roll(arr,num)
    if num < 0:
        arr[num:] = fill_value
    elif num > 0:
        arr[:num] = fill_value
    return arr

# use np.roll and np.put by IronManMark20
def shift2(arr,num):
    arr=np.roll(arr,num)
    if num<0:
         np.put(arr,range(len(arr)+num,len(arr)),np.nan)
    elif num > 0:
         np.put(arr,range(num),np.nan)
    return arr

# use np.pad and slice by me.
def shift3(arr, num, fill_value=np.nan):
    l = len(arr)
    if num < 0:
        arr = np.pad(arr, (0, abs(num)), mode='constant', constant_values=(fill_value,))[:-num]
    elif num > 0:
        arr = np.pad(arr, (num, 0), mode='constant', constant_values=(fill_value,))[:-num]

    return arr

# use np.concatenate and np.full by chrisaycock
def shift4(arr, num, fill_value=np.nan):
    if num >= 0:
        return np.concatenate((np.full(num, fill_value), arr[:-num]))
    else:
        return np.concatenate((arr[-num:], np.full(-num, fill_value)))

# preallocate empty array and assign slice by chrisaycock
def shift5(arr, num, fill_value=np.nan):
    result = np.empty_like(arr)
    if num > 0:
        result[:num] = fill_value
        result[num:] = arr[:-num]
    elif num < 0:
        result[num:] = fill_value
        result[:num] = arr[-num:]
    else:
        result[:] = arr
    return result

arr = np.arange(2000).astype(float)

def benchmark_shift1():
    shift1(arr, 3)

def benchmark_shift2():
    shift2(arr, 3)

def benchmark_shift3():
    shift3(arr, 3)

def benchmark_shift4():
    shift4(arr, 3)

def benchmark_shift5():
    shift5(arr, 3)

benchmark_set = ['benchmark_shift1', 'benchmark_shift2', 'benchmark_shift3', 'benchmark_shift4', 'benchmark_shift5']

for x in benchmark_set:
    number = 10000
    t = timeit.timeit('%s()' % x, 'from __main__ import %s' % x, number=number)
    print '%s time: %f' % (x, t)

benchmark result:

benchmark_shift1 time: 0.265238
benchmark_shift2 time: 0.285175
benchmark_shift3 time: 0.473890
benchmark_shift4 time: 0.099049
benchmark_shift5 time: 0.052836

Conclusion

shift5 is winner! It’s OP’s third solution.

This question is answered By – gzc

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