Sliding Discrete Fourier Transform (SDFT).
Initially, the coefficients are all equal to 0, up until enough values have been seen. A call to
numpy.fft.fft is triggered once
window_size values have been seen. Subsequent values will update the coefficients online. This is much faster than recomputing an FFT from scratch for every new value.
The size of the window.
import numpy as np from river import misc X = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] window_size = 5 sdft = misc.SDFT(window_size) for i, x in enumerate(X): sdft.update(x) if i + 1 >= window_size: assert np.allclose(sdft.coefficients, np.fft.fft(X[i+1 - window_size:i+1]))