Rolling window for 1D arrays in Numpy?

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Just use the blog code, but apply your function to the result.

i.e.

numpy.std(rolling_window(observations, n), 1)

where you have (from the blog):

def rolling_window(a, window):
    shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
    strides = a.strides + (a.strides[-1],)
    return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)

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