list - Python Running cumulative sum with a given window

Question

What I want to do is generate a numpy array that is the cumulative sum of another numpy array given a certain window.

For example, given an array [1,2,3,4,5,6,7,8,9,10,11,12] let's say I want a cumulative sum with a window of 3. What I want as out put would be [1,3,6,9,12,15,18,21,24,27,30,33]. I have a relatively large numpy array and would like to do a cumulative sum with a window of 400.

Answer 1

Here is perhaps a simpler answer, based on subtracting shifted cumsums.

>>> a = np.array([1,2,3,4,5,6,7,8,9,10,11,12])
>>> b = a.cumsum()
>>> b[3:] = b[3:] - b[:-3]
>>> b
array([ 1,  3,  6,  9, 12, 15, 18, 21, 24, 27, 30, 33])