Pandas new dataframe by rolling the rows

Question

I'm trying to create a new pandas dataframe by rolling the row values in a window. ie

A   R   N   D   C   Q
-1  -2  -3  -3  -1  -2
-1  -2  -3  -3  -1  -2
-1  -2  -3  -3  -1  -2
-1  -2  -3  -3  -1  -2

to something like this:

A1  R1  N1  D1  C1  Q1  A2  R2  N2  D2  C2  Q2  …   An  Rn  Nn  Dn  Cn  Qn
-1  -2  -3  -3  -1  a   -1  -2  -3  -3  -1  b                           
-1  -2  -3  -3  -1  b   -1  -2  -3  -3  -1  c                           
-1  -2  -3  -3  -1  c   -1  -2  -3  -3  -1  d                           
-1  -2  -3  -3  -1  d                                                   
.   .   .   .   .   .                                                   

it is similar to a rolling window in a string, ie EXAM with window 3 will yield EXA,XAM . The key difference here being that instead of letters, I'm trying to create windows by rows. This new dataframe will be used for training a svm. Although I can create another column with scaled value corresponding to other columns (a single column is easier to roll), I think I will loose some information, that's why I'm taking complete columns.

In essence, I'm trying to do something like this, but for n window size:

Answer 1

You can use numpy indexing to accomplish this:

In [1]: import pandas as pd
   ...: import numpy as np
   ...: import string
   ...: 

In [2]: abc = list(string.ascii_letters.upper())
   ...: df = pd.DataFrame(dict(a=abc, b=abc[::-1]))
   ...: df.head()
   ...: 
Out[2]: 
   a  b
0  A  Z
1  B  Y
2  C  X
3  D  W
4  E  V

In [3]: # construct a indexing array
   ...: n = 5
   ...: vals = df.values
   ...: idx = np.tile(np.arange(n), (len(df) - n + 1, 1)) + np.arange(len(df) - n + 1).reshape(-1,1)
   ...: idx[:10]
   ...: 
Out[3]: 
array([[ 0,  1,  2,  3,  4],
       [ 1,  2,  3,  4,  5],
       [ 2,  3,  4,  5,  6],
       [ 3,  4,  5,  6,  7],
       [ 4,  5,  6,  7,  8],
       [ 5,  6,  7,  8,  9],
       [ 6,  7,  8,  9, 10],
       [ 7,  8,  9, 10, 11],
       [ 8,  9, 10, 11, 12],
       [ 9, 10, 11, 12, 13]])

In [4]: # construct columns and index using flattened index array
   ...: cols = [ "{}_{}".format(c,str(i)) for i in range(n) for c in df.columns]
   ...: df2 = pd.DataFrame(vals[idx.flatten()].reshape(len(df)-n+1,df.shape[1]*n), columns=cols)
   ...: df2.head()
   ...: 
Out[4]: 
  a_0 b_0 a_1 b_1 a_2 b_2 a_3 b_3 a_4 b_4
0   A   Z   B   Y   C   X   D   W   E   V
1   B   Y   C   X   D   W   E   V   F   U
2   C   X   D   W   E   V   F   U   G   T
3   D   W   E   V   F   U   G   T   H   S
4   E   V   F   U   G   T   H   S   I   R