Rolling window 2d array

# Rolling window for 2D arrays in NumPy
import numpy as np

def rolling_window(a, shape):  # rolling window for 2D array
    s = (a.shape[0] - shape[0] + 1,) + (a.shape[1] - shape[1] + 1,) + shape
    strides = a.strides + a.strides
    return np.lib.stride_tricks.as_strided(a, shape=s, strides=strides)

Source: stackoverflow.com

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