INNER CODE UNIT · Python

moving_max

matrix-profile-foundation/matrixprofile · matrixprofile/core.py:359

def moving_max(a, window=3):
    """
    Computes the moving maximum over an array given a window size.

    Parameters
    ----------
    a : array_like
        The array to compute the moving max on.
    window : int
        The window size.

    Returns
    -------
    array_like :
        The array of moving maximums.
    """
    return np.max(rolling_window(a, window), axis=1)

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