Taking subarrays from numpy array with given stride/stepsize
Approach #1 : Using broadcasting

def broadcasting_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.sizeL)//S)+1
return a[S*np.arange(nrows)[:,None] + np.arange(L)]
Approach #2 : Using more efficient NumPy strides

def strided_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.sizeL)//S)+1
n = a.strides[0]
return np.lib.stride_tricks.as_strided(a, shape=(nrows,L), strides=(S*n,n))
Sample run 
In [143]: a
Out[143]: array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
In [144]: broadcasting_app(a, L = 5, S = 3)
Out[144]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])
In [145]: strided_app(a, L = 5, S = 3)
Out[145]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])
Starting in Numpy 1.20
, we can make use of the new sliding_window_view
to slide/roll over windows of elements.
And coupled with a stepping [::3]
, it simply becomes:
from numpy.lib.stride_tricks import sliding_window_view
# values = np.array([1,2,3,4,5,6,7,8,9,10,11])
sliding_window_view(values, window_shape = 5)[::3]
# array([[ 1, 2, 3, 4, 5],
# [ 4, 5, 6, 7, 8],
# [ 7, 8, 9, 10, 11]])
where the intermediate result of the sliding is:
sliding_window_view(values, window_shape = 5)
# array([[ 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]])