Applications of Rolling Windows for Time Series, with Python | by Piero Paialunga | Sep, 2024


Here’s some powerful applications of Rolling Windows and Time Series

Towards Data Science
Photo by Claudia Aran on Unsplash

Last night I was doing laundry with my wife. We have this non-verbal agreement (it becomes pretty verbal when I break it though) about laundry: she is the one who puts the laundry in the washer and drier and I am the one who folds it.

The way we do this is usually like this:

Image made by author using DALLE

Now, I don’t really fold all the clothes and put them away. Otherwise, I would be swimming in clothes. What I do is an approach that reminds me of the rolling window method:

Image made by author using DALLE

Why do I say that it reminds me of a rolling window? Let’s see the analogy.

Image made by author using DALLE

The idea of rolling windows is exactly the one that I apply when folding laundry. I have a task to do but you…

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