Applications of Rolling Windows for Time Series, with Python

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

Photo by Claudia Aran on Unsplash

Last night I used to be doing laundry with my wife. We’ve this non-verbal agreement (it becomes pretty verbal once I break it though) about laundry: she is the one who puts the laundry within the washer and drier and I am the one who folds it.

The way in which we do that is often like this:

Image made by creator using DALLE

Now, I don’t really fold all the garments and put them away. Otherwise, I could be swimming in clothes. What I do is an approach that jogs my memory of the rolling window method:

Image made by creator using DALLE

Why do I say that it jogs my memory of a rolling window? Let’s see the analogy.

Image made by creator using DALLE

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

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