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A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. AKA "rolling window".

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1 answer
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How to decide moving window size for time series prediction?

I have a model to predict +1 day ahead of this time series. Looking at the chart you can notice some seasonality every 5 days. I suspect using a moving window as training set could help me making …
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