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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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What is rolling mean and standard deviation in terms of stationarity?

Stationarity is a statistical property. As such, it is exact and always holding only in terms of the theoretical expected values through which we express it. For example, it is about having $$E(X_t) …
Alecos Papadopoulos's user avatar