Rolling Windows and Lags
Smoothing and lag features.
Smoothing Out the Bumps
Raw time series can be jumpy. A rolling window averages nearby points so the underlying signal becomes easy to see. 🌊
What a Window Really Is
A window is a fixed number of recent points. It slides forward one step at a time, recomputing a summary at each position.
All lessons in this course
- Trend, Seasonality, and Noise
- Rolling Windows and Lags
- Stationarity and Differencing
- A First Forecast Baseline