AI engineering glossary · Time series recsys
What is rolling window feature?
Rolling window feature (also called Rolling statistic): A summary such as the mean, standard deviation or maximum computed over the most recent fixed number of observations, recalculated as time moves. It gives a model smoothed recent context and is built with a shift to avoid leakage.
Rolling window feature: an example
A 7-day rolling mean of orders, shifted by one day, used to predict tomorrow's orders.
Related terms
More Time series recsys terms
- SARIMA
- SARIMAX
- Seasonal differencing
- Seasonal naive forecast
- Seasonality
- Sequential recommendation
- Serendipity
- Session-based recommendation
Where you learn it
Rolling window feature is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.