FTB-C000302 / Implementation concept

Rolling Window

Rolling Window is an ordered observation subset whose endpoints move as new data becomes eligible.

Also known asmoving window

Definitions

In plain terms

A fixed-length window admits a new observation and normally removes the oldest one at each valid step.

Technical

The contract defines length, calendar, endpoints, current-value inclusion, minimum periods, duplicates, and missing observations.

Scope

A rolling window is not necessarily a fixed number of calendar days.

Examples

  • A governed lesson uses Rolling Window only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • A rolling window is not necessarily a fixed number of calendar days.

Concept relationships

Where this concept is used

Evidence and governance

  1. Moving Average and Smoothing Methods NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition

    Limits: Forecasting notation and initialization can differ from technical-indicator conventions and must be translated explicitly.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.