create_overlapping_windows {INFOSET} | R Documentation |
Function to create overlapping windows.
create_overlapping_windows(data, FT = 1290, ov = 125)
data |
vector or data frame |
FT |
Window size. By default set to 1290 training days (five years). |
ov |
Number of different days for two consecutive time windows.. By default set to 125 training days (six months). |
a list containing the rolling windows