Dec. 8, 2013
3:21 p.m.
Steven D'Aprano writes:
What other varieties are there? Surely none that are common. Once, for a lark, I tried to come up with one that was fully general -- as well as a window size, you could specify how far to advance the window each step. The sliding variety would advance by 1 each step, the discrete variety would advance by the window size. But I never found any reason to use it with any other step sizes. Surely anything else is more useful in theory than in practice.
Deseasonalization of serially correlated data where the seasonality is lower-frequency than the series, and more generally data-mining techniques that start with relatively coarse steps and refine as they go along are two that come immediately to mind.