Handling Time Series Data with Rolling Averages

Introduction When looking at time series data it can be useful to consolidate high frequency data into lower frequency increments. At first this sounds contradictory to common practice, after all isn’t more data always better? It turns out this isn’t always the case and this can be where a rolling average (also known as a moving average) can be helpful. To note, this tutorial will only cover use cases where time series values are of interest.

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