Module rolling_window 

Rolling Window Optimization

This module implements optimization algorithms that operate over sliding windows of streaming data. These methods are useful for non-stationary optimization problems where recent data should have more influence than older data.

Structs

RollingWindowOptimizer

Rolling window optimizer that maintains a sliding window of recent data

Functions

rolling_window_gradient_descent

Create a rolling window optimizer with gradient descent

rolling_window_least_squares

Create a rolling window optimizer with least squares (for linear problems)

rolling_window_linear_regression

Convenience function for rolling window linear regression

rolling_window_weighted_least_squares

Create a rolling window optimizer with weighted least squares