Rolling-Window Signal

xxx xxxxxxxx xxxxxxxxxx xxxxxx xx xxx xxxx-xxx xxxx: xxxx xxxxxx xxxx xxx xxx xxxxxxx xxxxx xxxxxx xxxxx. xxx xxxx xxxxxxx x xxxxxxx x-xxxxx xxxxxxxx xxxxxx xxxx x xxxxxx xx xxxxxxx xxxxx xxxxx, xxx xxx x xxxxxxxx xxxxxx xxxx xx, xxxx xxx xxxxxxx xxxxx xxxxxx xxxxxxx xxx xxxxxx xxxx xxxxxxxx xx (xxxxx xxx xxxxxxx xxxxx xxxxxx xxx xxx xxxxxxxx xx x xxxxxxx xxxxxxxxx xxx).

xxxxxxxxx xxxxxx_xxxxxx(xxxxxx, xxxxxx). xxx xxxx xxxxx x xxxx xxxxxx xx xxx(xxxxxx) - x:

• xxx xxxxxxxx xx xxx xxxxxx xxxxxx xxxxxxxx xxxxxx x: xxxxxx[x - xxxxxx : x] (xxx xxxxxxx xxxxx xx xxxxxxxx);
• xxxx xx xxxxx xxxxxxxxxx xxxx, xxx xx xxxxx xxxxxxxxxx xxxxxxxx xxxxxxxxx, xx = xxxx(xxx((x - xxxx)**x) / xxxxxx);
• xx xx xx x (x xxxx xxxxxx), xxx xxxxxx xx x;
• xxxxxxxxx x = (xxxxxx[x] - xxxx) / xx, xxx xxx xxxxxx xx x xx x > x, -x xx x < -x, xxxx x.

xxxxxx xxx xxxx xx (x, xxxxxx) xxxxxx, xx xxxxx xxxxx, xxxx xxxxx xxx xxxxxxx.

xxxxxxxx

xxxxxx_xxxxxx([x, x, x, x, xxx], x)
# [(x, x)]

xxxxxx_xxxxxx([xxx, xxx, xx, xxx, xxx, xx, xxx], x)
# [(x, x), (x, -x), (x, x)]

xxxxxxxxxxx

• xxxxxx xxx xxxxxxxx (xxxxx); x <= xxxxxx < xxx(xxxxxx) <= x * xx^x.
• xxx xxxxxx xxxxxxxxxxx xxxx xxxx xxx,xxx xxxxxx xxxx xxxxxx = xxxx: xxxxxxxxxxx xxxx xxxxxx'x xxxxxxxxxx xxxx xxxxxxx xx (x(x xxxx x) = xx^x) xxxxxxxxxx xxx xxxx xxx xxxxxx. xxxxxxx xxxxxx xxxx xx (x) xxx (x^x) (xx xxxxx xxxxxx, xxxxx xx xxxxxxxxx) xxxx xxxxx xxxxxx'x xxxx xxx xxxxxxxx xx x(x) xxxx.
• xxxxxxx xxxxxx xxx xxxxxxxx, xxxxxx xxxx xxx xxxxx; xxx xxxxxxxxxxx xxxx xxxxxxxx xxxxxxxxxxx xxxxxxxx xxx xxxx xxxxxxx.