3.1.1 Basic pre-processing method: the sliding window

Given a sequence of values for a time series dataset, values at multiple time steps can be grouped to form an input vector while the output corresponds to a specific label given to this vector (generally provided by an expert). The use of time steps to predict the label (e.g., the class) is called the Sliding Window method and is explained in the algorithm below. The width of the sliding window L can be varied to include more or less previous time steps depending on the specificity of the dataset and the user preference.

Algorithm 1. Sliding window's algorithm

