Create new matrix through rolling window
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Hello,
Please help me with the following:
Consider a matrix A 365x24.
I need to create different matrices that are formed in rolling window
approach:
For the element n of A, newmatrix 1 should include the previous 9 elements, i.e. elements
n-1
n-2
...
n-9
For element n+1 of A, newmatrix 2
n
n-1
...
n-8
For element n+2 of A, newmatrix 3
n+1
n
n-1
...
n-7
etc.
Thank you.
Best,
Pavlos
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