Glossary:Rolling vs. recursive

Rolling vs. recursive approach is used in forecasting. The rolling approach makes use of fixed windows of data to re-estimate the parameters over the out-of-sample period, whereas the recursive approach makes use of an increasing window to re-estimate the models.

Further information

• Handbook on Data Quality - Assessment Methods and Tools

Related concepts

• Forecasting
• In-sample vs. out-of-sample forecasts