What is moving window strategy?

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I searched on google but I couldn't find appropriate information. I am studying curve fitting and I guess it is related issue. However I don't have any idea about it. Can you explain briefly?

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I think it refers to the moving average, possibly with a weight. It is used, for example, in Curve Fitting Toolbox in Matlab: if you scroll down the page, you will see several examples. Here is another one, from Wikipedia article on convolution (of which the moving average is a special case).

moving average