rullväärtuse

Rullväärtuse (Estonian for “rolling value”) is a term used in Estonian-language technical texts to denote a value computed over a sliding, fixed-size window. It combines rull, meaning to roll, with väärtus, meaning value, and the genitive form rullväärtuse is used to indicate “of the rolling value.” In practice, the concept refers to quantities that are updated as a window moves along a data sequence.

In time series analysis, rullväärtuse describes statistics calculated on the most recent observations within a sliding window. Common examples are the rolling mean (moving average), rolling median, rolling standard deviation, and rolling minimum or maximum. These statistics help smooth data, reduce noise, and highlight short-term trends. In financial analysis, rolling values are used to measure recent performance, volatility, or risk over a defined horizon.

Computationally, rolling values are updated incrementally: when the window advances by one time step, a new observation is added and the oldest observation is removed. This incremental approach enables efficient online processing of streaming data and avoids reprocessing the entire history for every update.

See also: moving average, sliding window, time series analysis, streaming algorithms. The term appears mainly in Estonian-language technical literature, but the underlying concept is widely used in statistics and data science.