sliding_window.py

def sliding_window(data, seq_length, pred_length):
    x = []
    y = []

    for i in range(len(data) - seq_length - pred_length):
        _x = data[i:(i+seq_length)]
        _y = data[i+seq_length:i+seq_length+pred_length]
        x.append(_x)
        y.append(_y)

    return np.array(x), np.array(y)