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https://issues.apache.org/jira/browse/SPARK-7316?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14531296#comment-14531296
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Joseph K. Bradley commented on SPARK-7316:
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Definitely makes sense for time series data

> Add step capability to RDD sliding window
> -----------------------------------------
>
>                 Key: SPARK-7316
>                 URL: https://issues.apache.org/jira/browse/SPARK-7316
>             Project: Spark
>          Issue Type: Improvement
>          Components: MLlib
>    Affects Versions: 1.3.0
>            Reporter: Alexander Ulanov
>             Fix For: 1.4.0
>
>   Original Estimate: 24h
>  Remaining Estimate: 24h
>
> RDDFunctions in MLlib contains sliding window implementation with step 1. 
> User should be able to define step. This capability should be implemented.
> Although one can generate sliding windows with step 1 and then filter every 
> Nth window, it might take much more time and disk space depending on the step 
> size. For example, if your window is 1000 then you will generate the amount 
> of data thousand times bigger than your initial dataset. It does not make 
> sense if you need just every Nth window, so the data generated will be 1000/N 
> smaller. 



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