converting a Tensorflow Dataset of time series elements to a Dataset of windowed sequences

In TensorFlow 2.0, the Dataset class now has a window() method. You can use it like this:

import tensorflow as tf

dataset = tf.data.Dataset.from_tensor_slices(tf.range(10))
dataset = dataset.window(5, shift=1, drop_remainder=True)
for window in dataset:
    print([elem.numpy() for elem in window])

It will output:

[0, 1, 2, 3, 4]
[1, 2, 3, 4, 5]
[2, 3, 4, 5, 6]
[3, 4, 5, 6, 7]
[4, 5, 6, 7, 8]
[5, 6, 7, 8, 9]