Here's a Groovy version of the Java code below. It's more or less identical to the Python original.

import uk.co.jezuk.mango.Iterators

def prev_this_next(items) {
  chain = Iterators.ChainIterator(null, items, null)
  (prev, current, next) = Iterators.TeeIterator(chain, 3)
  current.next()
  next.next()
  next.next()
  return Iterators.ZipIterator(prev, current, next)
}

long_weekend = ["Friday", "Saturday", "Sunday", "Monday"]
yesterday_today_tomorrow = prev_this_next(long_weekend)
for(ytt in yesterday_today_tomorrow) 
  println ytt