Working Notes: a commonplace notebook for recording & exploring ideas.
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Kaggle Time Series
- [[Time Step]] feature: derived directly from the time index
- [[Time dummy]]: time-step feature counting off steps in the series
- Model [[time dependence]]
- =sklearn.linear_model.LinearRegression().fit(X, y)=
- [[Lag features]] lag target series by n-steps to make it appear as if they happened later.
- Allows for fitting [[lag plots]] where each observation is plotted against the previous one.
- =df.shift(1)= in pandas to offset the values.
— Kunal