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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