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feature-engineering

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nni
featuretools
mljar-supervised
feature_engine
solegalli
solegalli commented Dec 17, 2021

The transformer should create computations over windows of past values of the features, and populate them at time t, t being the time of the forecast.

It uses pandas rolling, outputs several comptutations, mean, max, std, etc, and pandas shift to move the computations to the right row.

tmp = (data[variables]
       .rolling(window='3H').mean()  # Average the last 3 hr values.
       .
evalml

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