Concept map: Point-in-time lag and rolling features
Prerequisites (two levels) and direct dependents of Point-in-time lag and rolling features. Show everything
- 7prerequisites shown
- 3direct dependents
- 2lessons use it
Insights 11
- Do not expect a plain RNN to carry information across hundreds of steps
- Densify dates before a ROWS-based rolling window, because "7 rows" is not "7 days" when days are missing
- Partition lag features by entity and shift them by the forecast horizon, not by one row
- Add calendar days and elapsed hours with different interval types
- Put a gap between training and test windows when features or labels span time
- Scale each series by its own recent level when training a global model
- In direct models, keep every lag at least as long as the horizon it predicts
- Shift before rolling so window features exclude the target period
Projects 10
- Flagship: final bookings per departure from booking-curve snapshots
- Route-day passenger backtest and the capacity/price what-if: forecasts are not causal answers
- Intermittent weekly demand for a gift-ware wholesaler: beating the zero forecast honestly
- Coherent store, department and item forecasts with hierarchical reconciliation
- Day-ahead quarter-hour load with daily, weekly and annual seasonality
- Next-day hourly bike rentals: which exogenous inputs exist at forecast time
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