Generating Periodic Features for Seasonal Timeseries
When you're dealing with timeseries in practice, you're usually working on figuring out the seasonal pattern. There are many ways to model this, but you may want to consider periodic features. They offer an elegant way to represent a repeating pattern and the SplineTransformer in scikit-learn gives you support for this directly. You even get some tuning knobs for gridsearch!
Video Chapters:
00:00 Introduction
01:21 Monthly Features
03:55 Improvements
06:20 Periodic Features
10:56 New Model
Docs for SplineTransformer:
https://scikit-learn.org/stable/modul...
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