concept:lag-features
Lag Features
Lag Features in the context of production machine-learning systems.
Lessons
Formal explanations, examples, simulations, and checkpoints.
Forecasting & temporal ML
Trend, seasonality, and known-future signals
A temporal feature is valid only if its value could be reconstructed exactly at the forecast origin.
Forecasting & temporal MLBacktesting without time travel
A faithful backtest is a replay of past information states, not merely a sorted split.
Forecasting & temporal MLStatistical and ML forecasters
Choose a forecaster and a multi-step strategy together; the estimator alone does not define the forecast.
Courses & assignments
Dependency-authoritative learning units.
Casebook
Reported facts and course reconstructions.