Feature Engineering
References
See references/rolling-stats-reference.md for
the complete RollingFeatures constructor, all 9 available statistics,
feature name generation formula, window behavior, and kwargs_stats usage.
When to Use This Skill
- Forecast accuracy has plateaued and you suspect better features would help
- User asks about "exogenous variables", "external regressors", or "feature creation"
- Time series has calendar patterns
[Description truncada. Veja o README completo no GitHub.]