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  3. Machine Learning for Time Series Data in Python

Exercise

Engineering multiple rolling features at once

Now that you've practiced some simple feature engineering, let's move on to something more complex. You'll calculate a collection of features for your time series data and visualize what they look like over time. This process resembles how many other time series models operate.

Instructions

100 XP
  • Define a list consisting of four features you will calculate: the minimum, maximum, mean, and standard deviation (in that order).
  • Using the rolling window (prices_perc_rolling) we defined for you, calculate the features from features_to_calculate.
  • Plot the results over time, along with the original time series using the given code.