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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.