Time Series Munging - Toeplitz matrix (Lagged value rows from TS vector)

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Time Series Munging - Toeplitz matrix (Lagged value rows from TS vector) #11042

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Create a function that converts a single column time series data into rows of t, t-1, t-2 , t-3 at each data point.

This is an intermediate step to ARIMA

h2o-ops commented 1 year ago

JIRA Issue Migration Info

Jira Issue: PUBDEV-4153 Assignee: Mark Chan Reporter: Mark Chan State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A