Adding a lag feature

[testgithubrites]

Is this a unique feature?

• [X] I have checked "open" AND "closed" issues and this is not a duplicate

Is your feature request related to a problem/unavailable functionality? Please describe.

Limited Flexibility: The existing approach does not allow users to specify the number of lags they want or apply this functionality to different columns dynamically. Missed Insights: Without a flexible lag feature implementation, important temporal patterns may not be captured, potentially reducing the accuracy of time series forecasts. Time Consumption: Manually adding lag features for multiple columns or varying lag periods can be time-consuming and error-prone.

Proposed Solution

Lag features help capture trends and patterns over time. They allow the model to learn from previous observations, which is particularly important in time series forecasting, such as stock price prediction. Improving Model Performance:

Including lag features can improve model accuracy by providing additional information that can help predict future values based on past data. It allows models to consider recent trends and changes. Reducing Noise:

Lag features can help smooth out noise in the data. For example, a single day's price fluctuation might be erratic, but the average over several days can provide a more stable signal. Enhancing Feature Engineering:

They contribute to richer feature sets, which can improve the model’s ability to generalize to unseen data. Encouraging Memory:

In models like LSTM (Long Short-Term Memory networks), lag features allow the network to "remember" previous states, enhancing the model's capability to make predictions based on historical sequences.

Screenshots

No response

Do you want to work on this issue?

No

If "yes" to above, please explain how you would technically implement this (issue will not be assigned if this is skipped)

No response

[github-actions[bot]]

Ensure the issue is not similar or previously being worked on.Thanks for your time

[testgithubrites]

Yes, already reviewd it