Jing Qiang Goh

Time Series Enthusiast

Jing Qiang Goh is a time series enthusiast.

Building a Tractable, Feature Engineering Pipeline for Multivariate Time Series

By Jing Qiang Goh, Time Series Enthusiast on March 8, 2022 in Machine Learning
A time series feature engineering pipeline requires different transformations such as imputation and window aggregation, which follows a sequence of stages. This article demonstrates the building of a pipeline to derive multivariate time series features such that the features can then be easily tracked and validated.

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