Draft

Tweaking fastai tabular for time series data

fastai
kaggle
tips
Author

Ozell Paukert

Published

February 3, 2025

You can make your model considerably more powerful by careful feature engineering for timeseries data.

Sources: - https://www.kaggle.com/learn/time-series - https://www.kaggle.com/competitions/playground-series-s5e1

Main ideas: - Add calendar periodic features - Need to combine test and train data together for this to work properly - Add autoregressive features - Augment with external data: - Currency exchange rate - Census (there are predictive data for this)