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Rolling Window

Fixed-size time window that slides over a time series to compute statistics on consecutive subsets of data.

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Moving Average

Average calculated over a defined number of consecutive points in a time series, allowing to smooth fluctuations and reveal underlying trends.

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Time Series Resampling

Process of changing the sampling frequency of a time series by aggregation (downsampling) or interpolation (upsampling) of data.

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Lead Features

Variables created by temporally shifting observations forward, used to predict future values or capture anticipatory trends.

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Temporal Aggregation

Technique of consolidating temporal data over predefined periods (hour, day, week) to reduce noise and reveal macroscopic patterns.

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Window Functions

Analytical functions performing calculations on a set of data rows relative to the current row within a defined time window.

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Cumulative Sum

Temporal aggregate calculating the progressive sum of values from the beginning of the series, useful for detecting growth trends and inflection points.

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Time Bucketing

Technique of discretizing time into fixed or variable intervals to group and aggregate temporal data in a structured manner.

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Seasonal Decomposition

Analytical method separating a time series into trend, seasonal, and residual components to better understand temporal patterns.

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Sliding Window

Fixed-size time window moving step by step over data, used for local analysis and temporal pattern detection.

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Temporal Drift

Gradual change in statistical properties of temporal data over time, requiring continuous adaptation of predictive models.

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Time-based Features

Variables derived from temporal properties such as hour, day of week, month, or specific periods to capture cyclical patterns.

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Rolling Standard Deviation

Volatility measure calculated over a sliding time window, indicating data variation around their moving average.

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Temporal Cross-validation

Cross-validation technique respecting chronological order of data to evaluate model performance on realistic temporal predictions.

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Expanding Window

Time window whose size gradually increases to include all historical data up to the current observation point.

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Temporal Feature Scaling

Normalization of temporal features considering their evolution over time to avoid biases related to variable scales.

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Windowed Fourier Transform

Frequency analysis applied to time segments to identify local periodic patterns in time series.

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