Feature Engineering

References

See references/rolling-stats-reference.md for the complete RollingFeatures constructor, all 9 available statistics, feature name generation formula, window behavior, and kwargs_stats usage.

When to Use This Skill

• Forecast accuracy has plateaued and you suspect better features would help
• User asks about "exogenous variables", "external regressors", or "feature creation"
• Time series has calendar patterns (hourly, weekly, seasonal) not yet captured
• Raw datetime index is used directly instead of engineered features
• User mentions feature_engine, RollingFeatures, or skforecast preprocessing
• Energy/transport/outdoor domain where sunlight hours may be predictive

When NOT to Use