Generating Periodic Features for Seasonal Timeseries

When you're dealing with timeseries in practice, you're usually working on figuring out the seasonal pattern. There are many ways to model this, but you may want to consider periodic features. They offer an elegant way to represent a repeating pattern and the SplineTransformer in scikit-learn gives you support for this directly. You even get some tuning knobs for gridsearch! Video Chapters: 00:00 Introduction 01:21 Monthly Features 03:55 Improvements 06:20 Periodic Features 10:56 New Model Docs for SplineTransformer: https://scikit-learn.org/stable/modul... The code for all of our videos can be found on this Github repository: https://github.com/probabl-ai/youtube... The code for this specific episode can be found here: https://github.com/probabl-ai/youtube... This whiteboard video is part of the open efforts over at probabl. To learn more you can check out website or reach out to us on social media. Website: https://probabl.ai/ LinkedIn:   / probabl   Twitter: https://x.com/probabl_ai We also host a podcast called Sample Space, which you can find on your favourite podcast player. All the links can be found here: https://rss.com/podcasts/sample-space/ If you're keen to see more videos like this, you can follow us over at @probabl_ai. #probabl