Preprocessing time series to windowed datasets

Photo by Sonja Langford on Unsplash

A time-series problem relies on using past inputs to determine future timesteps. This may work if the lagged time events are correlated with the present. Many models may solve this problem; however, I will only talk about data preparation. I tripped over while working with time series because I didn’t understand some of the following preprocessing concepts.

  1. Windowing