Modeling variable seasonal features with the Fourier transform

Modeling Variable Seasonal Features with the Fourier Transform

Improve time series forecast performance with a technique from signal processing

Modeling time series data and forecasting it are complex topics. There are many techniques that could be used to improve model performance for a forecasting job. We will discuss here a technique that may improve the way forecasting models absorb and utilize time features, and generalize from them. The main focus will be the creation of the seasonal features that feed …

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