Create lag features for time series
Engineer time series features
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Write Python code to create lag features and rolling statistics for a time series DataFrame with columns [list columns] and a datetime index. Create lags of [1, 3, 7, 14, 28] periods, rolling mean/std/min/max for windows of [7, 14, 28] days, and ewm features. Handle NaN values from lagging correctly.
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Utilisez `min_periods` dans `rolling()` pour ajuster le nombre de NaN en début de série. Par défaut, il est égal à la taille de la fenêtre, ce qui supprime trop de lignes utiles. Avec `min_periods=1`, vous conservez les premières valeurs avec moins d’historique.
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