How do you select features for a forecasting model?medium
Answer
Start with domain knowledge (price, seasonality, sell-through rate, days-to-expiry).
Explanation
Start with domain knowledge (price, seasonality, sell-through rate, days-to-expiry). Use correlation analysis, feature importance from a baseline tree model, and VIF for multicollinearity. For time-series, add lag features and rolling statistics. Drop features with high missingness or near-zero variance. Validate with time-aware CV.
Follow-upCan you give a production example?