How do you select features for a forecasting model?medium

Type
conceptual
Topic
do-you-select-features-for-a-forecasting-model
Frequency
common
Tags
machine-learning, how, you, select, features, for
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?