https://www.analyticsvidhya.com/blog/2019/12/6-powerful-feature-engineering-techniques-time-series/ 介绍了对于特征工程的常用的一些操作

6 Powerful Feature Engineering Techniques For Time Series Data (using Python)

  1. Quick Introduction to Time Series
  2. Setting up the Problem Statement for Time Series Data
  3. Date-Related Features
  4. Time-Related Features
  5. Lag Features
  6. Rolling Window
  7. Expanding Window
  8. Domain-Specific

python数据分析——时间序列特征工程的介绍_github

https://github.com/SakastLord/2019_cmb_fintech/blob/master/ques2_210fea_74151.ipynb 这个是之前打过的一个比赛，其中有之前利用到的一些属性用来构造了feature

https://github.com/VoyagerIII/CERES/blob/master/src2.ipynb 另外一个，也是打过的那个比赛