Lags

polars_ts.features.lags

Lag feature generation for time series data.

lag_features(df, lags, target_col='y', id_col='unique_id', time_col='ds')

Create lagged versions of a target column per group.

Parameters

df Input DataFrame with time series data. lags List of lag values (positive integers). Each produces a column {target_col}_lag_{k}. target_col Column to lag. id_col Column identifying each time series. time_col Column with timestamps for ordering.

Returns

pl.DataFrame Original DataFrame with lag columns appended.