Lag and Lead Features
quantlib-ml
Lag and Lead Features
Generates lagged features, lead features, returns, and log returns for time series modeling. Essential for autoregressive models and capturing temporal dependencies. [Tier: ENTERPRISE, Credits: 10]
POST
Lag and Lead Features
Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Time series data
Example:
[100, 102, 101, 105, 107, 106, 110]Number of lags/leads to create
Example:
3
Include lead features
Example:
false
Include simple returns
Example:
true
Include log returns
Example:
false
