I am using lag columns in my feature engineering to provide more information when it is available. I have lags for times in minutes of (-1,-2,-3,-5,-8,-13,-20,-30,-45,-65,-90). My problem is that it is possible for -5 to -90 to have not occurred yet. My current coding is using the value of -4 for all the values past -5 and I am concerned that even though I have a time of day feature, it is not getting associated to the lag columns to lower their relevance at low time of day values. What are some approaches to reduce/resolve this issue?
MerlinTrashMan t1_iso5oeo wrote
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I am using lag columns in my feature engineering to provide more information when it is available. I have lags for times in minutes of (-1,-2,-3,-5,-8,-13,-20,-30,-45,-65,-90). My problem is that it is possible for -5 to -90 to have not occurred yet. My current coding is using the value of -4 for all the values past -5 and I am concerned that even though I have a time of day feature, it is not getting associated to the lag columns to lower their relevance at low time of day values. What are some approaches to reduce/resolve this issue?