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When working with time-series it's common to use lagged features, where the lags are wrt. the sampling interval. If the sampling interval is f.e. daily, then a lag of 1 returns the value of the previous day. I was able to come up with a solution which works by first adding the sampling-interval and then joining the newly created table. Is there a way to get the same result without intermediate table?
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When working with time-series it's common to use lagged features, where the lags are wrt. the sampling interval. If the sampling interval is f.e. daily, then a lag of 1 returns the value of the previous day. I was able to come up with a solution which works by first adding the sampling-interval and then joining the newly created table. Is there a way to get the same result without intermediate table?
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