Creating Lag Features in Pandas Using Shift
Python
1| # each value of previous_row is the value from 2| # the previous row of col_A 3| df['previous_row'] = df['col_A'].shift(periods=1) 4| 5| # each value of next_row is the value from the next row of col_A 6| df['next_row'] = df['col_A'].shift(periods=-1) 7| 8| # get the value of close from the previous row, grouped by stock 9| df['close_yesterday'] = df.groupby(['stock'])['close'].shift(periods=1) 10| 11| # get the value of close from the next row, grouped by stock 12| df['close_tomorrow'] = df.groupby(['stock'])['close'].shift(periods=-1)
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