{
  "id": 543803,
  "title": "Can we use historical feature data?",
  "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/543803",
  "author_name": "",
  "post_date": "2024-11-01T14:12:51.929506500Z",
  "votes": null,
  "comment_count": 2,
  "views": 0,
  "content": "<p>There isn't historical feature data in test stage.</p>\n<p>Can't we use historical feature data? or we can use that in test stage but just we can't see that in sample test data?</p>",
  "messages": [
    {
      "id": "3033790",
      "postDate": "11/01/2024 14:12:51",
      "content": "<p>There isn't historical feature data in test stage.</p>\n<p>Can't we use historical feature data? or we can use that in test stage but just we can't see that in sample test data?</p>",
      "rawMarkdown": "There isn't historical feature data in test stage.\n\nCan't we use historical feature data? or we can use that in test stage but just we can't see that in sample test data?",
      "votes": null
    },
    {
      "id": "3033984",
      "postDate": "11/01/2024 17:04:15",
      "content": "<p>FYI: <a href=\"https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081\" target=\"_blank\">https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081</a></p>",
      "rawMarkdown": "FYI: https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081",
      "votes": null
    },
    {
      "id": "3035894",
      "postDate": "11/04/2024 01:21:04",
      "content": "<p>Can we know that date_id in test data is the previous value of date_id in train data?<br>\nIf we can't guarantee that, we can't apply the lagged features to test data derived from historical data (train data).</p>\n<p>As I understand, we can only use a single lagged resonder. Since the lagged responder is provided from 'lags.parquet'.</p>",
      "rawMarkdown": "Can we know that date_id in test data is the previous value of date_id in train data?\nIf we can't guarantee that, we can't apply the lagged features to test data derived from historical data (train data).\n\nAs I understand, we can only use a single lagged resonder. Since the lagged responder is provided from 'lags.parquet'.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 3033984,
      "author_name": "shiyili",
      "author_url": "",
      "post_date": "11/01/2024 17:04:15",
      "content": "<p>FYI: <a href=\"https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081\" target=\"_blank\">https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081</a></p>",
      "votes": null,
      "replies": [
        {
          "id": 3035894,
          "author_name": "cafelatte1",
          "author_url": "",
          "post_date": "11/04/2024 01:21:04",
          "content": "<p>Can we know that date_id in test data is the previous value of date_id in train data?<br>\nIf we can't guarantee that, we can't apply the lagged features to test data derived from historical data (train data).</p>\n<p>As I understand, we can only use a single lagged resonder. Since the lagged responder is provided from 'lags.parquet'.</p>",
          "votes": null,
          "replies": []
        }
      ]
    }
  ],
  "raw_markdown_by_id": {
    "3033790": "There isn't historical feature data in test stage.\n\nCan't we use historical feature data? or we can use that in test stage but just we can't see that in sample test data?",
    "3033984": "FYI: https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/discussion/543081",
    "3035894": "Can we know that date_id in test data is the previous value of date_id in train data?\nIf we can't guarantee that, we can't apply the lagged features to test data derived from historical data (train data).\n\nAs I understand, we can only use a single lagged resonder. Since the lagged responder is provided from 'lags.parquet'."
  },
  "source": "meta"
}