{
  "id": 555585,
  "title": "Why doesn't \"dayofweek\" work?",
  "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/555585",
  "author_name": "",
  "post_date": "2025-01-08T08:48:11.362222400Z",
  "votes": 4,
  "comment_count": 3,
  "views": 0,
  "content": "<p>I tried to generate a new feature \"dayofweek\" by taking the remainder of \"date_id\", but it made LB much worse. Why was that?<br>\nWhether it is possible that the \"date_id\" is not strictly sorted in chronological order? Or maybe my method was wrong.</p>",
  "messages": [
    {
      "id": "3091272",
      "postDate": "01/08/2025 08:48:11",
      "content": "<p>I tried to generate a new feature \"dayofweek\" by taking the remainder of \"date_id\", but it made LB much worse. Why was that?<br>\nWhether it is possible that the \"date_id\" is not strictly sorted in chronological order? Or maybe my method was wrong.</p>",
      "rawMarkdown": "I tried to generate a new feature \"dayofweek\" by taking the remainder of \"date_id\", but it made LB much worse. Why was that?\nWhether it is possible that the \"date_id\" is not strictly sorted in chronological order? Or maybe my method was wrong.",
      "votes": null
    },
    {
      "id": "3091275",
      "postDate": "01/08/2025 08:55:09",
      "content": "<p>Guess because of the existing holidays within each week (exchages closed) so that simply treating 5 date_ids as one week will have the misalignment issue?</p>",
      "rawMarkdown": "Guess because of the existing holidays within each week (exchages closed) so that simply treating 5 date_ids as one week will have the misalignment issue?",
      "votes": null
    },
    {
      "id": "3091368",
      "postDate": "01/08/2025 10:43:14",
      "content": "<p>Oh you are right. The misalignment issue is the obstacle, I ignored it.</p>",
      "rawMarkdown": "Oh you are right. The misalignment issue is the obstacle, I ignored it.",
      "votes": null
    },
    {
      "id": "3091444",
      "postDate": "01/08/2025 12:32:47",
      "content": "<p>Also might be because:</p>\n<ul>\n<li>the day of the week differences already appears in the data (typically more volatility on Monday)</li>\n<li>this is a continuous market (typically crypto) where day of the week and time of the day don't matter as much. </li>\n</ul>",
      "rawMarkdown": "Also might be because:\n- the day of the week differences already appears in the data (typically more volatility on Monday)\n- this is a continuous market (typically crypto) where day of the week and time of the day don't matter as much.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 3091275,
      "author_name": "lihaorocky",
      "author_url": "",
      "post_date": "01/08/2025 08:55:09",
      "content": "<p>Guess because of the existing holidays within each week (exchages closed) so that simply treating 5 date_ids as one week will have the misalignment issue?</p>",
      "votes": null,
      "replies": [
        {
          "id": 3091368,
          "author_name": "qufangcq",
          "author_url": "",
          "post_date": "01/08/2025 10:43:14",
          "content": "<p>Oh you are right. The misalignment issue is the obstacle, I ignored it.</p>",
          "votes": null,
          "replies": []
        }
      ]
    },
    {
      "id": 3091444,
      "author_name": "lucasmorin",
      "author_url": "",
      "post_date": "01/08/2025 12:32:47",
      "content": "<p>Also might be because:</p>\n<ul>\n<li>the day of the week differences already appears in the data (typically more volatility on Monday)</li>\n<li>this is a continuous market (typically crypto) where day of the week and time of the day don't matter as much. </li>\n</ul>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "3091272": "I tried to generate a new feature \"dayofweek\" by taking the remainder of \"date_id\", but it made LB much worse. Why was that?\nWhether it is possible that the \"date_id\" is not strictly sorted in chronological order? Or maybe my method was wrong.",
    "3091275": "Guess because of the existing holidays within each week (exchages closed) so that simply treating 5 date_ids as one week will have the misalignment issue?",
    "3091368": "Oh you are right. The misalignment issue is the obstacle, I ignored it.",
    "3091444": "Also might be because:\n- the day of the week differences already appears in the data (typically more volatility on Monday)\n- this is a continuous market (typically crypto) where day of the week and time of the day don't matter as much."
  },
  "source": "meta"
}