Time Series Forecasting, Fourier, Ensemble Method, Data Science, Signal Processing.
One-hot encoded features, one for each quarter, with a period of 1 year: seasonal_year = DeterministicProcess(index=df.index, constant=False, seasonal=True).in_sample() print(seasonal_year) s(1,4) s(2,4) s(3,4) s(4,4) time 1956Q1 1.0 0.0 0.0 0.0 1956Q2 0.0 1.0 0.0 0.0 1956Q3 0.0 0.0 1.0 0.0 1956Q4