Data Science, Time Series Analysis, Machine Learning, Automl, Forecasting.
train_features_per_day = X_train.groupby(level='Date').apply(compute_features).reset_index(drop=True) test_features_per_day = X_test.groupby(level='Date').apply(compute_features).reset_index(drop=True) # Combine each featurization into a set of combined features for our train/test data