maltese

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@bearloga here is an initial patch addressing #4. 2 points I am still in doubt: * __Naming__: I think it would be more intuitive to call the new variables as...

dfalbel

Lag/lead rename argument

1

In #4 I suggested that the names of the horizon columns should be prefixed with `mlts_lead_`, so perhaps there should be some kind of argument that changes what the prefixes...

bearloga

Forecasting horizont argument

1

I am wondering if it would make sense an horizon parameter in the `mlts_transform` function. An example application would be predicting the next 7 days in a daily time series...

dfalbel