Window a time series dataset with pandas

window.py

import pandas as pd
import numpy as np

input_csv = "./weather_history_tiny.csv"
output_csv = "./weather_history_tiny_windowed.csv"
df = pd.read_csv(input_csv)

n_lags = 1
N = len(df)
all_columns = df.columns
input_columns = [col for col in all_columns if col != "Datetime"]

for col in input_columns:
    for i in range(n_lags):
        new_col = f"{col}_T-{i}"
        df[new_col] = np.hstack((np.full([i], np.nan), df[col].iloc[:N-i].to_numpy()))

df = df.drop(columns=all_columns)
df.to_csv(output_csv, index=False)