I have a problem with a predictive modelling problem. The starting position is shown below. S1-S2 are sensor measurements and RUL is my target value. DataStructure: id period s1 s2 s3 RUL 1 1 510.23 643.43 1585.29 6 1 2 512.34 644.89 1586.12 5 1 3 514.65 645.11 1587.99 4 1 4 512.98 647.59 1588.45 3 1 5 516.34 649.04 1590.65 2 1 6 518.12 652.62 1593.09 1 2 1 509.77 640.61 1584.91 9 2 2 510.26 642.06 1586.00 8 2 3 511.95 643.62 1588.09 7 2 4 513.51 646.51 1589.45 6 2 5 512.17 648.06 1589.54 5 2 6 515.56 646.11 1586.22 4 2 7 518.78 649.34 1586.96 3 2 8 519.90 650.30 1588.95 2 2 9 521.05 651.39 1591.34 1 3 1 501.11 653.99 1580.45 8 3 2 511.45 643.23 1584.09 7 3 3 505.45 643.78 1586.11 6 3 4 504.45 643.43 1588.34 5 3 5 506.45 643.71 1589.89 4 3 6 511.45 643.33 1591.21 3 3 7 516.45 643.61 1592.42 2 3 8 518.45 643.05 1596.77 1 Target: My target is to predict the remaining usefull live (RUL) of unseen data. In this case I have only 1 type of machine with different id's (That means 1 type and 3 different physical systems). For the prediction the id doesn't matter, because it's the same machine. Furthermore, I want to add new features. The moving average of s1 s2 and s3. So I have to add three new column with the names a1, a2 and a3. For instance, a1 should look like: a1 NaN NaN 512.41 513.32 514.66 515.81 NaN NaN 510.66 511.91 512.54 513.75 515.50 518.08 519.91 NaN NaN 506.00 507.12 505.45 507.45 511.45 515.45 The next problem is, that I can't work with NaN, because it's a string. How can I ignore/work with it for a1, a2, and a3 ? Next Question is: How can I use a regression models like RandomForest and Bagged Decision Trees with a train_test_split to predict the RUL of unseen new data? (Of course I need more data, this example gives just the structure.) [s1],[s2],[s3] are my inputs and RUL is the output. Furthermore, I want to evaluate the model with Mean Absolut Error, Mean Squared Error and R². Finaly, I want to use the gridsearch Method for tuning. I know what I wanna do, but I'm not able to realize it with python. A complete code would be perfect. Continue reading...