I think we need a small design document for the rework of the reducers. FYI @danbartl, given recent discussions.

Cases we should cover with modular design:

• lagging X and lagging y, lagging y but not lagging X
• use of contemporary X, use of shifted X (by forecasting horizon)
• use of transformers on X, e.g., window summarizer
• removing missing values created due to shifting/windowing
• treating missing values created due to shifting/windowing (e.g. filling)
• treating missing values from shifting/windowing differently from pre-existing missing values, including options to leave the latter be