Understanding Feature Engineering - 4 part article by Dipanjan Sarkar via @TDataScience

Great 4 part series that you really need to set some time aside so you can sit and read these:

1 - Strategies for working with continuous, numerical data

2 - Strategies for working with discrete, categorical data

3 - Traditional strategies for taming unstructured, textual data

4 - Newer, advanced strategies for taming unstructured, textual data