diff --git a/docs/changelog-news.qmd b/docs/changelog-news.qmd
index c585b8e0..bf83a1a3 100644
--- a/docs/changelog-news.qmd
+++ b/docs/changelog-news.qmd
@@ -10,7 +10,9 @@ number-sections: false
 
 ## Improvements:
 
-- `.augment_lags()` and `.augment_leads()`: value_column only accepts numeric dtype. Now accepts any dtype. #295
+
+- Implement `sort_dataframe()`: This function is used internally to make sure Polars and Pandas engines perform grouped operations consistently and correctly. #286 #290
+- `.augment_lags()` and `.augment_leads()`: value_column now accepts any dtype. #295
 
 # pytimetk 0.4.0
 
diff --git a/src/pytimetk/__init__.py b/src/pytimetk/__init__.py
index 61558ef0..02ae5b3d 100644
--- a/src/pytimetk/__init__.py
+++ b/src/pytimetk/__init__.py
@@ -187,7 +187,7 @@
     reduce_memory_usage
 )
 from .utils.pandas_helpers import (
-    flatten_multiindex_column_names, glimpse, drop_zero_variance, transform_columns
+    flatten_multiindex_column_names, glimpse, drop_zero_variance, transform_columns, sort_dataframe
 )
 from .utils.parallel_helpers import (
     parallel_apply, progress_apply
diff --git a/src/pytimetk/core/anomalize.py b/src/pytimetk/core/anomalize.py
index 4f480fad..90e910d4 100644
--- a/src/pytimetk/core/anomalize.py
+++ b/src/pytimetk/core/anomalize.py
@@ -6,7 +6,9 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.core.frequency import get_frequency, get_seasonal_frequency, get_trend_frequency
+
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 from pytimetk.utils.parallel_helpers import parallel_apply, get_threads, progress_apply
 
@@ -282,6 +284,8 @@ def anomalize(
     
     if reduce_memory:
         data = reduce_memory_usage(data)
+        
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
     
     if isinstance(data, pd.DataFrame):
         result = _anomalize(
@@ -354,6 +358,9 @@ def anomalize(
     if reduce_memory:
         result = reduce_memory_usage(result)
     
+    result.index = idx_unsorted
+    result = result.sort_index()
+    
     return result
 
 # Monkey patch the method to pandas groupby objects
diff --git a/src/pytimetk/feature_engineering/diffs.py b/src/pytimetk/feature_engineering/diffs.py
index e591e313..cf5b3668 100644
--- a/src/pytimetk/feature_engineering/diffs.py
+++ b/src/pytimetk/feature_engineering/diffs.py
@@ -6,6 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_diffs(
@@ -130,6 +131,8 @@ def augment_diffs(
     if reduce_memory:
         data = reduce_memory_usage(data)
     
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+    
     if engine == 'pandas':
         ret = _augment_diffs_pandas(data, date_column, value_column, periods, normalize=normalize)
     elif engine == 'polars':
@@ -140,6 +143,9 @@ def augment_diffs(
     if reduce_memory:
         ret = reduce_memory_usage(ret)
     
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
+    
     return ret
 
 # Monkey patch the method to pandas groupby objects
diff --git a/src/pytimetk/feature_engineering/ewm.py b/src/pytimetk/feature_engineering/ewm.py
index 6a7e5d67..7367969e 100644
--- a/src/pytimetk/feature_engineering/ewm.py
+++ b/src/pytimetk/feature_engineering/ewm.py
@@ -106,13 +106,9 @@ def augment_ewm(
     display(ewm_df)
     ```
     """
-    # Ensure data is a DataFrame or a GroupBy object
+    # Checks
     check_dataframe_or_groupby(data)
-    
-    # Ensure date column exists and is properly formatted
     check_date_column(data, date_column)
-    
-    # Ensure value column(s) exist
     check_value_column(data, value_column)
     
     # Convert string value column to list for consistency
diff --git a/src/pytimetk/feature_engineering/expanding.py b/src/pytimetk/feature_engineering/expanding.py
index 4bbf5a5b..892b9ed4 100644
--- a/src/pytimetk/feature_engineering/expanding.py
+++ b/src/pytimetk/feature_engineering/expanding.py
@@ -14,6 +14,7 @@
 from pytimetk.utils.parallel_helpers import conditional_tqdm, get_threads
 from pytimetk.utils.polars_helpers import update_dict
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_expanding(
@@ -214,6 +215,8 @@ def augment_expanding(
     if reduce_memory:
         data = reduce_memory_usage(data)
     
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)    
+    
     # Convert string value column to list for consistency
     if isinstance(value_column, str):
         value_column = [value_column]
@@ -257,6 +260,9 @@ def augment_expanding(
     if reduce_memory:
         ret = reduce_memory_usage(ret)
         
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
+        
     return ret
 
 
diff --git a/src/pytimetk/feature_engineering/fourier.py b/src/pytimetk/feature_engineering/fourier.py
index 1cfada95..339a237f 100644
--- a/src/pytimetk/feature_engineering/fourier.py
+++ b/src/pytimetk/feature_engineering/fourier.py
@@ -9,6 +9,7 @@
 
 from pytimetk.core.ts_summary import ts_summary
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -112,6 +113,9 @@ def augment_fourier(
     check_dataframe_or_groupby(data)
     check_date_column(data, date_column)
     
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+    
+    
     if isinstance(periods, int):
         periods = [periods]
     elif isinstance(periods, tuple):
@@ -133,6 +137,9 @@ def augment_fourier(
     
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+        
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
     
     return ret
 
diff --git a/src/pytimetk/feature_engineering/hilbert.py b/src/pytimetk/feature_engineering/hilbert.py
index 512cbfb2..ed2eb3b9 100644
--- a/src/pytimetk/feature_engineering/hilbert.py
+++ b/src/pytimetk/feature_engineering/hilbert.py
@@ -9,6 +9,7 @@
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.polars_helpers import pandas_to_polars_frequency, pandas_to_polars_aggregation_mapping
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_hilbert(
@@ -157,6 +158,9 @@ def augment_hilbert(
     if reduce_memory:
         data = reduce_memory_usage(data)
         
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+    
+        
     if engine == 'pandas':
         ret = _augment_hilbert_pandas(data, date_column, value_column)
     elif engine == 'polars':
@@ -167,6 +171,9 @@ def augment_hilbert(
     if reduce_memory:
         ret = reduce_memory_usage(ret)
         
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
+        
     return ret
     
     
diff --git a/src/pytimetk/feature_engineering/holiday_signature.py b/src/pytimetk/feature_engineering/holiday_signature.py
index aea581b7..767abc85 100644
--- a/src/pytimetk/feature_engineering/holiday_signature.py
+++ b/src/pytimetk/feature_engineering/holiday_signature.py
@@ -14,6 +14,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_series_or_datetime, check_installed
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -204,6 +205,8 @@ def augment_holiday_signature(
     
     if reduce_memory:
         data = reduce_memory_usage(data)
+        
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if engine == 'pandas':
         ret = _augment_holiday_signature_pandas(data, date_column, country_name)
@@ -215,6 +218,9 @@ def augment_holiday_signature(
     if reduce_memory:
         ret = reduce_memory_usage(ret)
         
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
+        
     return ret
 
 # Monkey patch the method to pandas groupby objects
diff --git a/src/pytimetk/feature_engineering/lags.py b/src/pytimetk/feature_engineering/lags.py
index dbc220c5..2f14ca4f 100644
--- a/src/pytimetk/feature_engineering/lags.py
+++ b/src/pytimetk/feature_engineering/lags.py
@@ -6,6 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_lags(
@@ -123,6 +124,8 @@ def augment_lags(
     
     if reduce_memory:
         data = reduce_memory_usage(data)
+        
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
     
     if engine == 'pandas':
         ret = _augment_lags_pandas(data, date_column, value_column, lags)
@@ -133,6 +136,9 @@ def augment_lags(
     
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+        
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
     
     return ret
 
diff --git a/src/pytimetk/feature_engineering/leads.py b/src/pytimetk/feature_engineering/leads.py
index 3aed443c..8c8ab465 100644
--- a/src/pytimetk/feature_engineering/leads.py
+++ b/src/pytimetk/feature_engineering/leads.py
@@ -6,6 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_leads(
@@ -124,6 +125,8 @@ def augment_leads(
     
     if reduce_memory:
         data = reduce_memory_usage(data)
+        
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
     
     if engine == 'pandas':
         ret = _augment_leads_pandas(data, date_column, value_column, leads)
@@ -134,6 +137,9 @@ def augment_leads(
     
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+        
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
     
     return ret
 
diff --git a/src/pytimetk/feature_engineering/rolling.py b/src/pytimetk/feature_engineering/rolling.py
index b25c21b2..dc595957 100644
--- a/src/pytimetk/feature_engineering/rolling.py
+++ b/src/pytimetk/feature_engineering/rolling.py
@@ -14,6 +14,7 @@
 from pytimetk.utils.parallel_helpers import conditional_tqdm, get_threads
 from pytimetk.utils.polars_helpers import update_dict
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 @pf.register_dataframe_method
 def augment_rolling(
@@ -201,6 +202,8 @@ def augment_rolling(
     if reduce_memory:
         data = reduce_memory_usage(data)
     
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+    
     # Convert string value column to list for consistency
     if isinstance(value_column, str):
         value_column = [value_column]
@@ -252,6 +255,9 @@ def augment_rolling(
     
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+        
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
     
     return ret
     
diff --git a/src/pytimetk/feature_engineering/wavelet.py b/src/pytimetk/feature_engineering/wavelet.py
index 44aa23f2..35eb2cfc 100644
--- a/src/pytimetk/feature_engineering/wavelet.py
+++ b/src/pytimetk/feature_engineering/wavelet.py
@@ -9,6 +9,8 @@
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.polars_helpers import pandas_to_polars_frequency, pandas_to_polars_aggregation_mapping
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
+
 
 
 #@pf.register_dataframe_method
@@ -197,6 +199,8 @@ def augment_wavelet(
 
     if reduce_memory:
         data = reduce_memory_usage(data)
+        
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     wavelet_functions = {
         'morlet': morlet_wavelet,
@@ -242,6 +246,9 @@ def _apply_cwt(df):
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+        
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
     
     return ret
 
diff --git a/src/pytimetk/utils/checks.py b/src/pytimetk/utils/checks.py
index 781cbf54..772c8a7d 100644
--- a/src/pytimetk/utils/checks.py
+++ b/src/pytimetk/utils/checks.py
@@ -125,4 +125,7 @@ def check_installed(package_name: str):
 #         data = data.groupby(group_names)    
     
 #     return data
+
+
+
     
\ No newline at end of file
diff --git a/src/pytimetk/utils/pandas_helpers.py b/src/pytimetk/utils/pandas_helpers.py
index 617f40eb..1f452881 100644
--- a/src/pytimetk/utils/pandas_helpers.py
+++ b/src/pytimetk/utils/pandas_helpers.py
@@ -112,6 +112,70 @@ def make_lalign_formatter(df, cols=None):
     
     return None
 
+    
+@pf.register_dataframe_method
+def sort_dataframe(
+    data: Union[pd.DataFrame, pd.core.groupby.generic.DataFrameGroupBy], 
+    date_column: str,
+    keep_grouped_df: bool = True,
+) -> Union[pd.DataFrame, pd.core.groupby.generic.DataFrameGroupBy]:
+    '''The function `sort_dataframe` sorts a DataFrame by a specified date column, handling both regular
+    DataFrames and grouped DataFrames.
+    
+    Parameters
+    ----------
+    data : Union[pd.DataFrame, pd.core.groupby.generic.DataFrameGroupBy]
+        The `data` parameter in the `sort_dataframe` function can accept either a pandas DataFrame or a
+        grouped DataFrame (DataFrameGroupBy object).
+    date_column
+        The `date_column` parameter in the `sort_dataframe` method is used to specify the column in the
+        DataFrame by which the sorting will be performed. This column contains dates that will be used as
+        the basis for sorting the DataFrame or DataFrameGroupBy object.
+    keep_grouped_df
+        If `True` and `data` is a grouped data frame, a grouped data frame will be returned. If `False`, an ungrouped data frame is returned. 
+    
+    Returns
+    -------
+        The `sort_dataframe` function returns a sorted DataFrame based on the specified date column. If the
+        input data is a regular DataFrame, it sorts the DataFrame by the specified date column. If the input
+        data is a grouped DataFrame (DataFrameGroupBy object), it sorts the DataFrame by the group names and
+        the specified date column. The function returns the sorted DataFrame.
+        
+    Examples
+    --------
+    ```{python}
+    import pytimetk as tk
+    import pandas as pd
+    
+    df = tk.load_dataset('walmart_sales_weekly', parse_dates=['Date'])
+    
+    df.sort_dataframe('Date')
+    
+    df.groupby('id').sort_dataframe('Date').obj
+    
+    df.groupby(['id', 'Store', 'Dept']).sort_dataframe('Date').obj
+    ```
+    
+    '''
+    
+    group_names = None  
+    if isinstance(data, pd.DataFrame):
+        df = data.copy()        
+        df.sort_values(by=[date_column], inplace=True)
+        index_after_sort = df.index
+
+    if isinstance(data, pd.core.groupby.generic.DataFrameGroupBy):
+        group_names = data.grouper.names
+        df = data.obj.copy()
+        df.sort_values(by=[*group_names, date_column], inplace=True)
+        index_after_sort = df.index
+        if keep_grouped_df: 
+            df = df.groupby(group_names)
+        
+    return df, index_after_sort
+
+pd.core.groupby.generic.DataFrameGroupBy.sort_dataframe = sort_dataframe
+
 @pf.register_dataframe_method
 def drop_zero_variance(data: pd.DataFrame, ):
     '''The function `drop_zero_variance` takes a pandas DataFrame as input and returns a new DataFrame with