seglearn icon indicating copy to clipboard operation
seglearn copied to clipboard
verified publisher icon dmbee

RollingSplit

Open dmbee opened this issue 7 years ago • 1 comments

Implement data splitter with rolling splits similar to sklearn.model_selection.TimeSeriesSplit but with compatibility for data sets with more than a single time series and contextual data.

dmbee avatar Nov 19 '18 15:11 dmbee

This should enhancement should also include development of a new base class for temporal splitters that can be inherited by the rolling splitter, and the existing temporal splitters.

dmbee avatar Dec 18 '18 18:12 dmbee