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MSRDL / Deep4Cast

Probabilistic Multivariate Time Series Forecast using Deep Learning
BSD 3-Clause "New" or "Revised" License
94 stars 22 forks source link

Temporal (Causal) Cross-validation module #31

Closed bischtob closed 6 years ago

bischtob commented 6 years ago

I built a temporal cross-validation module that will be used in the hyper-optimizer. To keep the PRs small, I am separating the two things. Tutorial is included as well.