fix cross_validation when the id is the index

Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

https://nixtlaverse.nixtla.io/neuralforecast

Apache License 2.0

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fix cross_validation when the id is the index #951

Closed jmoralez closed 3 months ago

jmoralez commented 3 months ago

If the user provided the id as the index to the cross_validation method a KeyError was raised because it'd always look for it in the columns. This adds the same check as for the other methods where a FutureWarning is issued but it still works.

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