Forecasting class takes input subsample as the args but when building the inp_data and out_data, it ignores the subsample.
The other way to implement would be to keep the entire inp_data and out_data but implementing subsampling logic in the indexing.
The later seems straight forward but wastes some extra space. For the former, it would require some effort to deal with cases when window and pred_range are not factor of subsample.
Forecastingclass takes input subsample as the args but when building theinp_dataandout_data, it ignores the subsample. The other way to implement would be to keep the entireinp_dataandout_databut implementing subsampling logic in the indexing.The later seems straight forward but wastes some extra space. For the former, it would require some effort to deal with cases when window and pred_range are not factor of subsample.