antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Make sampling more consistant with different splitting schemas #167

Closed antoinecarme closed 3 years ago

antoinecarme commented 3 years ago

In some cases, sampling is not compatible with dataset splitting.

For the moment, sampling is only used on very large datasets ( > 8192 rows) to speed up the training of AR-like models near the end of the training process.

Sampling is enabled by default and can be disabled (Options.mActivateSampling = False).

This can be problematic when some advanced features are used : cross-validation, time hierarchies (#163), etc.

Ensure that the dataset is sampled before the training process starts and that only the last 8192 are used.

antoinecarme commented 3 years ago

Closing