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business-science / modeltime.resample

Resampling Tools for Time Series Forecasting with Modeltime
https://business-science.github.io/modeltime.resample/
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Request to resampling to nested forecasting. #12

Open brianbarry7 opened 2 years ago

brianbarry7 commented 2 years ago

Hi Matt,

Requesting for you to add k-fold and ts-fold feature to your nested forecasting. I am starting to use the nested forecasting a lot but I get poor results if the recent couple months (my test set) were a little off from the rest of the time series.

Thanks!

andredmoliveira commented 1 year ago

Hi @mdancho84, Second this request. It would be great to apply time series cross validation to nested modeltime tables. Thanks!