In cross validation, the left-out fold cannot contain data from the rest of the data. The weighted_past_counts for a particular data point in the left-out fold is currently calculated from all past observed_counts, including those that are in the rest of the data (that are not in the left-out fold).
We need a separate version of delay_calculator for cross validation, such that the weighted_past_counts for data in the left-out fold are calculated only from past observed_counts within the left-out fold
In cross validation, the left-out fold cannot contain data from the rest of the data. The
weighted_past_counts
for a particular data point in the left-out fold is currently calculated from all pastobserved_counts
, including those that are in the rest of the data (that are not in the left-out fold).We need a separate version of
delay_calculator
for cross validation, such that theweighted_past_counts
for data in the left-out fold are calculated only from pastobserved_counts
within the left-out fold