Is your feature request related to a problem? Please describe.
If a user calls fit and later predict on the SklearnWrapper while having training data of length 51, horizon 50, and lags 3, based on our implementation, he/she would end up with empty X_train, y_train due to the lag creation which introduces non-evitable data cuts.
Describe the solution you'd likeSklearnWrapper should raise ValueError in case there is nothing left in the data for fitting.
Describe alternatives you've considered
We might consider implementing other approaches (without lags) but should start with fixing this one.
Additional context
The issue occurred when implementing HCrystalBallForecaster in sktime
Is your feature request related to a problem? Please describe. If a user calls
fit
and laterpredict
on theSklearnWrapper
while having training data of length 51, horizon 50, and lags 3, based on our implementation, he/she would end up with emptyX_train
,y_train
due to the lag creation which introduces non-evitable data cuts.Describe the solution you'd like
SklearnWrapper
should raiseValueError
in case there is nothing left in the data for fitting.Describe alternatives you've considered We might consider implementing other approaches (without lags) but should start with fixing this one.
Additional context The issue occurred when implementing HCrystalBallForecaster in sktime