jeslago / epftoolbox

An open-access benchmark and toolbox for electricity price forecasting
Apache License 2.0
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shuffle_train variable might break the code #2

Closed jeslago closed 4 years ago

jeslago commented 4 years ago

At the moment, the code only works if the same value for shuffle_train is used in hyperopt and recalibration. Ideally, one would use shuffle_train=0 for hyperopt and shuffle_train=1 for recalibration or shuffle_train=1 for hyperopt and shuffle_train=1 for recalibration.

The first option is currently not supported. Best option is to remove the dependency of shuffle_train for recalibration as it is always 1, but leave it as input to represent the value of shuffle_train during hyperopt.