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octoenergy / timeserio

Better `keras` models for time series and beyond
MIT License
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Add PandasTimeSeriesSplit #4

Closed ali-tny closed 5 years ago

ali-tny commented 5 years ago

to extend the sklearn TimeSeriesSplit to cases where there are several time series - eg, a time series for each team.

It uses a list comprehension .loc in the middle which I don't really like, but I couldn't think of a pure-pandas way to turn index labels -> index locations.

codecov-io commented 5 years ago

Codecov Report

Merging #4 into master will increase coverage by 0.28%. The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff            @@
##           master      #4      +/-   ##
=========================================
+ Coverage   88.41%   88.7%   +0.28%     
=========================================
  Files          32      33       +1     
  Lines        1528    1567      +39     
=========================================
+ Hits         1351    1390      +39     
  Misses        177     177
Impacted Files Coverage Δ
timeserio/model_selection/time_series_split.py 100% <100%> (ø)

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