ontime-re / ontime

Your library to work with time series
Apache License 2.0
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Cross validation for time series #26

Open fredmontet opened 10 months ago

fredmontet commented 10 months ago

Cross validation for time series do exist but aren't in all lib. The idea here is to have such feature. Visually, it would represent things such as :

image image

Reference

https://python.plainenglish.io/cross-validation-techniques-for-time-series-data-d1ad7a3a680b https://forecastegy.com/posts/time-series-cross-validation-python/ https://medium.com/@soumyachess1496/cross-validation-in-time-series-566ae4981ce4