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 1 year ago

fredmontet commented 1 year 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