p. m.
Para: Scikit-learn user and developer mailing list
Asunto: Re: [scikit-learn] Contribution to sklearn: Cross validation of time
series
Hey Andres.
I think there might be a PR for that.
Can you explain the minimum size of the training set? How is that used?
I thought the other main option would b
Hi Andres, hi Andy,
Indeed in real life I also needed to cross-validate time series in a different
manner than TimeSeriesSplit implemented in sklearn does.
I fully support the idea of such a contribution Andres.
As Andy mentioned, the main option would be a « rolling window » or as I use to
say
Hey Andres.
I think there might be a PR for that.
Can you explain the minimum size of the training set? How is that used?
I thought the other main option would be "rolling window" cross validation
to use a fixed length cv training set.
So the two options to me were rolling window and what we're d
