[scikit-learn] Contribution to sklearn: Cross validation of time series

Hello, I'd like to contribute with a new functionality in sklearn. It's the cross validation of time series. It's an evolution of the current functionality, implemented by TimeSeriesSplit. TimeSeriesSplit only allows the user to set the number of folds. In real life, when performing the c

Re: [scikit-learn] Contribution to sklearn: Cross validation of time series

iable length training set? Thanks, Andy On 04/27/2017 09:44 AM, andres lago wrote: Hello, I'd like to contribute with a new functionality in sklearn. It's the cross validation of time series. It's an evolution of the current functionality, implemented by TimeSeriesSplit. Tim