Welcome Sahil! Great that you have already successfully set up your dev environment.
For this particular task, I think it will be useful to get familiar with Shogun's cross-validation. You could start by checking the related examples (like this one <https://github.com/shogun-toolbox/shogun/blob/develop/examples/undocumented/libshogun/splitting_standard_crossvalidation.cpp>). Then, you can get into understanding how the splitting strategy is implemented internally (you can find the implementation by following the appropriate include file from the example). You will also need to understand details about the time-series splitting strategy, the links in the github issue will be useful for this. After, you should be ready to start implementing the time-series splitting. Let us know how it goes. Hope that helps! Cheers, Fernando. On 5 August 2017 at 20:29, sahil chaddha <sahilvs...@gmail.com> wrote: > Ma'am/Sir, > > I want to work on this https://github.com/shogun-toolbox/shogun/issues/ > 3847. But I have no idea where to start. I am new to such big projects. > Can anyone guide me through it? I have already setup the environment, ran > tests and examples successfully. > > *Sahil Chaddha* > Fourth Year Undergraduate Student > Department of Metallurgy and Materials Engineering > IIT Kharagpur, West Bengal - 721302 > +91-7872705997 <+91%2078727%2005997>, LinkedIn > <https://www.linkedin.com/in/sahil-chaddha-a0a376b7/> | Github > <https://github.com/Sahil333> >