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FEAT: Training window filtering

Open marcopeix opened this issue 5 months ago • 2 comments
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Currently, we create the maximum number of training windows, meaning that we might have windows with only 1 available insample data point and 1 available outsample data point.

These are technically low quality windows.

This PR adds the parameter available_sample_fractions to control how many available insample and outsample data points should be available as a fraction of input size and horizon for insample and outsample respectively.

marcopeix avatar Jun 19 '25 20:06 marcopeix