David Burns

I am having the same problem on version 3.4

seglearn has transformers Interp and InterpLongToWide - the latter which I believe may suit your needs. InterpLongToWide converts long format dataframe to wide format, and can use various interpolation schemes...

The details this are in the API documentation - but probably the main documentation / user guide should be updated to reflect this use case.

Thanks - will work on those as well.

I put the details for InterpLongToWide in the user guide. Will work on docstring examples as well.

I have been working on a update that will keep timestamps as part of the dataframe, which would enable the type of work you want to do. You would have...

I hadn't planned on it, but we can if it would be useful. Would you like to help with doing that?

great! no rush. go ahead and make a pull request when you are ready. In the mean time, let me know if I can help - though I haven't published...

This should enhancement should also include development of a new base class for temporal splitters that can be inherited by the rolling splitter, and the existing temporal splitters.

Thanks for this. I haven't tested for compatibility with sklearn 1.0.1 but will do so and post the fix.