Data Shift : Identify concept drift in the data

[anilkumarpanda]

Problem Description

A concept drift happens where the relations between the input and output variables change. So we are not anymore only focusing on X variables or only the Y variable but on the relations between them e.g situations with seasonality.

Desired Outcome The solution is able to report the chosen metrics across various time windows.

Solution Outline Use time-series cross validation ? Requires more research .

Refers #72 comments