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Un-pandas `GroupedTimeSeriesSplit`

Open FBruzzesi opened this issue 1 year ago • 1 comments

Description

In #604 there was a tiny hint at this 😂

In this PR I tried to remove the use of pandas from GroupedTimeSeriesSplit by moving on numpy backend. The only method that still needs a "dataframe"-like object is .summary() (which it's even a nice to have).

In a way this is an alternative way to achieve #597 when a dataframe is just a nice abstraction but not mandatory. The only function that has to work to proceed forward and run .split() method is indexable (from sklearn.utils.validation).

FBruzzesi avatar Dec 29 '23 11:12 FBruzzesi