trendbreaker
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ASMODEE: enable tuning of calibration window
Ideally, the calibration window should include a single trend which can be modelled by at least one of the candidate models. In practice, this may require selecting a subset of the most recent data, e.g. 6 weeks prior to the prediction window. We might add an optimisation procedure to get the best suited calibration window, e.g. based on absolute fit.