timeseriescv
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sam31415
Scikit-learn style cross-validation classes for time series data
In the `__init__` method of `PurgedKFoldWalkForward`, an `if` statement raises an error if `n_test_splits >= self.n_splits - 1` (line 105). In the `__init__` method of `CombPurgedKFoldCV`, a similar check on...
Hello, in case you are not aware of it, but all your tests at https://github.com/sam31415/timeseriescv/blob/master/timeseriescv/tests/test_cross_validation.py are failing. I was hoping to use the tests as a basis to understand how...
Hi Sam, Is it possible for you to post a notebook with an example of the correct ways to use the package? It will cut the time that you spend...
