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RollingSplit #3

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dmbee opened this issue Nov 19, 2018 · 1 comment
Open

RollingSplit #3

dmbee opened this issue Nov 19, 2018 · 1 comment
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enhancement New feature or request help wanted Extra attention is needed

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dmbee commented Nov 19, 2018

Implement data splitter with rolling splits similar to sklearn.model_selection.TimeSeriesSplit but with compatibility for data sets with more than a single time series and contextual data.
@dmbee dmbee added enhancement New feature or request help wanted Extra attention is needed labels Nov 19, 2018
@dmbee dmbee self-assigned this Nov 19, 2018
@qtux qtux mentioned this issue Dec 18, 2018
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dmbee commented Dec 18, 2018

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.

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