Code

Timeseries split#414

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R7L208 merged 13 commits intomasterdatabrickslabs/tempo:masterfrom timeseries_splitdatabrickslabs/tempo:timeseries_splitCopy head branch name to clipboardNov 5, 2024

+596-24

Commits

Commits on Jul 25, 2024

• skeleton of TimeSeriesCrossValidator

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Commits on Jul 26, 2024

• basic implementation

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Commits on Oct 29, 2024

• Merge branch 'master' into timeseries_split

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• added gap param to tscv class

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Commits on Oct 30, 2024

• updating init method

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Commits on Oct 31, 2024

• example notebook showing how to make use of timeseries split cross-validator

  

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• applying black formatting

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• fixing type-check issue

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• mypy should run in non-interactive mode

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Commits on Nov 5, 2024

• basic test code for cross-validator: constructor and params

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• cache contents of test data file

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• option to load test data from csv file

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• test the k-folds operation of our TimeSeriesCrossValidator

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