Time Series Cross-Validation -- an extension for scikit-learn
Updated the setup file.
Minor changes
GapRollForward
to replace GapWalkForward
.The release solves the Scikit-Learn v0.24 compatibility issue as well as implements the following enhancements:
GapWalkForward
.GapWalkForward
via the rollback_size
parameter.gap_train_test_split
.GapWalkForward
.The release solves the Scikit-Learn v0.24 compatibility issue as well as implements the following enhancements:
GapWalkForward
.GapWalkForward
via the rollback_size
parameter.gap_train_test_split
.Changed GapWalkForward.get_n_splits
to match abstract method signature.
It aligns the get_n_splits
method signature with the abstract method signature required by GridSearchCV
.