tscv
Time Series Cross-Validation -- an extension for scikit-learn
Time Series Cross-Validation -- an extension for scikit-learn
To install this package, run one of the following:
This repository is a scikit-learn extension for time series cross-validation. It introduces gaps between the training set and the test set, which mitigates the temporal dependence of time series and prevents information leakage.
Summary
Time Series Cross-Validation -- an extension for scikit-learn
Last Updated
May 10, 2023 at 14:45
License
BSD-3-Clause
Total Downloads
546.4K
Version Downloads
15.6K
Supported Platforms
GitHub Repository
https://github.com/WenjieZ/TSCVDocumentation
https://tscv.readthedocs.io/en/latest/