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tscv

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Time Series Cross-Validation -- an extension for scikit-learn

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::tscv

Usage Tracking

0.1.3
0.1.2
2 / 8 versions selected
Downloads (Last 6 months): 0

Description

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.

About

Summary

Time Series Cross-Validation -- an extension for scikit-learn

Last Updated

May 10, 2023 at 14:45

License

BSD-3-Clause

Total Downloads

546.3K

Version Downloads

15.6K

Supported Platforms

noarch