Implemented max_lag #43
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Contributor
BSchilperoort
commented
Jul 12, 2022
•
BSchilperoort
commented
- implement max_lag kwarg
- allow max_lag that exceeds 365 days, automatically skip anchor years
- write tests for new functionality
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Kudos, SonarCloud Quality Gate passed! |
geek-yang
approved these changes
Jul 12, 2022
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Nice work! It is nice that by this implementation one can avoid train/test information leakage through skipping years. In the future we would have usecases that allows the overlapping of years (it is described here #44 ). But we can accommodate that easily by providing another key word argument for to enable the option. Well done 😄 !
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| self._n_intervals = max_lag + self._n_target | ||
| self._skip_years = np.ceil(self._n_intervals / | ||
| periods_per_year).astype(int) - 1 |
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Nice design! In this way we avoid train/test information leakage elegantly.
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