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Data splitting for time series #1381

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freddyaboulton opened this issue Oct 30, 2020 · 0 comments · Fixed by #1441
Closed

Data splitting for time series #1381

freddyaboulton opened this issue Oct 30, 2020 · 0 comments · Fixed by #1441
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@freddyaboulton
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new feature Features which don't yet exist.
Milestone
November 2020

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@freddyaboulton
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freddyaboulton commented Oct 30, 2020 •
edited

Requirements:

  1. We're going to start with Rolling Origin Cross Validation
  2. Estimators should not be scored on the dates that they are fit on.
  3. The max_lag and gap values will mean some rows will be "thrown out" because of nans. Let's try to minimize this amount.
@freddyaboulton freddyaboulton self-assigned this Oct 30, 2020
@freddyaboulton freddyaboulton added this to the November 2020 milestone Oct 30, 2020
@freddyaboulton freddyaboulton added the new feature Features which don't yet exist. label Oct 30, 2020
@freddyaboulton freddyaboulton mentioned this issue Oct 30, 2020
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@freddyaboulton freddyaboulton mentioned this issue Nov 16, 2020
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Data split for time series alteryx/evalml
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