Commit Graph

3 Commits

Author SHA1 Message Date
Mark Aron Szulyovszky 6440ced32c feat(Tests): added basic unit tests for walk_forward_train_test() (#22)
* feat(Tests): added basic unit tests for walk_forward_train_test()

* fix(Tests): inherit from BaseEstimator, fix index problems in walk_forward_train_test

* fix(WalkForward): predictions were mistakenly removed, oops

* fix(WalkForward): mistakenly re-assiging model
2021-12-15 17:54:03 +01:00
Mark Aron Szulyovszky beb281fc3a feat(Evaluation): created a unified evaluation framework for both regression / classification 2021-12-14 21:25:43 +01:00
Mark Aron Szulyovszky 1ef314c034 fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data() 2021-12-14 21:07:03 +01:00