<html>
<head>
<meta content="text/html; charset=windows-1252"
http-equiv="Content-Type">
</head>
<body bgcolor="#FFFFFF" text="#000000">
Hey Andres.<br>
I think there might be a PR for that.<br>
Can you explain the minimum size of the training set? How is that
used?<br>
I thought the other main option would be "rolling window" cross
validation<br>
to use a fixed length cv training set.<br>
<br>
So the two options to me were rolling window and what we're doing
right now.<br>
Can you elaborate on the other use cases, like minimum size of the
training set<br>
and why you would want the other options with a variable length
training set?<br>
<br>
Thanks,<br>
Andy<br>
<br>
<div class="moz-cite-prefix">On 04/27/2017 09:44 AM, andres lago
wrote:<br>
</div>
<blockquote
cite="mid:VI1P192MB025463688086455AC51DAC65F4100@VI1P192MB0254.EURP192.PROD.OUTLOOK.COM"
type="cite">
<meta http-equiv="Content-Type" content="text/html;
charset=windows-1252">
<style type="text/css" style="display:none;"><!-- P {margin-top:0;margin-bottom:0;} --></style>
<div id="divtagdefaultwrapper"
style="font-size:12pt;color:#000000;font-family:Calibri,Arial,Helvetica,sans-serif;"
dir="ltr">
<p><span style="font-family: Calibri, Arial, Helvetica,
sans-serif; font-size: 12pt;">Hello,</span><br>
</p>
<div style="color: rgb(0, 0, 0);">
<div>
<div id="divtagdefaultwrapper" dir="ltr"
style="font-size:12pt; color:#000000;
font-family:Calibri,Arial,Helvetica,sans-serif">
<p> I'd like to contribute with a new functionality in
sklearn. It's the cross validation of time series. It's
an evolution of the current functionality, implemented
by <span>TimeSeriesSplit.</span></p>
<p><span><br>
</span></p>
<p><span> <span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px">TimeSeriesSplit only allows the user
to set the number of folds. In real life, when
performing the cross validation of time series,
other parameters are required, for instance:</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> -minimum size of CV-training set</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> -size of CV-test set</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> -fixed or variable length
of CV-training set.</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"><br>
</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> The functionality is inspired by
the R library 'caret'. </span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"><br>
</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> If you agree, I can share my code.
I developed it for a project with the french
rail company SNCF. It's in production now.</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"><br>
</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> Regards,</span></span></p>
<p><span><span
style="font-family:Calibri,Arial,Helvetica,sans-serif,EmojiFont,"Apple
Color Emoji","Segoe UI
Emoji",NotoColorEmoji,"Segoe UI
Symbol","Android Emoji",EmojiSymbols;
font-size:16px"> Andres </span></span></p>
</div>
</div>
</div>
</div>
<br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
scikit-learn mailing list
<a class="moz-txt-link-abbreviated" href="mailto:scikit-learn@python.org">scikit-learn@python.org</a>
<a class="moz-txt-link-freetext" href="https://mail.python.org/mailman/listinfo/scikit-learn">https://mail.python.org/mailman/listinfo/scikit-learn</a>
</pre>
</blockquote>
<br>
</body>
</html>