Metadata-Version: 1.1
Name: timeseriescv
Version: 0.1
Summary: Scikit-learn style cross-validation classes for time series data
Home-page: UNKNOWN
Author: Samuel Monnier
Author-email: samuel.monnier@gmail.com
License: MIT
Description-Content-Type: UNKNOWN
Description: timeseriescv
        ------------
        
        Package implementing two cross-validation algorithms suitable to evaluate machine learning models based on time series
        datasets.
        
        Installation
        ~~~~~~~~~~~~
        
        timeseriescv can be installed using pip:
            >>> pip install timeseriescv
        
        Content
        ~~~~~~~
        
        For now the package contains two main classes handling cross-validation:
        
        * ``PurgedWalkForwardCV``: Walk-forward cross-validation with purging.
        * ``CombPurgedKFoldCV``: Combinatorial cross-validation with purging and embargoing.
        
        Check their respective docstrings for more information.
        
        
        
        
Keywords: machine-learning cross-validation scikit-learn time-series
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3.6
Classifier: Topic :: Scientific/Engineering
