model.selection

model.selection

Model selection: leakage-aware CV splitters for time-series data.

Naming mirrors scikit-learn’s model_selection (e.g. TimeSeriesSplit) under q.model.selection.

q.model.selection.timeseries_split(X, n_splits=5, embargo="5D")

Examples

>>> for train_idx, test_idx in q.model.selection.timeseries_split(X, n_splits=5):
...     ...

Functions

Name Description
timeseries_split Walk-forward (expanding-window) splits. Placeholder.

timeseries_split

model.selection.timeseries_split(X, n_splits=5, embargo=None)

Walk-forward (expanding-window) splits. Placeholder.

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