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StackingCVRegressor: TimeSeriesData #1101

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tolitei opened this issue Aug 6, 2024 · 0 comments
Open

StackingCVRegressor: TimeSeriesData #1101

tolitei opened this issue Aug 6, 2024 · 0 comments
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@tolitei
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tolitei commented Aug 6, 2024

Hi everyone,

First of all, thank you for the well-documented library.

I would like to know if it is possible to use StackingCVRegressor for time series data. I am using TimeSeriesSplit instead of KFold, but I encountered an error: StackingRegressor uses cross_val_predict under the hood, which seems to be the reason I cannot use TimeSeriesSplit in my problem.

What approach do you recommend for this situation? Does mlxtend have a solution for this problem?
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