Time series nested cross-validation

This project contains the code that belongs to the following blog post.

Project Organization

│
├── notebooks/                      <- Jupyter notebooks.
│
├── timeseries_cross_validation/    <- Python module with source code of this project.
│
├── environment.yml                 <- conda virtual environment definition file.
│
├── LICENSE
│
├── README.md                       <- This file
│
└── setup.py                        <- To install timeseries_cross_validation

Set up

Create the virtual environment with conda and and activate it:

$ conda env create -f environment.yml
$ source activate timeseries-nested-cv 

Install timeseries-nested-cv in the virtual environment:

$ pip install --editable .

Run Jupyter Notebook and open the notebooks in notebooks/:

$ jupyter notebook