An open-source, low code python package for the implementation of the T-Fold Sequential Validation (T-Fold SV) method, which is aimed to be the go to method in subsitution to any variation of K-Fold Cross Validation (K-Fold CV) method, for the case of Financial Time Series data, specially in a predictive modeling process.
- Github repository: https://github.com/iffranciscome/T-Fold-SV
- Cloning repository
Clone entire github project
git@github.com:IFFranciscoME/T-Fold-SV.git
(optional) create a virtual environment
virtualenv venv
(optional) activate virtual environment
source ~/venv/bin/activate
and then install dependencies
pip install -r requirements.txt
J.Francisco Munnoz - IFFranciscoME - Is an Associate Professor in the Mathematics and Physics Department, at ITESO University.
GNU General Public License v3.0
Permissions of this strong copyleft license are conditioned on making available complete source code of licensed works and modifications, which include larger works using a licensed work, under the same license. Copyright and license notices must be preserved. Contributors provide an express grant of patent rights.
Contact: For more information in reggards of this project, please contact francisco.me@iteso.mx
- begin{equation}
- hat{y_{t}} = gamma_{t} + sum_{t=0}^{T} frac{1}{beta7}
end{equation}
\hat{y_{t}} = \gamma_{t} + \sum_{t=0}^{T} \frac{1}{\beta7}