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AutoViML / Auto_TS

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.

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Cross Validation

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commented

Hi,

Thanks for the library

The Cross-Validation that your package is doing the standard k-fold Cross-Validation method or the one with rolling windows that is more appropriate for Time Series (e.g. as in here )

commented

Hi @msh855 👍 It is doing the rolling window cross validation as shown in the same link
https://robjhyndman.com/hyndsight/tscv/
Ram