yohou.model_selection¶
Time series cross-validation splitters and hyperparameter search.
Search estimators¶
| Name | Description |
|---|---|
BaseSearchCV |
Abstract base class for hyperparameter search with time series cross-validation. |
GridSearchCV |
Exhaustive search over specified parameter values for a forecaster. |
RandomizedSearchCV |
Randomized search on hyperparameters. |
Splitters¶
| Name | Description |
|---|---|
BaseSplitter |
Base class for yohou time series cross-validation splitters. |
ExpandingWindowSplitter |
Expanding window time series cross-validation splitter. |
SlidingWindowSplitter |
Sliding window time series cross-validation splitter. |
Utilities¶
| Name | Description |
|---|---|
check_cv |
Input checker utility for building a cross-validator. |