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Published July 31, 2020 | Version v0.1.3
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TomMonks/forecast-tools: v0.1.3

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Description

Big Updates: forecast_tools.model_selection

Cross validation functions. In particular rolling forecast origin, sliding window and cross_validation_score Unit tests in tests/test_model_selection.py

forecast_tools.metrics

Mean absolute scaled error. An initial implementation of it. This doesn't yet work with the cross validation code due to the difference in function signature. Propose best way around it is to create a decorator function. Unit tests in test/test_metrics.py

Minor

improved docstrings and updated cross_validation notebook.

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