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Training dataset contains time skips #5

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Darxeal opened this issue Sep 22, 2022 · 1 comment
Open

Training dataset contains time skips #5

Darxeal opened this issue Sep 22, 2022 · 1 comment

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@Darxeal
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Darxeal commented Sep 22, 2022

get_training_idxs generates samples by doing a sliding window over all of the training indices. However this does not account for the fact that there are time skips in the training split, and this results in time skips also being present in the generated samples.
@stephenMoran
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@Darxeal have you been able to create a solution to this issue ?

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@Darxeal @stephenMoran