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longyu 2022-07-13 19:18:13 +02:00
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@ -430,7 +430,7 @@ where $W_i$ is the weight of data point $i$ in a total set of $n$ data points._
Finally, `period` defines the offset used for the `labels`. In the present example,
the user is asking for `labels` that are 24 candles in the future.
Note: typically in time-series forecasting, the validation/test data should be the "future" by a given training data. Thus, it is nicely to disable `shuffle` and `data_split_parameters` parameters during the cross-validation or validation steps. For more detailed explaination, visit [here](https://medium.com/@soumyachess1496/cross-validation-in-time-series-566ae4981ce4).
Note: typically in time-series forecasting, the validation/test data should be the "future" by a given training data. Thus, it is recommended to disable `shuffle` parameter during the cross-validation or validation steps. For more detailed explaination, visit [here](https://medium.com/@soumyachess1496/cross-validation-in-time-series-566ae4981ce4).
### Removing outliers with the Dissimilarity Index