From 44650ed8a90bbdde204da99b0a6a38fbee1950a5 Mon Sep 17 00:00:00 2001 From: longyu Date: Wed, 13 Jul 2022 19:14:10 +0200 Subject: [PATCH] clean a bit of doc --- docs/freqai.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/freqai.md b/docs/freqai.md index 4df6ea730..9b01cbc13 100644 --- a/docs/freqai.md +++ b/docs/freqai.md @@ -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: since we work time series data and want to train a AI model to predict the future, the validation/test data should be the "future" by a given training data. Thus, we strongly recommend to disable `shuffle` parameter during the cross-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 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). ### Removing outliers with the Dissimilarity Index