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abhijeet-talaulikar/mmo-modeling-rolling-splits.py

Created June 30, 2023 22:56
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mmo-modeling-rolling-splits.py
if splits == "Q":
time_series = pd.PeriodIndex(dates, freq='Q').astype(str).str[-1].astype(int).values
elif splits == "H":
time_series = pd.PeriodIndex(dates, freq='Q').astype(str).str[-1].map({'1':1, '2':1, '3':2, '4':2}).values
elif splits == "YoY":
time_series = np.array([1]*52 + [2]*52)
else:
time_series = np.arange(104)
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