I am dealing with a time-series dataset that the number of data points in each group is not equal. Please check the attachment. I want to have TimeSeriesSplit for each group. The problem with the current implementation is that the groups' lengths must be equal.
I appreciate any suggestion or adding such a feature.
I am dealing with a time-series dataset that the number of data points in each group is not equal. Please check the attachment. I want to have TimeSeriesSplit for each group. The problem with the current implementation is that the groups' lengths must be equal.
I appreciate any suggestion or adding such a feature.