GitLab

Created by: Dreamlone

For time series forecasting in-sample and cross-validation do not work correcty. Some cases I've checked:

• 'cv_folds': None, 'validation_blocks': None - correct
• 'cv_folds': None, 'validation_blocks': 1 - correct
• 'cv_folds': None, 'validation_blocks': 2 - errors
• 'cv_folds': 2, 'validation_blocks': None - errors
• 'cv_folds': 2, 'validation_blocks': 1 - correct
• 'cv_folds': 2, 'validation_blocks': 2 - correct

In some cases even if marked as 'correct', Metric evaluation error arises It is required to correctly handle such combinations

Example for launch: https://github.com/nccr-itmo/FEDOT/blob/cv_folds/examples/simple/time_series_forecasting/api_foresacting.py

Estimated deadline - 17/06/2022