Rolling models

Tools and objects to roll a model over time-series data, for walk-forward evaluation. See also fynance.algorithms.allocation for rolling portfolio allocation algorithms.

CVResult(oof_predictions, fold_metrics, ...)	Results from _RollingBasis.cross_validate.
_RollingBasis(X, y[, f, index])	Base object to roll a model over a time axis.
RollMultiLayerPerceptron(X, y[, layers, ...])	Rolling version of the multi-layer perceptron model.