Type Alias Window

Walk-forward, out of sample: is the forecast worth quoting? The same harness arch fits were graded with before this package replaced them.

type Window = {
    origin: number;
    testEnd: number;
    testStart: number;
}

Properties

origin: number

The last in-sample index; the train window is [0, origin].

testEnd: number

testStart: number

[origin + 1, origin + horizon], always exactly horizon long.