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question: Is it possible to access cross-validation results/tune the cross-validation? #243

@AlexMV12

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@AlexMV12

Description

Hi guys,
Great job with Timecopilot. You are really pushing very interesting products and libraries in the last years. :)

I have one question/possible suggestion about Timecopilot: from what I have seen, it is not possible to understand how exactly the Agent performs the cross-validation.

Indeed, the cross_validation method of Forecaster has a default value for the windows parameter of 1. This would mean that the cross-validation is performed just on the last h points of the training-set.

However, seeing the logs, it seems clear that indeed the Agent is performing a more thourugh cross-validation.

TLDR:

  • can we tune the cross-validation with analyze?
  • can we access the "full" results of the cross-validation (i.e., the actual return value of cross_validation of the Forecaster)

Thanks,
AlexMV12

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timecopilot==0.0.20

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