Data Shift : Identify concept drift in the data #79
Labels
enhancement
New feature or request
investigation needed
One to do research related to this issue, and share findings
Problem Description
A concept drift happens where the relations between the input and output variables change. So we are not anymore only focusing on X variables or only the Y variable but on the relations between them e.g situations with seasonality.
Desired Outcome
The solution is able to report the chosen metrics across various time windows.
Solution Outline
Use time-series cross validation ?
Requires more research .
Refers #72 comments
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