Struct WalkForwardConfig 

pub struct WalkForwardConfig {
    pub total_periods: usize,
    pub train_periods: usize,
    pub test_periods: usize,
    pub step_size: Option<usize>,
    pub expanding: bool,
}

Configuration for walk-forward analysis

Fields

total_periods: usize

Total number of periods in the data

train_periods: usize

Number of periods for training window

test_periods: usize

Number of periods for testing window

step_size: Option<usize>

Step size between windows (defaults to test_periods)

expanding: bool

Whether to use expanding window (vs rolling)

Implementations

impl WalkForwardConfig

pub fn new( total_periods: usize, train_periods: usize, test_periods: usize, ) -> Self

Create a new walk-forward configuration

pub fn with_step(self, step: usize) -> Self

Set step size between windows

pub fn expanding(self) -> Self

Use expanding window instead of rolling

pub fn num_folds(&self) -> usize

Calculate number of folds

Trait Implementations

impl Clone for WalkForwardConfig

fn clone(&self) -> WalkForwardConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for WalkForwardConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.