Naming convention for backtesting methods about skforecast HOT 2 OPEN

Hello @KishManani

Thanks for opening the issue. If I understand correctly, it seems like the image on the right you provided with "rolling origin" is talking about the end of the training set or the origin of the validation set, "the forecast origin rolls forward and the forecast horizon is constant".

In the user guide, "fixed origin" and "rolling origin" refer to the origin of the training set (the green area in the gifs). Perhaps we can change it to "training set fixed origin" and "training set rolling origin". What do you think?

Best,

Javier

from skforecast.

Hi Javier,

Thanks for the clarification. In my opinion "training set origin" is still ambiguous because it doesn't specify whether we're referring to the start or end of the training period.

Perhaps a sentence in the documentation clarifying which origin we're referring to (start of training, end of training, forecast start date or origin) would help.

Thanks,
Kishan

from skforecast.