create_panels

create_panels(df: pd.DataFrame, lookback: int, horizon: int, gap: int = 0) → tuple[Panel, Panel]

Create panels from a dataframe.

Parameters

• df (pd.DataFrame) – Dataframe

• lookback (int) – Lookback size

• horizon (int) – Horizon size

• gap (int) – Gap size

Returns

Tuple of panels

Return type

tuple[Panel, Panel]