StackingCVRegressor: TimeSeriesData #1101
Description
Hi everyone,
First of all, thank you for the well-documented library.
I would like to know if it is possible to use StackingCVRegressor for time series data. I am using TimeSeriesSplit instead of KFold, but I encountered an error: StackingRegressor uses cross_val_predict under the hood, which seems to be the reason I cannot use TimeSeriesSplit in my problem.
What approach do you recommend for this situation? Does mlxtend have a solution for this problem?