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hi guys, i don't know yet how generators work with sklearn / python, i'm new here... could be possible a version of TimeSeriesSplit with rolling window?
https://www.mathworks.com/help/econ/rolling-window-estimation-of-state-space-models.html
for example instead of :
[0, 1, 2] [3]
[0, 1, 2, 3] [4]
[0, 1, 2, 3, 4] [5]
produce something like (window-size=2)
[0, 1] [2]
[1, 2] [3]
[2, 3] [4]
[4, 5] [6]
[5, 6] [7]
...
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