macrosynergy.learning.forecasting.bootstrap.bootstrap#

class BasePanelBootstrap(bootstrap_method='panel', resample_ratio=1, max_features=None)[source]#

Bases: ABC

create_bootstrap_dataset(X, y)[source]#

Generate a bootstrap dataset based on a panel of features and a dependent variable.

Parameters:

  • X (pd.DataFrame) – Input feature matrix

  • y (pd.DataFrame or pd.Series) – Dependent variable.

Returns:

  • X_resampled (pd.DataFrame) – Bootstrap resampled feature matrix.

  • y_resampled (pd.DataFrame or pd.Series) – Bootstrap resampled dependent variable.