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Rolling reference comparisons #184

@sbrugman

Description

@sbrugman

A wide variety of references is provided by popmon out-of-the-box. A reference may be static (a fixed training set, or the current dataset itself for exploratory data analysis) or dynamic (sliding or growing as more data becomes available). The reference is compared against batches, and they can be sequential (batched) or sliding (rolling).

Popmon should enable all combinations, and currently lacks external reference + rolling comparison.

Reference Compare to Implemented
Self-reference Static Self (batched)
External reference Static Batched
Rolling reference Rolling Rolling/sliding
Expanding reference Expanding Rolling/sliding
External reference Static Rolling/sliding

Thanks to @LorenaPoenaru!

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