<!-- If your issue is a usage question, submit it here instead: - StackOverflow with the scikit-learn tag: https://stackoverflow.com/questions/tagged/scikit-learn - Mailing List: https://mail.python.org/mailman/listinfo/scikit-learn For more information, see User Questions: http://scikit-learn.org/stable/support.html#user-questions --> <!-- Instructions For Filing a Bug: https://github.com/scikit-learn/scikit-learn/blob/master/CONTRIBUTING.md#filing-bugs --> #### Description <!-- Example: Joblib Error thrown when calling fit on LatentDirichletAllocation with evaluate_every > 0--> Implement the walk forward cv for time series data with gap between the train set and the test set. #### Expected Results <!-- Example: No error is thrown. Please paste or describe the expected results.-->  Expanding 