Added
- Improve Sphinx documentation hosted on ReadtheDocs ([32](https://github.com/AI4S2S/s2spy/pull/32) [#70](https://github.com/AI4S2S/s2spy/pull/70))
- Support max lags and mark target period methods in time module ([40](https://github.com/AI4S2S/s2spy/pull/40) [#43](https://github.com/AI4S2S/s2spy/pull/43))
- Add traintest splitting module for cross-validation ([37](https://github.com/AI4S2S/s2spy/pull/37))
- Support sklearn splitters for traintest module ([53](https://github.com/AI4S2S/s2spy/pull/53))
- Implement train/test splits iterator ([70](https://github.com/AI4S2S/s2spy/pull/70))
- Add Response Guided Dimensionality Reduction (RGDR) module ([68](https://github.com/AI4S2S/s2spy/pull/68))
- Implement correlation map function ([49](https://github.com/AI4S2S/s2spy/pull/49))
- Implement dbscan for RGDR ([57](https://github.com/AI4S2S/s2spy/pull/57))
- Support for multiple lags in RGDR ([85](https://github.com/AI4S2S/s2spy/pull/85))
- Update Readme ([95](https://github.com/AI4S2S/s2spy/pull/95))
Changed
- Refactor resample methods as functions ([50](https://github.com/AI4S2S/s2spy/issues/50))
- Refactor calendars to BaseCalendar class and subclasses ([60](https://github.com/AI4S2S/s2spy/pull/60))
Removed
- Python 3.7 support ([65](https://github.com/AI4S2S/s2spy/issues/65))