n = 1 
Trig_cols = [] 
for k in range(1,1+n): 
    sin_k = [numpy.sin(2*numpy.pi*k*j/200) for j in range(len(T_seq))]
    cos_k = [numpy.cos(2*numpy.pi*k*j/200) for j in range(len(T_seq))]
    Trig_cols.extend([sin_k, cos_k])

df = create_dataframe(X_seq_length = 200, y_seq_length = 20)
df.fit_vec(*([T_seq.values.tolist()]+Trig_cols))
df.expand_X(expand = [0], hues = list(range(1,2*n+1)))
df.insert_constant(tuple([1]+2*[0 for k in range(1,1+n)]))

X, y = df.X, df.y
tsf_rev = RE_Vector_Forecaster(X_seq_length = 200, y_seq_length = 20, alpha = 0)
tsf_rev.cross_val_exp(df.X, df.y, test_indices = list(range(1300,1600,20)), start = 212, pred_cols = [0])
tsf_rev.plot_targets_predictions(kind = "expanding")
mse_rev = tsf_rev.cv_results["mse_fold"].mean()
print("rev mean square error is {:5f}".format(mse_rev))