Time Series K-fold Based Cross Validation¶
-
class
node_crossvalidation.
CrossVal_TimeSeriesSplit
[source]¶ Time series cross-validator based on K-fold suitable fortime serie data. In the kth split, it returns first k folds as training set and the (k+1)th fold as test set.
Configuration: n_splits
Number of folds, must be atleast 2
shuffle
Shuffle the data before splitting
Inputs: - X : table
X
- Y : table
Y
Outputs: - out : [(table, table)]
out