Time Series K-fold Based Cross Validation

../../../../_images/timeseries_split.svg

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

Ports:

Inputs:

X:

table

X
Y:

table

Y

Outputs:

out:

[(table, table)]

out

Configuration:

n_splits
Number of folds, must be atleast 2
shuffle
Shuffle the data before splitting
class node_crossvalidation.CrossVal_TimeSeriesSplit[source]