.. _`Time Series K-fold Based Cross Validation`:

.. _`org.sysess.sympathy.machinelearning.crossval_timeseries`:

Time Series K-fold Based Cross Validation
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. image:: timeseries_split.svg
   :width: 48


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



*Input ports*:
    **X** : table
        X
    **Y** : table
        Y

*Output ports*:
    **out** : [(table, table)]
        out



**Number of splits** (n_splits)
    Number of folds, must be atleast 2
**Shuffle** (shuffle)
    Shuffle the data before splitting

.. automodule:: node_crossvalidation

.. class:: CrossVal_TimeSeriesSplit