Time Series K-fold Based Cross Validation¶
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