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

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
class node_crossvalidation.CrossVal_TimeSeriesSplit[source]