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.

Documentation

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:
Xtable

X

Ytable

Y

Output ports:
out[(table, table)]

out

Definition

Input ports

X

table

X

Y

table

Y

Output ports

out

[(table, table)]

out

class node_crossvalidation.CrossVal_TimeSeriesSplit[source]