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.

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