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

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

Time Series K-fold Based Cross Validation
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.. 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.





Definition
::::::::::


Input ports
...........

    **X**
        | Type: table
        | Description: X
    **Y**
        | Type: table
        | Description: Y

Output ports
............

    **out**
        | Type: [(table, table)]
        | Description: out



Configuration
.............

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













Implementation
..............

.. automodule:: node_crossvalidation
    :noindex:

.. class:: CrossVal_TimeSeriesSplit
    :noindex: