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.

Definition

Input ports

X table

X

Y table

Y

Output ports

out [(table, table)]

out

Configuration

Number of splits (n_splits)

Number of folds, must be atleast 2

Shuffle (shuffle)

Shuffle the data before splitting

Implementation

class node_crossvalidation.CrossVal_TimeSeriesSplit