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
Type: tableDescription: X- Y
Type: tableDescription: 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¶
- class node_crossvalidation.CrossVal_TimeSeriesSplit[source]