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

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

Time Series K-fold Based Cross Validation
`````````````````````````````````````````

.. 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**  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
..............

.. automodule:: node_crossvalidation
    :noindex:

.. class:: CrossVal_TimeSeriesSplit
    :noindex: