splits
splits
Section titled “splits”Classes:
| Name | Description |
|---|---|
Fold | A single train/validation split. |
Functions:
| Name | Description |
|---|---|
temporal_fold | Single temporal split. |
expanding_folds | Generate folds for expanding-window time-series cross-validation. |
sliding_folds | Generate folds for sliding-window time-series cross-validation. |
Bases: NamedTuple
A single train/validation split.
temporal_fold
Section titled “temporal_fold”temporal_fold(n: int, train_ratio: float, *, gap: int = 0) -> FoldSingle temporal split.
Layout::
[===== Train =====][gap][== Val ==]Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n | int | Total number of samples. | required |
train_ratio | float | Fraction of data for training, in (0, 1). | required |
gap | int | Points to skip between train and validation. | 0 |
Returns:
| Type | Description |
|---|---|
Fold |
Raises:
| Type | Description |
|---|---|
ValueError | If ratio is invalid or any split would be empty. |
expanding_folds
Section titled “expanding_folds”expanding_folds(n: int, *, initial_train_size: int, validation_size: int, stride: int | None = None, gap: int = 0) -> list[Fold]Generate folds for expanding-window time-series cross-validation.
The training set starts at initial_train_size and grows with each
fold while the validation window slides forward.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n | int | Total number of samples. | required |
initial_train_size | int | Minimum training samples (first fold). | required |
validation_size | int | Validation samples per fold. | required |
stride | int or None | Step size for the validation window. Defaults to validation_size. | None |
gap | int | Points to skip between train and validation. | 0 |
Returns:
| Type | Description |
|---|---|
list[Fold] |
sliding_folds
Section titled “sliding_folds”sliding_folds(n: int, *, train_size: int, validation_size: int, stride: int | None = None, gap: int = 0) -> list[Fold]Generate folds for sliding-window time-series cross-validation.
A fixed-size training window slides forward together with the validation window, discarding the oldest observations at each step.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n | int | Total number of samples. | required |
train_size | int | Fixed training samples per fold. | required |
validation_size | int | Validation samples per fold. | required |
stride | int or None | Step size for the sliding window. Defaults to validation_size. | None |
gap | int | Points to skip between train and validation. | 0 |
Returns:
| Type | Description |
|---|---|
list[Fold] |