Time-based k-fold validation splits for heterogeneous data.
Folds plotted on a two-by-two grid. See the examples page for more.
A library for creating time-based cross-validation splits of heterogeneous data, such as raw transaction data with strong non-stationary characteristics.
- Splitting schedules based on a fixed interval, a CRON-expression, or a pre-defined list.
- Data selection based on a timedelta, or the splitting schedule itself.
- Automatically extract and normalize data limits for supported data types.
- Plotting function for visualization of folds. Display fold sizes (hour/row count), or use custom text.
- Integrations for popular
libraries such as
pandas,polarsandscikit-learn. - Convenient web application for exploring folds with different parameters.
The Time Fold Explorer application
(available here)
is designed to help evaluate the effects of different
parameters.
To start it locally using
docker run -p 8501:8501 rsundqvist/time-splitin the terminal. You may use
create_explorer_link()
to build application URLs with preselected splitting parameters.
The package is published through the Python Package Index (PyPI). Source code is available on GitHub: https://github.com/rsundqvist/time-split
pip install -U time-splitThis is the preferred method to install time-split, as it will always install the
most recent stable release.
If you don't have pip installed, this Python installation guide can guide you through the process.
Hosted on Read the Docs: https://time-split.readthedocs.io
All contributions, bug reports, bug fixes, documentation improvements, enhancements, and ideas are welcome. To get started, see the Contributing Guide and Code of Conduct.