time-split

Time-based k-fold validation splits for heterogeneous data.


License
MIT
Install
pip install time-split==0.2.0

Documentation

Time Split

Time-based k-fold validation splits for heterogeneous data.


PyPI - Version PyPI - Python Version Tests Codecov Read the Docs PyPI - License Docker Image Size (tag)

Plotted folds on a two-by-two grid.

Folds plotted on a two-by-two grid. See the examples page for more.

What is it?

A library for creating time-based cross-validation splits of heterogeneous data, such as raw transaction data with strong non-stationary characteristics.

Highlighted Features

Experimenting with parameters

The Time Fold Explorer application (available here) is designed to help evaluate the effects of different parameters. To start it locally using Docker Image Size (tag) Docker, run

docker run -p 8501:8501 rsundqvist/time-split

in the terminal. You may use create_explorer_link() to build application URLs with preselected splitting parameters.

Installation

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-split

This 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.

License

MIT

Documentation

Hosted on Read the Docs: https://time-split.readthedocs.io

Contributing

All contributions, bug reports, bug fixes, documentation improvements, enhancements, and ideas are welcome. To get started, see the Contributing Guide and Code of Conduct.