Time Split
Time-based k-fold validation splits for heterogeneous data.
![Docker Image Size (tag)](https://img.shields.io/docker/image-size/rsundqvist/time-split/latest?logo=docker&label=time-split)
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, 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.