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time_series_split

Function time_series_split 

Source
pub fn time_series_split(
    data: &Dataset,
    n_splits: usize,
) -> Vec<(Dataset, Dataset)>
Expand description

Time-series cross-validation with expanding training window.

Produces n_splits folds where each test set immediately follows its training set. Data order is preserved — no shuffling.

For n_splits folds and n samples, each test chunk has size n / (n_splits + 1). Fold i trains on [0 .. (i+1)*chunk] and tests on [(i+1)*chunk .. (i+2)*chunk].