Struct TimeSeriesSplit 

pub struct TimeSeriesSplit { /* private fields */ }

Time Series Split cross-validator with gap and overlapping support

Implementations

impl TimeSeriesSplit

pub fn new(n_splits: usize) -> Self

Create a new TimeSeriesSplit cross-validator

pub fn max_train_size(self, size: usize) -> Self

Set the maximum size for a single training set

pub fn test_size(self, size: usize) -> Self

Set the size of the test set

pub fn gap(self, gap: usize) -> Self

Set the gap between train and test set

pub fn overlap(self, overlap: usize) -> Self

Set the overlap between consecutive training sets When overlap > 0, training sets will include overlapping data from previous splits

Trait Implementations

impl Clone for TimeSeriesSplit

fn clone(&self) -> TimeSeriesSplit

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl CrossValidator for TimeSeriesSplit

fn n_splits(&self) -> usize

Returns the number of splits

fn split( &self, n_samples: usize, _y: Option<&Array1<i32>>, ) -> Vec<(Vec<usize>, Vec<usize>)>

Generate train/test indices for cross-validation

impl Debug for TimeSeriesSplit

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.