Splitters#
The sktime.split
module contains algorithms for splitting and resampling data.
All splitters in sktime
can be listed using the sktime.registry.all_estimators
utility,
using estimator_types="splitter"
, optionally filtered by tags.
Valid tags can be listed using sktime.registry.all_tags
.
Splitting utilities#
temporal_train_test_split
is a quick utility function for
splitting a single time series into training and test fold.
Forecasting users interested in performance evaluation are advised
to use full backtesting instead of a single split, e.g., via evaluate
,
see forecasting API reference.
|
Split time series data containers into a single train/test split. |
Time index splitters#
Time index splitters split one or multiple time series by temporal order. They are typically used in both evaluation and tuning of forecasters.
|
Cutoff window splitter. |
|
Single window splitter. |
|
Sliding window splitter. |
|
Expanding window splitter. |
|
Splitter that successively cuts test folds off the end of the series. |
|
Temporal train-test splitter, based on sample sizes of train or test set. |
Time index splitter composition#
The following splitters are compositions that can be used to create more complex time index based splitting strategies.
|
Add repetitions to a splitter, element-wise or sequence-wise. |
|
Splitter that replicates loc indices from another splitter. |
Splitter that adds the train sets to the test sets. |