CutoffFhSplitter

Temporal train-test splitter, based on cutoff and forecasting horizon.

Quickstart

from sktime.split.cutoff import CutoffFhSplitter

estimator = CutoffFhSplitter(cutoff, fh=None)

Parameters(2)

cutoffnp.array or pd.Index

Cutoff points, positive and integer- or datetime-index like. Type should match the type of fh input.

fhNone, ForecastingHorizon, int, timedelta, iterable of ints or timedeltas

Forecasting horizon, relative or absolute, to determine test folds. Type should match the type of cutoffs input. If not ForecastingHorizon, is coerced.