ForecastingHorizonSplitter

Splitter that creates a single train/test split based on a forecasting horizon.

Quickstart

from sktime.split.fh import ForecastingHorizonSplitter

estimator = ForecastingHorizonSplitter(fh)

Parameters(1)

fhForecastingHorizon or compatible input

Forecasting horizon that defines the test set. Must be all out-of-sample if relative.