Description Usage Arguments Details Value References
Create time-slices for time-series cross-validation
1 2 | create_cv_timeslices(y, initial_window, horizon = 1, fixed_window = TRUE,
skip = 0)
|
y |
The input time-series |
initial_window |
initial number of consecutive values in each training set sample |
horizon |
number of consecutive values in test set sample |
fixed_window |
To use a fixed window of size |
skip |
How many slices are to be skipped and not used for cross-validation |
It is ensured that initial_windowlength + horizonlength <= length(y)
.
Time-slices, for use with ts_crossval
See https://github.com/topepo/caret/blob/master/pkg/caret/R/createTimeSlices.R
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